资源分类
》 资源 》论文》Generalized Exponential Concentration Inequality for R´enyi Divergence Estimation

Generalized Exponential Concentration Inequality for R´enyi Divergence Estimation

2020-03-03 | |  68 |   47 |   0

Abstract

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 our knowledge there has been no finite sample exponential inequality convergence bound derived for any divergence estimators. The main contribution of our work is to provide such a bound for an estimator of R´enyi-α divergence for a smooth H¨older class of densities on the d-dimensional unit cube 图片.png We also illustrate our theoreti cal results with a numerical experiment.

上一篇：Discovering Latent Network Structure in Point Process Data

下一篇：Quasi-Monte Carlo Feature Maps for Shift-Invariant Kernels

用户评价
全部评价

热门资源

  • The Variational S...

    Unlike traditional images which do not offer in...

  • Stratified Strate...

    In this paper we introduce Stratified Strategy ...

  • Learning to learn...

    The move from hand-designed features to learned...

  • A Mathematical Mo...

    Direct democracy, where each voter casts one vo...

  • Learning to Predi...

    Much of model-based reinforcement learning invo...