Optimality of the Plug-in Estimator for Differential Entropy Estimation under Gaussian Convolutions

© 2019 IEEE. This paper establishes the optimality of the plugin estimator for the problem of differential entropy estimation under Gaussian convolutions. Specifically, we consider the estimation of the differential entropy h(X + Z), where X and Z are independent d-dimensional random variables with...

Full description

Bibliographic Details
Main Authors: Goldfeld, Ziv, Greenewald, Kristjan, Weed, Jonathan, Polyanskiy, Yury
Other Authors: Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory
Format: Article
Language:English
Published: Institute of Electrical and Electronics Engineers (IEEE) 2021
Online Access:https://hdl.handle.net/1721.1/137042