Chernoff-Type Concentration of Empirical Probabilities in Relative Entropy

DOI10.1109/TIT.2020.3034539zbMath1473.60043arXiv2003.08614OpenAlexW3094719384MaRDI QIDQ5151730

Thomas S. Richardson, F. Richard Guo

Publication date: 22 February 2021

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

Full work available at URL: https://arxiv.org/abs/2003.08614

zbMATH Keywords

relative entropymoment generating functionmultinomial samplingChernoff-type tail boundsempirical probability vectortrue probability vector

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15) Characteristic functions; other transforms (60E10) Measures of information, entropy (94A17)

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Optimal non-asymptotic concentration of centered empirical relative entropy in the high-dimensional regime

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