Review for NeurIPS paper: A Universal Approximation Theorem of Deep Neural Networks for Expressing Probability Distributions

Neural Information Processing Systems 

This paper shows that the gradients of certain ResNets can serve as generators to produce any of a broad class of distributions, measuring quality in several different metrics, including empirical measures. Pushing forward the gradient of a network rather than the network itself is somewhat unusual, and the paper requires a latent dimension the same size as the ambient dimension of the target distribution. Nevertheless, the proof is satisfying, explicit, and clear. This paper makes a nice contribution to the theory of generative models.