Minimax Optimal Estimation of KL Divergence for Continuous Distributions

DOI10.1109/TIT.2020.3009923zbMath1457.62097arXiv2002.11599OpenAlexW3042297159MaRDI QIDQ5138933

Puning Zhao, Lifeng Lai

Publication date: 4 December 2020

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

Full work available at URL: https://arxiv.org/abs/2002.11599

zbMATH Keywords

convergence ratesvariancebiasKullback-Leibler divergenceestimatorlower bound of minimax mean square error

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Measures of information, entropy (94A17)

Related Items (2)

Distributionally robust trade‐off design of parity relation based fault detection systems ⋮ Expanding the prediction capacity in long sequence time-series forecasting

This page was built for publication: Minimax Optimal Estimation of KL Divergence for Continuous Distributions