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• W2955039617 abstract "Wide conditions are provided to guarantee asymptotic unbiasedness and L^2-consistency of the introduced estimates of the Kullback-Leibler divergence for probability measures in R^d having densities w.r.t. the Lebesgue measure. These estimates are constructed by means of two independent collections of i.i.d. observations and involve the specified k-nearest neighbor statistics. In particular, the established results are valid for estimates of the Kullback-Leibler divergence between any two Gaussian measures in R^d with nondegenerate covariance matrices. As a byproduct we obtain new statements concerning the Kozachenko-Leonenko estimators of the Shannon differential entropy." @default.
• W2955039617 created "2019-07-12" @default.
• W2955039617 creator A5042119914 @default.
• W2955039617 creator A5085314834 @default.
• W2955039617 date "2019-06-29" @default.
• W2955039617 modified "2023-09-25" @default.
• W2955039617 title "Statistical estimation of the Kullback-Leibler divergence" @default.
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• W2955039617 hasPublicationYear "2019" @default.
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