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- W2963540279 abstract "We analyze a plug-in estimator for a large class of integral functionals of one or more continuous probability densities. This class includes important families of entropy, divergence, mutual information, and their conditional versions. For densities on the d-dimensional unit cube [0,1]d that lie in a β-Holder smoothness class, we prove our estimator converges at the rate O(n-β/ β+d). Furthermore, we prove the estimator is exponentially concentrated about its mean, whereas most previous related results have proven only expected error bounds on estimators." @default.
- W2963540279 created "2019-07-30" @default.
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- W2963540279 date "2014-12-08" @default.
- W2963540279 modified "2023-10-09" @default.
- W2963540279 title "Exponential Concentration of a Density Functional Estimator" @default.
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