Minimax Optimal Estimation of KL Divergence for Continuous Distributions.
Puning ZhaoLifeng LaiPublished in: CoRR (2020)
Keyphrases
- kl divergence
- kullback leibler divergence
- kullback leibler
- probability density
- mahalanobis distance
- information theoretic
- gaussian distribution
- gaussian mixture
- worst case
- exponential family
- distance measure
- posterior distribution
- closed form
- density estimation
- mutual information
- probability distribution
- information theory
- probability density function
- gaussian mixture model
- parameter estimation