Nonparametric Estimation of Küllback-Leibler Divergence

Zhiyi Zhang, Michael Grabchak

Type: Article

Publication Date: 2014-07-24

Citations: 24

DOI: https://doi.org/10.1162/neco_a_00646

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Neural Computation - View
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+	Minimax Optimal Estimation of KL Divergence for Continuous Distributions	2020	Puning Zhao Lifeng Lai
+	Estimation of KL Divergence: Optimal Minimax Rate	2018	Yuheng Bu Shaofeng Zou Yingbin Liang Venugopal V. Veeravalli
+	References	2016	Zhiyi Zhang
+	Bayesian estimation of the Kullback-Leibler divergence for categorical systems using mixtures of Dirichlet priors	2024	Francesco Camaglia Ilya Nemenman Thierry Mora Aleksandra M. Walczak
+	Asymptotic Properties of a Statistical Estimator of the Jeffreys Divergence: The Case of Discrete Distributions	2024	Vladimir Glinskiy A. V. Logachov O. Logachova Helder Rojas Lyudmila Serga Anatoly Yambartsev
+	Minimax Optimal Estimation of KL Divergence for Continuous Distributions	2020	Puning Zhao Lifeng Lai
+	Analysis of K Nearest Neighbor KL Divergence Estimation for Continuous Distributions	2020	Puning Zhao Lifeng Lai
+	Estimation of KL divergence between large-alphabet distributions	2016	Yuheng Bu Shaofeng Zou Yingbin Liang Venugopal V. Veeravalli
+	Estimation of KL Divergence: Optimal Minimax Rate	2016	Yuheng Bu Shaofeng Zou Yingbin Liang Venugopal V. Veeravalli
+	Minimax Rate-optimal Estimation of KL Divergence between Discrete Distributions.	2016	Yanjun Han Jiantao Jiao Tsachy Weissman

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+ PDF Chat	Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization	2010	XuanLong Nguyen Martin J. Wainwright Michael I. Jordan
+	An Exact Cholesky Decomposition and the Generalized Inverse of the Variance–Covariance Matrix of the Multinomial Distribution, with Applications	1992	Kunio Tanabe Masahiko Sagae