15 citations · 47 across the 14 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2022★ 1 cited
Finite-sample concentration of the empirical relative entropy around its mean
Rohit Agrawal
In this note, we show that the relative entropy of an empirical distribution of samples drawn from a set of size with respect to the true underlying distribution is exponen…
math.ST2020★ 13 cited
Optimal Bounds between -Divergences and Integral Probability Metrics
Rohit Agrawal, Thibaut Horel
The families of -divergences (e.g. the Kullback-Leibler divergence) and Integral Probability Metrics (e.g. total variation distance or maximum mean discrepancies) are widely use…