Nonparametric estimation of Kullback-Leibler divergence

DOI10.1162/NECO_A_00646MaRDI QIDQ5383802zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Zhiyi Zhang, Michael Grabchak

Publication date 20 June 2019

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1162/neco_a_00646

zbMATH Keywords

asymptotically normalKullback-Leibler divergencenonparametric estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Measures of information, entropy (94A17)

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Cites work

• A Mathematical Theory of Communication
• A Normal Law for the Plug-in Estimator of Entropy
• Asymptotic Normality of an Entropy Estimator With Exponentially Decaying Bias
• Bias adjustment for a nonparametric entropy estimator
• Divergence Estimation for Multidimensional Densities Via k-Nearest-Neighbor Distances
• Elements of Information Theory
• Entropy estimation in Turing's perspective
• Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization
• Estimation of Entropy and Mutual Information
• scientific article; zbMATH DE number 409722 (Why is no real title available?)
• On Information and Sufficiency
• Re-parameterization of multinomial distributions and diversity indices

Cited in

(21)

• Performance study of marginal posterior density estimation via Kullback-Leibler divergence
• Non-parametric estimation of Kullback-Leibler discrimination information based on censored data
• Limit theorems for empirical Rényi entropy and divergence with applications to molecular diversity analysis
• A path sampling identity for computing the Kullback-Leibler and J divergences
• Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence
• Estimation of Kullback-Leibler divergence by local likelihood
• The Kullback–Leibler Divergence Rate Between Markov Sources
• Divergence Estimation of Continuous Distributions Based on Data-Dependent Partitions
• Estimation of KL Divergence: Optimal Minimax Rate
• Empirically Estimable Classification Bounds Based on a Nonparametric Divergence Measure
• Quantile-based cumulative Kullback–Leibler divergence
• Applications of a Kullback-Leibler divergence for comparing non-nested models
• Parameter estimation based on cumulative Kullback-Leibler divergence
• Bias reduction and metric learning for nearest-neighbor estimation of Kullback-Leibler divergence
• A Characterization of All Single-Integral, Non-Kernel Divergence Estimators
• Characterizing variation of nonparametric random probability measures using the Kullback–Leibler divergence
• Asymptotic normality for plug-in estimators of diversity indices on countable alphabets
• Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation
• Optimal non-asymptotic concentration of centered empirical relative entropy in the high-dimensional regime
• Quantile-based nonparametric estimation of the Kullback-Leibler divergence
• Interpreting Kullback--Leibler divergence with the Neyman-Pearson Lemma

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