Minimax rate adaptive estimation over continuous hyper-parameters

Y. Yang

doi:10.1109/18.930947

Minimax rate adaptive estimation over continuous hyper-parameters

Y. Yang

Statistics (Twin Cities)

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Abstract

We study minimax-rate adaptive estimation for density classes indexed by continuous hyper-parameters. The classes are assumed to be partially ordered in terms of inclusion relationship. Under a mild condition on the minimax risks, we show that a minimax-rate adaptive estimator can be constructed for the classes.

Original language	English (US)
Pages (from-to)	2081-2085
Number of pages	5
Journal	IEEE Transactions on Information Theory
Volume	47
Issue number	5
DOIs	https://doi.org/10.1109/18.930947
State	Published - Jul 2001

Keywords

Adaptive density estimation
Combining procedures
Minimax-rate adaptation

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10.1109/18.930947

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title = "Minimax rate adaptive estimation over continuous hyper-parameters",

abstract = "We study minimax-rate adaptive estimation for density classes indexed by continuous hyper-parameters. The classes are assumed to be partially ordered in terms of inclusion relationship. Under a mild condition on the minimax risks, we show that a minimax-rate adaptive estimator can be constructed for the classes.",

keywords = "Adaptive density estimation, Combining procedures, Minimax-rate adaptation",

author = "Y. Yang",

year = "2001",

month = jul,

doi = "10.1109/18.930947",

language = "English (US)",

volume = "47",

pages = "2081--2085",

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AB - We study minimax-rate adaptive estimation for density classes indexed by continuous hyper-parameters. The classes are assumed to be partially ordered in terms of inclusion relationship. Under a mild condition on the minimax risks, we show that a minimax-rate adaptive estimator can be constructed for the classes.

KW - Adaptive density estimation

KW - Combining procedures

KW - Minimax-rate adaptation

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AN - SCOPUS:0035397536

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JO - IEEE Transactions on Information Theory

JF - IEEE Transactions on Information Theory

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Minimax rate adaptive estimation over continuous hyper-parameters

Abstract

Keywords

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