Centralized concentration conjecture for empirical relative entropy
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.
Sources & referencesView supporting material
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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