DocumentCode
2622773
Title
Density estimation consistent in information divergence
Author
Györfi, László ; Van der Meulen, Edward C.
Author_Institution
Dept. of Math. & Comput. Sci., Tech. Univ. Budapest, Hungary
fYear
1994
fDate
27 Jun-1 Jul 1994
Firstpage
35
Abstract
We consider the problem of estimating an unknown density function f in information divergence. We prove the following theorem: for any sequence of density estimates {fn} there is a density f with finite differential entropy H(f) and with arbitrarily many derivatives such that D(f, fn)=∞ for all n
Keywords
entropy; information theory; sequential estimation; density estimates sequence; density function estimation; finite differential entropy; information divergence; Computer science; Density functional theory; Density measurement; Entropy; Mathematics;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory, 1994. Proceedings., 1994 IEEE International Symposium on
Conference_Location
Trondheim
Print_ISBN
0-7803-2015-8
Type
conf
DOI
10.1109/ISIT.1994.394936
Filename
394936
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