Finite-Sample Concentration of the Multinomial in Relative Entropy

DOI10.1109/TIT.2020.2996134zbMath1452.94039arXiv1904.02291MaRDI QIDQ5138810

Rohit Agrawal

Publication date: 4 December 2020

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.02291

zbMATH Keywords

relative entropyKullback-Leibler divergencemoment generating functionfinite-sample boundsdiscrete likelihood-ratio statisticmoments of empirical divergence

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Coding theorems (Shannon theory) (94A24)

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