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Universal consistency of data-driven partitions for divergence estimation

Abstract

This paper presents a general histogram based divergence estimator based on data-dependent partition. Sufficient conditions for the universal strong consistency of the data-driven divergence estimator, using Lugosi and Nobel's combinatorial notions for partition families, are presented. As a corollary this result is particularized for the emblematic case of l m-spacing quantization scheme.

Date
June 24, 2007
Authors
Jorge Silva, Shrikanth Narayanan
Conference
2007 IEEE International Symposium on Information Theory
Pages
2021-2025
Publisher
IEEE