Maximum Likelihood Estimation of Functionals of Discrete Distributions
From MaRDI portal
Publication:4566527
DOI10.1109/TIT.2017.2733537zbMath1453.62432arXiv1406.6959OpenAlexW2148719904MaRDI QIDQ4566527
Jiantao Jiao, Tsachy Weissman, Yanjun Han, Kartik Venkat
Publication date: 27 June 2018
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.6959
Nonparametric estimation (62G05) Bayesian inference (62F15) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)
Related Items (5)
Optimal non-asymptotic concentration of centered empirical relative entropy in the high-dimensional regime ⋮ Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory ⋮ On estimation of \(L_r\)-norms in Gaussian white noise models ⋮ Two-stage algorithm for estimation of nonlinear functions of state vector in linear Gaussian continuous dynamical systems ⋮ Mean-square estimation of nonlinear functionals via Kalman filtering
This page was built for publication: Maximum Likelihood Estimation of Functionals of Discrete Distributions