Abstract:In the perspective of building statistical tests of divergence between two probability distributions, we study the distribution of empirical relative entropy and derive several types of approximations: concentration inequalities for finite samples, asymptotic distributions, and Berry-Esseen bounds in a pre-asymptotic regime. For the latter, we introduce a new approach to obtain Berry-Esseen inequalities for nonlinear functions of sum statistics under some convexity assumptions. Our theoretical contributions cover both one- and two-sample empirical relative entropies.
From: Matthieu Garcin [view email]
[v1]
Thu, 18 Dec 2025 11:08:37 UTC (1,267 KB)
[v2]
Mon, 20 Jul 2026 10:24:13 UTC (173 KB)
此内容由惯性聚合(RSS阅读器)自动聚合整理，仅供阅读参考。 原文来自 — 版权归原作者所有。