Nonparametric Estimation of Küllback-Leibler Divergence

DOI10.1162/NECO_a_00646zbMath1419.62068DBLPjournals/neco/ZhangG14OpenAlexW2021531548WikidataQ51064641 ScholiaQ51064641MaRDI QIDQ5383802

Michael Grabchak, Zhiyi Zhang

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

Kullback-Leibler divergencenonparametric estimationasymptotically normal

Mathematics Subject Classification ID

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

Related Items (1)

Limit theorems for empirical Rényi entropy and divergence with applications to molecular diversity analysis

Cites Work

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• A Normal Law for the Plug-in Estimator of Entropy
• Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization
• Elements of Information Theory
• On Information and Sufficiency

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