Minimax Estimation of Divergences Between Discrete Distributions.
Yanjun HanJiantao JiaoTsachy WeissmanPublished in: IEEE J. Sel. Areas Inf. Theory (2020)
Keyphrases
- kullback leibler
- exponential family
- efficient algorithms to compute
- class conditional
- density estimation
- kl divergence
- probability distribution
- probability density
- kullback leibler divergence
- maximum entropy
- random variables
- discrete geometry
- continuous variables
- accurate estimation
- estimation error
- discrete space
- worst case
- kullback leibler distance
- squared euclidean distance
- data sets