Search Machine Learning Repository: @inproceedings{icml2014c1_singh14,
    Publisher = {JMLR Workshop and Conference Proceedings},
    Title = {Generalized Exponential Concentration Inequality for Renyi Divergence Estimation},
    Url = {http://jmlr.org/proceedings/papers/v32/singh14.pdf},
    Abstract = {Estimating divergences between probability distributions in a consistent way is of great importance in many machine learning tasks. Although this is a fundamental problem in nonparametric statistics, to the best of our knowledge there has been no finite sample exponential inequality convergence bound derived for any divergence estimators. The main contribution of our work is to provide such a bound for an estimator of Renyi divergence for a smooth Holder class of densities on the d-dimensional unit cube. We also illustrate our theoretical results with a numerical experiment.},
    Author = {Shashank Singh and Barnabas Poczos},
    Editor = {Tony Jebara and Eric P. Xing},
    Year = {2014},
    Booktitle = {Proceedings of the 31st International Conference on Machine Learning (ICML-14)},
    Pages = {333-341}
   }