Relative entropy bounds for sampling with and without replacement.
Oliver JohnsonLampros GavalakisIoannis KontoyiannisPublished in: CoRR (2024)
Keyphrases
- relative entropy
- information theoretic
- information theory
- mutual information
- covariance matrix
- upper bound
- log likelihood
- lower bound
- mahalanobis distance
- worst case
- random sampling
- squared euclidean distance
- kullback leibler divergence
- monte carlo
- sample size
- maximum entropy
- multi class
- objective function
- sampling algorithm
- bregman divergences