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.
References
Primary source
Rohit Agrawal, “Finite-sample concentration of the empirical relative entropy around its mean”, arXiv:2203.00800 (2022).
Progress summary
Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.
Solutions 0
No solutions have been posted yet.