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arXiv · 2611.01828

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

Zong Shang
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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 $λ>0$.

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Zong Shang. 2026-11-01. Instance-Specific Sharp Convergence Rate of the Add-$λ$ Estimator via Feature Space Decomposition. https://arxiv.org/abs/2611.01828

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