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• W2898497416 abstract "KSG mutual information estimator, which is based on the distances of each sample to its k-th nearest neighbor, is widely used to estimate mutual information between two continuous random variables. Existing work has analyzed the convergence rate of this estimator for random variables whose densities are bounded away from zero in its support. In practice, however, KSG estimator also performs well for a much broader class of distributions, including not only those with bounded support and densities bounded away from zero, but also those with bounded support but densities approaching zero, and those with unbounded support. In this paper, we analyze the convergence rate of the error of KSG estimator for smooth distributions, whose support of density can be both bounded and unbounded. As KSG mutual information estimator can be viewed as an adaptive recombination of KL entropy estimators, in our analysis, we also provide convergence analysis of KL entropy estimator for a broad class of distributions." @default.
• W2898497416 created "2018-11-02" @default.
• W2898497416 creator A5035733773 @default.
• W2898497416 creator A5081715462 @default.
• W2898497416 date "2018-10-26" @default.
• W2898497416 modified "2023-09-24" @default.
• W2898497416 title "Analysis of KNN Information Estimators for Smooth Distributions" @default.
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• W2898497416 doi "https://doi.org/10.48550/arxiv.1810.11571" @default.
• W2898497416 hasPublicationYear "2018" @default.
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