Metric entropy of high dimensional distributions

DOI10.1090/S0002-9939-07-08935-6MaRDI QIDQ5423958zbMATH OpenOpenAlexFDO

Authors Fuchang Gao, Wenbo V. Li, Ron Blei

Publication date 1 November 2007

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9939-07-08935-6

zbMATH Keywords

Brownian sheethigh-dimensional probability distributionmeasure of compactnessmetric entropysmall deviation probability

Mathematics Subject Classification ID

Compactness in topological linear spaces; angelic spaces, etc. (46A50) Compactness in Banach (or normed) spaces (46B50) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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Cites work

• Approximation, metric entropy and small ball estimates for Gaussian measures
• Duality of metric entropy
• ENTROPY OF ABSOLUTE CONVEX HULLS IN HILBERT SPACES
• Gaussian processes: Inequalities, small ball probabilities and applications
• scientific article; zbMATH DE number 3147888 (Why is no real title available?)
• scientific article; zbMATH DE number 44592 (Why is no real title available?)
• scientific article; zbMATH DE number 962825 (Why is no real title available?)
• Metric entropy and approximation
• Metric entropy and the small ball problem for Gaussian measures
• Metric entropy of integration operators and small ball probabilites for the Brownian sheet
• On convexified packing and entropy duality
• Small ball probabilities for the Slepian Gaussian fields
• The small ball problem for the Brownian sheet
• Weak convergence and empirical processes. With applications to statistics

Cited in

(18)

• Entropy estimate for \(k\)-monotone functions via small ball probability of integrated Brownian motions
• On the rate of convergence of the maximum likelihood estimator of a \(k\)-monotone density
• Metric entropy of integration operators and small ball probabilites for the Brownian sheet
• Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation
• Estimation of Monge matrices
• Entropy estimate for high-dimensional monotonic functions
• Bracketing entropy of high dimensional distributions
• How many Laplace transforms of probability measures are there?
• Nonparametric estimation of multivariate scale mixtures of uniform densities
• Distribution spread and location metrics using entropic separation
• Adaptive rates for total variation image denoising
• Sampling, Metric Entropy, and Dimensionality Reduction
• The local geometry of finite mixtures
• Some examples of application of the metric entropy method
• The Lasso with structured design and entropy of (absolute) convex hulls
• Metric statistics: exploration and inference for random objects with distance profiles
• MARS via lasso
• Constrained dynamics, stochastic numerical methods and the modeling of complex systems. Abstracts from the workshop held May 26--31, 2024

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