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Universal Bounds for Self-Normalized Kullback-Leibler Estimation

arXiv:2610.12851v1 Announce Type: new Abstract: This work studies an entropy-based estimator of Kullback-Leibler (KL) divergence constructed from normalized importance weights. We prove a universal finite-sample bound showing that its expectation can exceed the target-proposal KL divergence by at m…

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  1. 2026-10-12 04:00 · arXiv stat.ML
    Universal Bounds for Self-Normalized Kullback-Leibler Estimation

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