Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence
From MaRDI portal
Publication:1746564
DOI10.1214/18-EJS1413zbMath1473.62117arXiv1604.06304WikidataQ115517765 ScholiaQ115517765MaRDI QIDQ1746564
Richard Fischer, Cristina Butucea, Jean-François Delmas, Anne Dutfoy
Publication date: 25 April 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.06304
aggregation; exponential family; product form; Kullback-Leibler divergence; truncation model; adaptive density estimation; Sobolev classes
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure
- Exponential series estimator of multivariate densities
- On the dependence structure of order statistics
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- Linear and convex aggregation of density estimators
- From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion
- Nonparametric estimation of bivariate distribution under right truncation with application to panic disorder
- On Kullback-Leibler loss and density estimation
- Approximation of density functions by sequences of exponential families
- Risk bounds for model selection via penalization
- Information-theoretic determination of minimax rates of convergence
- Critical multi-type Galton-Watson trees conditioned to be large
- Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes
- \(L^ p\) adaptive density estimation
- Density estimation by wavelet thresholding
- Mixing strategies for density estimation.
- Wavelet density estimation by approximation of log-densities
- An application of randomly truncated data models in reserving IBNR claims
- Optimal exponential bounds for aggregation of estimators for the Kullback-Leibler loss
- Maximum entropy distribution of order statistics with given marginals
- Nonparametric analysis of truncated survival data, with application to AIDS
- Distribution estimation consistent in total variation and in two types of information divergence
- An Information Theoretic Approach to Approximating a Probability Distribution
- Optimal Nonparametric Estimation of First-price Auctions
- Exact adaptive pointwise estimation on Sobolev classes of densities
- A Penalized Likelihood Approach for Arbitrarily Censored and Truncated Data: Application to Age-Specific Incidence of Dementia
- On a Problem of Adaptive Estimation in Gaussian White Noise
- Maximum Entropy for Hypothesis Formulation, Especially for Multidimensional Contingency Tables
- Nonlinear estimation in anisotropic multi-index denoising