• 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