Estimation of entropies and divergences via nearest neighbors

Leonenko, Nikolai, Pronzato, Luc, Savani, Vippal . Tatra Mountains Mathematical Publications 2008. 39 :265-273

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@article{CIS-234874,
  Author = {Leonenko, Nikolai and Pronzato, Luc and Savani, Vippal},
  Title = {Estimation of entropies and divergences via nearest neighbors},
  Journal = {Tatra Mountains Mathematical Publications},
  Volume = {39},
  Year = {2008},
  Pages = {265--273},
  Keywords = {Rényi entropy, nearest-neighbor distance, entropy estimation, estimation of statistical distance, estimation of divergence, Havrda-Charvát entropy, Tsallis entropy}
}

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