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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…
cs.IT2020★ 3 cited
Minimax Optimal Estimation of KL Divergence for Continuous Distributions
Puning Zhao, Lifeng Lai
Estimating Kullback-Leibler divergence from identical and independently distributed samples is an important problem in various domains. One simple and effective estimator is based…