Corpus ID: 204904859

# Adaptive Sampling for Estimating Multiple Probability Distributions

@article{Shekhar2019AdaptiveSF,
title={Adaptive Sampling for Estimating Multiple Probability Distributions},
journal={ArXiv},
year={2019},
volume={abs/1910.12406}
}
• Published 28 October 2019
• Computer Science, Mathematics
• ArXiv
We consider the problem of allocating samples to a finite set of discrete distributions in order to learn them uniformly well in terms of four common distance measures: $\ell_2^2$, $\ell_1$, $f$-divergence, and separation distance. To present a unified treatment of these distances, we first propose a general optimistic tracking algorithm and analyze its sample allocation performance w.r.t.~an oracle. We then instantiate this algorithm for the four distance measures and derive bounds on the… Expand
1 Citations

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