Estimation of KL Divergence: Optimal Minimax Rate

DOI10.1109/TIT.2018.2805844zbMath1390.94614arXiv1607.02653OpenAlexW2963305780MaRDI QIDQ4569211

Yuheng Bu, Yingbin Liang, Shaofeng Zou, Venugopal V. Veeravalli

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/1607.02653

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Measures of information, entropy (94A17)

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