Risk bounds for mixture density estimation

DOI10.1051/PS:2005011MaRDI QIDQ3373741zbMATH OpenOpenAlexWikidataFDO

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, https://eudml.org/doc/246104

zbMATH Keywords

maximum likelihoodMixture density estimationRademacher processes

Mathematics Subject Classification ID

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

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Cited in

(18)

• Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood
• Unregularized online algorithms with varying Gaussians
• 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
• Approximations of conditional probability density functions in Lebesgue spaces via mixture of experts models
• Density estimation with stagewise optimization of the empirical risk
• The optimal solution of multi-kernel regularization learning
• Greedy algorithms for prediction
• Consistency and generalization bounds for maximum entropy density estimation
• Coherent mixtures of SRSWOR sampling schemes for bounded risk estimation of a finite population mean
• Error bounds for functional approximation and estimation using mixtures of experts
• On approximations via convolution-defined mixture models
• Approximation by finite mixtures of continuous density functions that vanish at infinity
• SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION
• Analysis of error propagation in particle filters with approximation
• Density estimation through convex combinations of densities: Approximation and estimation bounds
• PanIC: consistent information criteria for general model selection problems
• Multi-kernel regularized classifiers

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