Reliable Estimation of KL Divergence using a Discriminator in Reproducing Kernel Hilbert Space Supplementary Material

This supplementary material is presented in a format parallel to the main paper. The section numbers and titles are consistent with the main paper. Similarly, the Theorem numbers are consistent with the main paper, but we also have several additional theorems and lemmas which were not included in the main paper. We start with the set of assumptions based on which our theory is developed. The input domains X and W are compact.