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cs.IT2016
Generalized Exponential Concentration Inequality for Rényi Divergence Estimation
Shashank Singh, Barnabás Póczos
Estimating divergences in a consistent way is of great importance in many machine learning tasks. Although this is a fundamental problem in nonparametric statistics, to the best of…
math.ST2016
Exponential Concentration of a Density Functional Estimator
Shashank Singh, Barnabás P óczos
We analyze a plug-in estimator for a large class of integral functionals of one or more continuous probability densities. This class includes important families of entropy, diverge…