DocumentCode
2391794
Title
Renyi information divergence via measure transformations on minimal spanning trees
Author
Hero, Alfred O. ; Michel, Olivier J J
Author_Institution
Dept. of Electr. Eng. & Comput. Sci., Michigan Univ., Ann Arbor, MI, USA
fYear
2000
fDate
2000
Firstpage
414
Abstract
We apply the results of Basseville (1989) to estimation of Renyi I-divergence between an unknown distribution and a known reference distribution using power weighted pruned minimal graphs spanning a random sample of n points from the unknown distribution. In particular we establish that the weight of a minimal graph connecting the points converges a.s. in n to the I-divergence after a suitable change of measure
Keywords
entropy; graph theory; random processes; signal sampling; Renyi information divergence; entropy estimation; known reference distribution; measure transformations; minimal graph weight; minimal spanning trees; power weighted pruned minimal graphs; random sample; unknown distribution; Entropy; Joining processes; Multidimensional signal processing; Multidimensional systems; Particle measurements; Pattern recognition; Robustness; Statistical distributions; Statistics; Tree graphs;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory, 2000. Proceedings. IEEE International Symposium on
Conference_Location
Sorrento
Print_ISBN
0-7803-5857-0
Type
conf
DOI
10.1109/ISIT.2000.866712
Filename
866712
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