Minimax rate-optimal estimation of KL divergence between discrete distributions.
Yanjun HanJiantao JiaoTsachy WeissmanPublished in: ISITA (2016)
Keyphrases
- kl divergence
- kullback leibler divergence
- kullback leibler
- mahalanobis distance
- probability density
- information theoretic
- gaussian mixture
- exponential family
- gaussian distribution
- worst case
- mutual information
- density estimation
- distance measure
- information theory
- probability density function
- image reconstruction
- closed form
- probabilistic latent semantic analysis
- similarity measure
- posterior distribution
- parameter estimation