Corpus ID: 49554472

Local moment matching: A unified methodology for symmetric functional estimation and distribution estimation under Wasserstein distance

@inproceedings{Han2018LocalMM,
  title={Local moment matching: A unified methodology for symmetric functional estimation and distribution estimation under Wasserstein distance},
  author={Y. Han and J. Jiao and T. Weissman},
  booktitle={COLT},
  year={2018}
}

Y. Han, J. Jiao, T. Weissman

Published in COLT 2018

Mathematics, Computer Science

We present \emph{Local Moment Matching (LMM)}, a unified methodology for symmetric functional estimation and distribution estimation under Wasserstein distance. We construct an efficiently computable estimator that achieves the minimax rates in estimating the distribution up to permutation, and show that the plug-in approach of our unlabeled distribution estimator is "universal" in estimating symmetric functionals of discrete distributions. Instead of doing best polynomial approximation… CONTINUE READING

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