ReliableEstimationofKLDivergenceusinga DiscriminatorinReproducingKernelHilbertSpace SupplementaryMaterial

Organization: This supplementary material is presented in a format parallel to the main paper. But, here wealso addone new section: Section 10 where we describe the societal impacts and possible negative impacts of the paper. Theideaofthecoveringnumber istocoverthewhole RKHS spaceHK withdisksofsomefixed radius η, which helps us bound the error probability in terms of the number of such disks. Let N(HK,η)be such disks covering the whole RKHS space. Then, for any functionf inHK, we can find some disk, Dj with centre fj, such that ||f fj||HK η.