On Density Estimation under Relative Entropy Loss Criterion

被引：0
|
作者：
M. V. Burnashev
S. Amari
机构：
来源：
Problems of Information Transmission | 2002年 / 38卷 / 4期
关键词：
Entropy; System Theory; Density Estimation; Estimation Problem; Parameter Family;
D O I：
10.1023/A:1022002029826
中图分类号：
学科分类号：
摘要：
A density estimation problem under relative entropy loss criterion is considered. When the densities estimated constitute a d-dimensional smooth parameter family, an exact asymptotics of the minimax risk is established.
引用
收藏
页码：323 / 346
页数：23
相关论文
共 50 条
  • [31] Estimation of the Scale Parameter of the Selected Gamma Population Under the Entropy Loss Function
    Nematollahi, N.
    Motamed-Shariati, F.
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2009, 38 (02) : 208 - 221
  • [32] The Improvement of the Algorithm EG for the Relative Entropy Loss
    Zhang, Si-si
    Zuo, Xin
    Liu, Jian-wei
    PROCEEDINGS OF THE 32ND 2020 CHINESE CONTROL AND DECISION CONFERENCE (CCDC 2020), 2020, : 3957 - 3963
  • [33] ESTIMATION OF ENTROPY OF A BINARY VARIABLE - SATISFYING A RELIABILITY CRITERION
    CONANT, RC
    KYBERNETIK, 1973, 12 (02): : 55 - 57
  • [34] Sandwiched Renyi relative entropy on density operators
    Zhang, Ting
    Qi, Xiaofei
    INTERNATIONAL JOURNAL OF QUANTUM INFORMATION, 2020, 18 (08)
  • [35] Algorithm for nondestructive estimation of quantum relative entropy
    Kaltchenko, A
    QUANTUM INFORMATION AND COMPUTATION II, 2004, 5436 : 394 - 400
  • [36] About the optimal estimation of a density with infinite support under Hellinger loss
    Sart, Mathieu
    ELECTRONIC JOURNAL OF STATISTICS, 2024, 18 (02): : 4526 - 4577
  • [37] The estimation of distributions and the minimum relative entropy principle
    Mühlenbein, H
    Höns, R
    EVOLUTIONARY COMPUTATION, 2005, 13 (01) : 1 - 27
  • [38] General relative error criterion and M-estimation
    Ying Yang
    Fei Ye
    Frontiers of Mathematics in China, 2013, 8 : 695 - 715
  • [39] General relative error criterion and M-estimation
    Yang, Ying
    Ye, Fei
    FRONTIERS OF MATHEMATICS IN CHINA, 2013, 8 (03) : 695 - 715
  • [40] DENSITY ESTIMATION BY ENTROPY MAXIMIZATION WITH KERNELS
    Fu, Geng-Shen
    Boukouvalas, Zois
    Adali, Tulay
    2015 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING (ICASSP), 2015, : 1896 - 1900
12345