Discrete minimax estimation with trees

DOI10.1214/19-EJS1586zbMATH Open1429.62126arXiv1812.06063MaRDI QIDQ2323936FDOQ2323936

Authors: Tommy Reddad, Luc Devroye 

Publication date: 13 September 2019

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: We propose a simple recursive data-based partitioning scheme which produces piecewise-constant or piecewise-linear density estimates on intervals, and show how this scheme can determine the optimal $L_1$ minimax rate for some discrete nonparametric classes.

Full work available at URL: https://arxiv.org/abs/1812.06063

Recommendations

• Minimax bounds for Besov classes in density estimation
• Minimax rate adaptive estimation over continuous hyper-parameters
• Minimax Estimation of a Discontinuity for the Density
• A minimax optimal estimator for continuous monotone densities
• On minimax density estimation on \(\mathbb R\)

zbMATH Keywords

histogramdensity estimationVapnik-Chervonenkis dimensionmonotone densityminimax theorydiscrete probability distributionconvex density

Mathematics Subject Classification ID

Density estimation (62G07)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Multivariate density estimation. Theory, practice, and visualization
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
• Title not available (Why is that?)
• Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection
• Nonparametric estimation under shape constraints. Estimators, algorithms and asymptotics
• Combinatorial methods in density estimation
• Title not available (Why is that?)
• Estimation of a convex function: Characterizations and asymptotic theory.
• Global rates of convergence in log-concave density estimation
• Title not available (Why is that?)
• Global risk bounds and adaptation in univariate convex regression
• On risk bounds in isotonic and other shape restricted regression problems
• The Grenander estimator: A nonasymptotic approach
• Title not available (Why is that?)
• Estimating a density under order restrictions: Nonasymptotic minimax risk
• Sharp oracle inequalities for least squares estimators in shape restricted regression
• Consistency of data-driven histogram methods for density estimation and classification
• Title not available (Why is that?)
• A Consistent Nonparametric Multivariate Density Estimator Based on Statistically Equivalent Blocks
• On the risk of estimates for block decreasing densities
• Estimating the Derivative of a Convex Density
• On the risk of histograms for estimating decreasing densities
• $f$ -Divergence Inequalities
• Recent progress in log-concave density estimation
• Almost sure \(L_ 1\)-norm convergence for data-based histogram density estimates
• Estimation of a discrete monotone distribution

Cited In (8)

• Degree centrality and root finding in growing random networks
• Correlated randomly growing graphs
• Minimax rates for conditional density estimation via empirical entropy
• Inference in balanced community modulated recursive trees
• Root finding algorithms and persistence of Jordan centrality in growing random trees
• Title not available (Why is that?)
• Finding the seed of uniform attachment trees
• Broadcasting on random recursive trees

This page was built for publication: Discrete minimax estimation with trees

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2323936)