Risk bounds for mixture density estimation

DOI10.1051/PS:2005011MaRDI QIDQ3373741zbMATHOpenAlexWikidataFDO

Authors Alexander Rakhlin, D. Panchenko, Sayan Mukherjee

Publication date 9 March 2006

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=PS_2005__9__220_0

zbMATH Keywords

maximum likelihoodRademacher processesMixture density estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 4170917 (Why is no real title available?)
• scientific article; zbMATH DE number 5654889 (Why is no real title available?)
• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• A simple lemma on greedy approximation in Hilbert space and convergence rates for projection pursuit regression and neural network training
• Approximation and estimation bounds for artificial neural networks
• Generalization bounds for function approximation from scattered noisy data
• On the size of convex hulls of small sets
• Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
• Rates of convergence for minimum contrast estimators
• Rates of convergence for the maximum likelihood estimator in mixture models
• Uniform Central Limit Theorems
• Universal approximation bounds for superpositions of a sigmoidal function
• Weak convergence and empirical processes. With applications to statistics

Cited in

(16)

• Unregularized online algorithms with varying Gaussians
• Multi-kernel regularized classifiers
• Consistency and generalization bounds for maximum entropy density estimation
• Coherent mixtures of SRSWOR sampling schemes for bounded risk estimation of a finite population mean
• Approximation by finite mixtures of continuous density functions that vanish at infinity
• Summary statistics and discrepancy measures for approximate Bayesian computation via surrogate posteriors
• A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models
• Error bounds for functional approximation and estimation using mixtures of experts
• SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION
• On approximations via convolution-defined mixture models
• Analysis of error propagation in particle filters with approximation
• The optimal solution of multi-kernel regularization learning
• Approximations of conditional probability density functions in Lebesgue spaces via mixture of experts models
• Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood
• Greedy algorithms for prediction
• Density estimation with stagewise optimization of the empirical risk

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