Minimax Optimal Estimation of KL Divergence for Continuous Distributions (Q5138933)

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scientific article; zbMATH DE number 7282340
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    Minimax Optimal Estimation of KL Divergence for Continuous Distributions
    scientific article; zbMATH DE number 7282340

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      Minimax Optimal Estimation of KL Divergence for Continuous Distributions (English)
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      4 December 2020
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      Kullback-Leibler divergence
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      convergence rates
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      bias
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      variance
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      estimator
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      lower bound of minimax mean square error
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