Estimation of KL Divergence: Optimal Minimax Rate.

Yuheng Bu Shaofeng Zou Yingbin Liang Venugopal V. Veeravalli

Published in: IEEE Trans. Inf. Theory (2018)

Keyphrases

kl divergence
kullback leibler
worst case
kullback leibler divergence
information theoretic
probability density
mahalanobis distance
gaussian distribution
semi supervised
closed form
distance measure
markov chain
optical flow estimation