Estimate the Implicit Likelihoods of GANs with Application to Anomaly Detection

The thriving of deep models and generative models provides approaches to model high dimensional distributions. Generative adversarial networks (GANs) can approximate data distributions and generate data samples from the learned data manifolds as well. In this paper, we propose an approach to estimate the implicit likelihoods of GAN models. A stable inverse function of the generator can be learned with the help of a variance network of the generator. The local variance of the sample distribution can be approximated by the normalized distance in the latent space. Simulation studies and likelihood testing on real-world data sets validate the proposed algorithm, which outperforms several baseline methods in these tasks. The proposed method has been further applied to anomaly detection. Experiments show that the method can achieve state-of-the-art anomaly detection performance on real-world data sets.