Tag: delta
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Nearly Minimax Discrete Distribution Estimation in Kullback-Leibler Divergence with High Probability
Nearly Minimax Discrete Distribution Estimation in Kullback-Leibler Divergence with High Probability arXiv:2507.17316v1 Announce Type: new Abstract: We consider the problem of estimating a discrete distribution $p$ with support of size $K$ and provide both upper and lower bounds with high probability in KL divergence. We prove that in the worst case, for any estimator $widehat{p}$,…