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stat.ML2020
Analysis of KNN Density Estimation
Puning Zhao, Lifeng Lai
We analyze the and convergence rates of k nearest neighbor density estimation method. Our analysis includes two different cases depending on whether the supp…
stat.ML2018
Analysis of KNN Information Estimators for Smooth Distributions
Puning Zhao, Lifeng Lai
KSG mutual information estimator, which is based on the distances of each sample to its k-th nearest neighbor, is widely used to estimate mutual information between two continuous…