Divergence Estimation of Continuous Distributions Based on Data-Dependent Partitions

DOI10.1109/TIT.2005.853314MaRDI QIDQ3547769zbMATH OpenOpenAlexFDO

Authors Qing Wang, Sanjeev R. Kulkarni, Sergio Verdú

Publication date 21 December 2008

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2005.853314

Mathematics Subject Classification ID

Strong limit theorems (60F15) Nonparametric estimation (62G05) Measures of information, entropy (94A17)

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Cited in

(24)

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• Universal estimation of information measures for analog sources
• On the convergence of Shannon differential entropy, and its connections with density and entropy estimation
• Probabilistic model validation for uncertain nonlinear systems
• (f,)-divergences: interpolating between f-divergences and integral probability metrics
• Density-difference estimation
• Nonparametric e-mixture estimation
• The fractional Kullback–Leibler divergence
• Parametric Bayesian estimation of differential entropy and relative entropy
• A Practical Approach to Proper Inference with Linked Data
• Approximate Bayesian computation via classification
• Non-parametric two-sample tests: recent developments and prospects
• A practical divergence measure for survival distributions that can be estimated from Kaplan-Meier curves
• Embedding distributional data
• Distribution-free tests for lossless feature selection in classification and regression
• Methods for quantifying dataset similarity: a review, taxonomy and comparison
• Multicalibrated partitions for importance weights
• Quantile-based nonparametric estimation of the Kullback-Leibler divergence
• Machine learning with squared-loss mutual information
• Information divergence estimation based on data-dependent partitions

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