#### Filter Results:

#### Publication Year

2016

2017

#### Publication Type

#### Co-author

#### Publication Venue

#### Key Phrases

Learn More

The problem of estimating the Kullback-Leibler divergence D(P Q) between two unknown distributions P and Q is studied, under the assumption that the alphabet size k of the distributions can scale to infinity. The estimation is based on m independent samples drawn from P and n independent samples drawn from Q. It is first shown that there does not exist any… (More)

The following detection problem is studied, in which there are M sequences of samples out of which one outlier sequence needs to be detected. Each typical sequence contains n independent and identically distributed (i.i.d.) continuous observations from a known distribution π, and the outlier sequence contains n i.i.d. observations from an outlier… (More)

- ‹
- 1
- ›