Minimax Optimal Estimation of KL Divergence for Continuous Distributions

Puning Zhao, Lifeng Lai

Type: Preprint

Publication Date: 2020-01-01

Citations: 0

DOI: https://doi.org/10.48550/arxiv.2002.11599

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Action	Title	Year	Authors
+	Introduction to Nonparametric Estimation	2008	Alexandre B. Tsybakov
+	Theory of Approximation of Functions of a Real Variable	1963	A.F. TIMAN
+	Discriminatory Analysis. Nonparametric Discrimination: Consistency Properties	1989	Evelyn Fix J. L. Hodges
+ PDF Chat	Ensemble estimation of multivariate f-divergence	2014	Kevin R. Moon Alfred O. Hero
+	Nonparametric Estimation of Küllback-Leibler Divergence	2014	Zhiyi Zhang Michael Grabchak
+	Two-Sample Test Statistics for Measuring Discrepancies Between Two Multivariate Probability Density Functions Using Kernel-Based Density Estimates	1994	Niall Anderson Peter A. Hall D. M. Titterington
+ PDF Chat	Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization	2010	XuanLong Nguyen Martin J. Wainwright Michael I. Jordan
+	Analysis of k-Nearest Neighbor Distances with Application to Entropy Estimation	2016	Shashank Singh Barnabás Póczos
+	Efficient multivariate entropy estimation via $k$-nearest neighbour distances	2018	Thomas B. Berrett Richard J. Samworth Ming Yuan
+	Estimation of KL Divergence: Optimal Minimax Rate	2018	Yuheng Bu Shaofeng Zou Yingbin Liang Venugopal V. Veeravalli