Minimax Estimation of Functionals of Discrete Distributions

@article{Jiao2015MinimaxEO,
  title={Minimax Estimation of Functionals of Discrete Distributions},
  author={J. Jiao and K. Venkat and Y. Han and T. Weissman},
  journal={IEEE Transactions on Information Theory},
  year={2015},
  volume={61},
  pages={2835-2885}
}
  • J. Jiao, K. Venkat, +1 author T. Weissman
  • Published 2015
  • Mathematics, Computer Science, Medicine
  • IEEE Transactions on Information Theory
  • We propose a general methodology for the construction and analysis of essentially minimax estimators for a wide class of functionals of finite dimensional parameters, and elaborate on the case of discrete distributions, where the support size S is unknown and may be comparable with or even much larger than the number of observations n. We treat the respective regions where the functional is nonsmooth and smooth separately. In the nonsmooth regime, we apply an unbiased estimator for the best… CONTINUE READING
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