Divergence Estimation of Continuous Distributions Based on Data-Dependent Partitions
From MaRDI portal
Publication:3547769
DOI10.1109/TIT.2005.853314zbMath1310.94055OpenAlexW2149268774MaRDI QIDQ3547769
Sanjeev R. Kulkarni, Sergio Verdú, Qing Wang
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
Nonparametric estimation (62G05) Strong limit theorems (60F15) Measures of information, entropy (94A17)
Related Items
Robust measurement of (heavy-tailed) risks: theory and implementation, On the convergence of Shannon differential entropy, and its connections with density and entropy estimation, The detection of local irreversibility in time series based on segmentation, On the empirical estimation of integral probability metrics, Least-squares two-sample test, Density-Difference Estimation, Nonparametric e-Mixture Estimation, Parametric Bayesian estimation of differential entropy and relative entropy, Probabilistic model validation for uncertain nonlinear systems, Unnamed Item, Information divergence estimation based on data-dependent partitions, Machine learning with squared-loss mutual information, The fractional Kullback–Leibler divergence