Discrete minimax estimation with trees
Statistics Theory
2019-07-01 v3 Machine Learning
Statistics Theory
Abstract
We propose a simple recursive data-based partitioning scheme which produces piecewise-constant or piecewise-linear density estimates on intervals, and show how this scheme can determine the optimal minimax rate for some discrete nonparametric classes.
Keywords
Cite
@article{arxiv.1812.06063,
title = {Discrete minimax estimation with trees},
author = {Luc Devroye and Tommy Reddad},
journal= {arXiv preprint arXiv:1812.06063},
year = {2019}
}