Direct Estimation of Information Divergence Using Nearest Neighbor Ratios

17 Feb 2017Morteza NoshadKevin R. MoonSalimeh Yasaei SekehAlfred O. Hero III

We propose a direct estimation method for R\'{e}nyi and f-divergence measures based on a new graph theoretical interpretation. Suppose that we are given two sample sets $X$ and $Y$, respectively with $N$ and $M$ samples, where $\eta:=M/N$ is a constant value... (read more)

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