Ensemble Estimation of Information Divergence †

Ensemble Estimation of Information Divergence †

Recent work has focused on the problem of nonparametric estimation of information divergence functionals between two continuous random variables. Many existing approaches require either restrictive assumptions about the density support set or difficult calculations at the support set boundary which...

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Bibliographic Details
Main Authors: Kevin R. Moon, Kumar Sricharan, Kristjan Greenewald, Alfred O. Hero
Format: Article
Language:English
Published: MDPI AG 2018-07-01
Series:Entropy
Subjects:
divergence
differential entropy
nonparametric estimation
central limit theorem
convergence rates
bayes error rate
Online Access:http://www.mdpi.com/1099-4300/20/8/560

Internet

http://www.mdpi.com/1099-4300/20/8/560

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