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Minimax Optimal Estimation of KL Divergence for Continuous Distributions - MaRDI portal

Minimax Optimal Estimation of KL Divergence for Continuous Distributions (Q5138933)

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scientific article; zbMATH DE number 7282340
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Minimax Optimal Estimation of KL Divergence for Continuous Distributions
scientific article; zbMATH DE number 7282340

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    Minimax Optimal Estimation of KL Divergence for Continuous Distributions (English)
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    4 December 2020
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    Kullback-Leibler divergence
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    convergence rates
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    bias
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    variance
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    estimator
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    lower bound of minimax mean square error
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