Timeline for concentration inequality for entropy from sample
Current License: CC BY-SA 3.0
6 events
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Jan 21, 2016 at 22:16 | comment | added | komark | Renyi entropy is indeed a nice interpretation. The bound itself is identical to (2) in @IosifPinelis answer, except to the base of the logarithm. | |
Jan 21, 2016 at 15:01 | comment | added | usul | @IosifPinelis thanks. I expect you're right that there's no real difference between the bounds. | |
Jan 21, 2016 at 14:59 | history | edited | usul | CC BY-SA 3.0 |
added 5 characters in body
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Jan 21, 2016 at 14:24 | comment | added | Iosif Pinelis | Also, there seems to be a typo in your definition of $Y_i$: you probably meant $\mu(X_i)$ there instead of $X_i$. | |
Jan 21, 2016 at 14:02 | comment | added | Iosif Pinelis | Your bound is actually better than Bernstein's, but is it different from "mine", except in form? | |
Jan 21, 2016 at 7:57 | history | answered | usul | CC BY-SA 3.0 |