On density estimation under relative entropy loss criterion

DOI10.1023/A:1022002029826zbMath1021.94007OpenAlexW1516811592MaRDI QIDQ1812371

Marat V. Burnashev, Shun-ichi Amari

Publication date: 12 October 2003

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022002029826

zbMATH Keywords

pattern recognitionneural networksdensity estimationminimax riskBayesianlearning systemsrelative entropy loss function

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Learning and adaptive systems in artificial intelligence (68T05) Pattern recognition, speech recognition (68T10) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

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