Minimax Optimal Estimation of KL Divergence for Continuous Distributions (Q5138933)
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scientific article; zbMATH DE number 7282340
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| English | Minimax Optimal Estimation of KL Divergence for Continuous Distributions |
scientific article; zbMATH DE number 7282340 |
Statements
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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0.9621921
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0.90311617
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0.8993188
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0.8948861
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0.8948043
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