Histogram-based estimation for the divergence revisited

Authors:
Jorge Silva;Shrikanth S. Narayanan
Affiliations:
Department of Electrical Engineering, University of Chile;Department of Electrical Engineering, University of Southern California
Venue:
ISIT'09 Proceedings of the 2009 IEEE international conference on Symposium on Information Theory - Volume 1
Year:
2009

Citing 3
Cited 1

Entropy and information theory

Entropy and information theory
Elements of information theory

Elements of information theory
Divergence Estimation of Continuous Distributions Based on Data-Dependent Partitions

IEEE Transactions on Information Theory

Nonproduct data-dependent partitions for mutual information estimation: strong consistency and applications

IEEE Transactions on Signal Processing

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Abstract

This work revisits and extends the problem of consistent divergence estimation using data-dependent partitions. For distributions defined on (Rd, B(Rd)), the main result characterizes sufficient conditions on a data-dependent partition scheme to get a strongly consistent histogram-based estimate of the divergence.