Centralized concentration conjecture for empirical relative entropy
Let be a distribution on a finite alphabet of size , let be its empirical distribution from independent samples, and let denote the relative entropy. There exist constants and such that, for every , Centralized concentration conjecture.
This conjecture is motivated by the asymptotic chi-squared behavior of and standard concentration bounds for sub-exponential random variables. The source does not indicate that it has been proved or disproved.
References
Primary source
Jay Mardia, Jiantao Jiao, Ervin Tánczos, Robert D. Nowak and Tsachy Weissman, “Concentration Inequalities for the Empirical Distribution”, arXiv:1809.06522 (2019).
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