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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2023
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2305.06755 |
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| _version_ | 1866929237394456576 |
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| author | Kwon, Hyeok Kyu Chae, Minwoo |
| author_facet | Kwon, Hyeok Kyu Chae, Minwoo |
| contents | A deep generative model yields an implicit estimator for the unknown distribution or density function of the observation. This paper investigates some statistical properties of the implicit density estimator pursued by VAE-type methods from a nonparametric density estimation framework. More specifically, we obtain convergence rates of the VAE-type density estimator under the assumption that the underlying true density function belongs to a locally Hölder class. Remarkably, a near minimax optimal rate with respect to the Hellinger metric can be achieved by the simplest network architecture, a shallow generative model with a one-dimensional latent variable. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2305_06755 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Minimax optimal density estimation using a shallow generative model with a one-dimensional latent variable Kwon, Hyeok Kyu Chae, Minwoo Statistics Theory A deep generative model yields an implicit estimator for the unknown distribution or density function of the observation. This paper investigates some statistical properties of the implicit density estimator pursued by VAE-type methods from a nonparametric density estimation framework. More specifically, we obtain convergence rates of the VAE-type density estimator under the assumption that the underlying true density function belongs to a locally Hölder class. Remarkably, a near minimax optimal rate with respect to the Hellinger metric can be achieved by the simplest network architecture, a shallow generative model with a one-dimensional latent variable. |
| title | Minimax optimal density estimation using a shallow generative model with a one-dimensional latent variable |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2305.06755 |