Concentration Bounds for Discrete Distribution Estimation in KL Divergence.
Clément L. CanonneZiteng SunAnanda Theertha SureshPublished in: ISIT (2023)
Keyphrases
- kl divergence
- probability density
- kullback leibler divergence
- kullback leibler
- mahalanobis distance
- information theoretic
- exponential family
- gaussian distribution
- gaussian mixture
- density estimation
- posterior distribution
- random variables
- lower bound
- maximum likelihood
- parameter estimation
- probability distribution
- information theory
- log likelihood
- mutual information
- upper bound
- euclidean distance
- density function
- dissimilarity measure
- mixture model