Discrete minimax estimation with trees

DOI10.1214/19-EJS1586MaRDI QIDQ2323936zbMATH OpenFDO

Authors Tommy Reddad, Luc Devroye

Publication date 13 September 2019

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

Full work available at URL https://arxiv.org/abs/1812.06063, https://projecteuclid.org/euclid.ejs/1565748200

zbMATH Keywords

histogramdensity estimationVapnik-Chervonenkis dimensionmonotone densityminimax theorydiscrete probability distributionconvex density

Mathematics Subject Classification ID

Density estimation (62G07)

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.

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Cited in

(8)

• Degree centrality and root finding in growing random networks
• Inference in balanced community modulated recursive trees
• Broadcasting on random recursive trees
• Correlated randomly growing graphs
• scientific article; zbMATH DE number 5818908 (Why is no real title available?)
• Minimax rates for conditional density estimation via empirical entropy
• Finding the seed of uniform attachment trees
• Root finding algorithms and persistence of Jordan centrality in growing random trees

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