Optimal non-asymptotic concentration of centered empirical relative entropy in the high-dimensional regime-Reference-Cited by-同舟云学术

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Optimal non-asymptotic concentration of centered empirical relative entropy in the high-dimensional regime

Published:2023-06 Issue: Volume:197 Page:109803
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Li Yanpeng^ORCID,Tian Boping

Funder

China Scholarship Council

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference15 articles.

1. Finite-sample concentration of the multinomial in relative entropy;Agrawal;IEEE Trans. Inf. Theory,2020

2. Finite-sample concentration of the empirical relative entropy around its mean;Agrawal,2022

3. Convergence properties of functional estimates for discrete distributions;Antos;Random Struct. Algorithms,2001

4. A sharp concentration inequalities for the centred relative entropy;Bhatt;Information and Inference: A Journal of the IMA,2022

5. Elements of Information Theory;Cover,2006

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