Richard Samworth - Efficient multivariate entropy estimation with hints of an application to testing shape constraints


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13 months ago by

Saturday 1st October 1:00-1:40pm

Samworth Slides

Community: WHOA-PSI 2016

3 Answers


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13 months ago by

The estimator expressing the estimator as a mean has a lot of data-independentquantities, including the term with the digamma function, inside the log, and in turn inside the sum.  Is there a reason not to pull them out?

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13 months ago by

One could certainly pull them out.  I only put them together to make a more compact expression.

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13 months ago by

For those interested: here's Richard's paper on arXiv:

https://arxiv.org/abs/1606.00304

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