Concentration conjecture for empirical relative entropy
Concentration conjecture for empirical relative entropy
Let denote the empirical relative entropy statistic for a multinomial distribution with sample size , alphabet size , and distribution . For , write
Concentration conjecture. There are positive constants and such that for every , , , and ,
This conjecture would give finite-sample two-sided concentration of empirical relative entropy around its mean, improving bounds that focus only on deviations above zero. It was posed in the cited work and remains unresolved here.
Sources & referencesView supporting material
Primary source
Rohit Agrawal, “Finite-sample concentration of the empirical relative entropy around its mean”, arXiv:2203.00800 (2022).
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