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In this paper, we derive a useful lower bound for the Kullback-Leibler divergence (KL-divergence) based on the Hammersley-Chapman-Robbins bound (HCRB).
On estimating restricted parameters, jr statist
JM Hammersley · 1950
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Minimum variance estimation without regularity assumptions
Douglas G Chapman, Herbert Robbins, et al · 1951
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On information and sufficiency
Solomon Kullback and Richard A Leibler · 1951
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Information and the accuracy attainable in the estimation of statistical parameters
C Radhakrishna Rao · 1992
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Mathematical methods of statistics
Harald Cramér · 1999
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Scalable information inequalities for uncertainty quantification
Markos A Katsoulakis, Luc Rey-Bellet, and Jie Wang · 2017
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An elementary introduction to information geometry
Frank Nielsen · 2018
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