Puning Zhao, Lifeng Lai. Minimax Optimal Estimation of KL Divergence for Continuous Distributions. IEEE Transactions on Information Theory, 66(12):7787-7811, 2020. [doi]
@article{ZhaoL20a-4, title = {Minimax Optimal Estimation of KL Divergence for Continuous Distributions}, author = {Puning Zhao and Lifeng Lai}, year = {2020}, doi = {10.1109/TIT.2020.3009923}, url = {https://doi.org/10.1109/TIT.2020.3009923}, researchr = {https://researchr.org/publication/ZhaoL20a-4}, cites = {0}, citedby = {0}, journal = {IEEE Transactions on Information Theory}, volume = {66}, number = {12}, pages = {7787-7811}, }