Entropy estimate for high-dimensional monotonic functions

DOI10.1016/J.JMVA.2006.09.003zbMath1221.62008arXivmath/0512641OpenAlexW2127991572MaRDI QIDQ2474241

Jon A. Wellner, Fuchang Gao

Publication date: 5 March 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0512641

zbMATH Keywords

maximum likelihood estimatormetric entropybracketing entropyblock decreasing density

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistical aspects of information-theoretic topics (62B10)

Related Items (14)

Optimal classification and nonparametric regression for functional data ⋮ Bracketing numbers of convex and \(m\)-monotone functions on polytopes ⋮ The limiting behavior of isotonic and convex regression estimators when the model is misspecified ⋮ Minimax estimation of the mode of functional data ⋮ Local asymptotic minimax theory for block-decreasing densities ⋮ Adaptive risk bounds in unimodal regression ⋮ The difficulty of Monte Carlo approximation of multivariate monotone functions ⋮ Sharp oracle inequalities for least squares estimators in shape restricted regression ⋮ Towards optimal estimation of bivariate isotonic matrices with unknown permutations ⋮ High-dimensional nonparametric density estimation via symmetry and shape constraints ⋮ Semiparametric additive isotonic regression ⋮ Set structured global empirical risk minimizers are rate optimal in general dimensions ⋮ On the rate of convergence of the maximum likelihood estimator of a \(k\)-monotone density ⋮ Isotonic regression in general dimensions

Cites Work

• Unnamed Item
• Combinatorics of random processes and sections of convex bodies
• The Grenander estimator: A nonasymptotic approach
• Estimating a density under order restrictions: Nonasymptotic minimax risk
• On the risk of histograms for estimating decreasing densities
• Rates of convergence for minimum contrast estimators
• On the risk of estimates for block decreasing densities
• The silhouette, concentration functions and ML-density estimation under order restrictions.
• Density estimation under qualitative assumptions in higher dimensions
• Weak convergence and empirical processes. With applications to statistics
• An adaptive compression algorithm in Besov spaces
• On estimating a density using Hellinger distance and some other strange facts
• Change of variables for absolutely continuous functions
• Entropy Numbers and Approximation Numbers in Function Spacess
• Uniform Central Limit Theorems
• Metric Entropy of Convex Hulls in Hilbert Spaces
• Metric Entropy of Convex Hulls in Banach Spaces
• ENTROPY OF ABSOLUTE CONVEX HULLS IN HILBERT SPACES
• Metric entropy of high dimensional distributions

This page was built for publication: Entropy estimate for high-dimensional monotonic functions