Minimax Optimal Estimation of KL Divergence for Continuous Distributions.
Puning ZhaoLifeng LaiPublished in: IEEE Trans. Inf. Theory (2020)
Keyphrases
- kl divergence
- kullback leibler
- kullback leibler divergence
- probability density
- information theoretic
- mahalanobis distance
- exponential family
- gaussian distribution
- gaussian mixture
- worst case
- closed form
- information theory
- density estimation
- posterior distribution
- probability distribution
- probability density function
- dissimilarity measure
- parameter estimation
- distance measure
- mutual information
- random variables
- mixture model
- graphical models
- least squares