Divergence Estimation for Multidimensional Densities Via $k$-Nearest-Neighbor Distances
From MaRDI portal
Publication:4975866
DOI10.1109/TIT.2009.2016060zbMath1367.94141OpenAlexW2150879893MaRDI QIDQ4975866
Qing Wang, Sergio Verdú, Sanjeev R. Kulkarni
Publication date: 8 August 2017
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.2009.2016060
Nonparametric estimation (62G05) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)
Related Items (25)
The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion ⋮ Model Uncertainty and Correctability for Directed Graphical Models ⋮ A pruned recursive solution to the multiple change point problem ⋮ Robust measurement of (heavy-tailed) risks: theory and implementation ⋮ A Bayesian framework for adaptive selection, calibration, and validation of coarse-grained models of atomistic systems ⋮ On distributionally robust extreme value analysis ⋮ Unnamed Item ⋮ Expanding the prediction capacity in long sequence time-series forecasting ⋮ \texttt{fastMI}: a fast and consistent copula-based nonparametric estimator of mutual information ⋮ Direct Density Derivative Estimation ⋮ Nonparametric e-Mixture Estimation ⋮ Information estimators for weighted observations ⋮ Parametric Bayesian estimation of differential entropy and relative entropy ⋮ Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation ⋮ Nonparametric Estimation of Küllback-Leibler Divergence ⋮ \(K\)-nearest neighbor based consistent entropy estimation for hyperspherical distributions ⋮ Bias Reduction and Metric Learning for Nearest-Neighbor Estimation of Kullback-Leibler Divergence ⋮ Information divergence estimation based on data-dependent partitions ⋮ Calibration and validation of coarse-grained models of atomic systems: application to semiconductor manufacturing ⋮ The relation between Granger causality and directed information theory: a review ⋮ A novel nonparametric distance estimator for densities with error bounds ⋮ Resilient synchronization of distributed multi-agent systems under attacks ⋮ Unnamed Item ⋮ Assessing the reliability of wind power operations under a changing climate with a non-Gaussian bias correction ⋮ SWGMM: a semi-wrapped Gaussian mixture model for clustering of circular-linear data
This page was built for publication: Divergence Estimation for Multidimensional Densities Via $k$-Nearest-Neighbor Distances