Information-Theoretic Determination of Minimax Rates of Convergence (1997)
by
Yuhong Yang
,
Andrew Barron
| Venue: | Ann. Stat |
| Citations: | 67 - 18 self |
BibTeX
@ARTICLE{Yang97information-theoreticdetermination,
author = {Yuhong Yang and Andrew Barron},
title = {Information-Theoretic Determination of Minimax Rates of Convergence},
journal = {Ann. Stat},
year = {1997},
volume = {27},
pages = {1564--1599}
}
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Abstract
In this paper, we present some general results determining minimax bounds on statistical risk for density estimation based on certain information-theoretic considerations. These bounds depend only on metric entropy conditions and are used to identify the minimax rates of convergence.
