Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood

DOI10.4171/MSL/1-1-1zbMath1416.62193arXiv1701.05009OpenAlexW3121931924WikidataQ129921099 ScholiaQ129921099MaRDI QIDQ1737972

Mehdi Sebbar, Arnak S. Dalalyan

Publication date: 24 April 2019

Published in: Mathematical Statistics and Learning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.05009

zbMATH Keywords

sparse recoveryapproximate sparsityconvex aggregationmixture density estimation

Mathematics Subject Classification ID

Density estimation (62G07) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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