Efficient density estimation via piecewise polynomial approximation

@article{Chan2014EfficientDE,
  title={Efficient density estimation via piecewise polynomial approximation},
  author={Siu-on Chan and Ilias Diakonikolas and Rocco A. Servedio and Xiaorui Sun},
  journal={ArXiv},
  year={2014},
  volume={abs/1305.3207}
}
  • Siu-on Chan, Ilias Diakonikolas, +1 author Xiaorui Sun
  • Published 2014
  • Mathematics, Computer Science
  • ArXiv
  • We give a computationally efficient semi-agnostic algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let <i>p</i> be an arbitrary distribution over an interval <i>I</i>, and suppose that <i>p</i> is <i>τ</i>-close (in total variation distance) to an unknown probability distribution <i>q</i> that is defined by an unknown partition of <i>I</i> into <i>t</i> intervals and <i>t</i> unknown degree <i>d</i> polynomials… CONTINUE READING

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