Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization

DOI10.1109/TIT.2010.2068870zbMath1366.62071arXiv0809.0853MaRDI QIDQ5281236

Michael I. Jordan, XuanLong Nguyen, Martin J. Wainwright

Publication date: 27 July 2017

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

Full work available at URL: https://arxiv.org/abs/0809.0853

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Convex programming (90C25)

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