Skip to content

Instance-Specific Sharp Convergence Rate of the Add-λ Estimator via Feature Space Decomposition

Zong Shang

cs.ITarXiv:2611.01828

Abstract

Using the Feature Space Decomposition framework, we establish non-asymptotic matching upper and lower bounds for the expected Kullback-Leibler estimation error of the Add-λ estimator of a discrete probability distribution, for any signal, any dimension, any sample size, and any λ>0.

Create a lesson