2026
Approximating f -Divergences with Rank Statistics
ICML 2026poster
We introduce a rank-statistic approximation of $f$-divergences that avoids explicit density-ratio estimation by working directly with the distribution of ranks. For a resolution parameter $K$, we map the mismatch between two univariate distributions $\mu$ and $\nu$ to a rank histogram on $\{0,\dots,…