Optimal R\'enyi and Logarithmic Additive Functional Entropy Estimation
We characterize the minimax sample complexity of estimating R\'enyi entropy from independent samples on an alphabet of size at most $k$, when the known order $\alpha>1$ may vary with $k$. For every fixed additive accuracy $\varepsilon\in(0,1/2)$ and success probability $2/3$, we prove matching bounds with constants ind...