Support and Quantile Tubes
Information Theory
2007-07-13 v1 Machine Learning
math.IT
Abstract
This correspondence studies an estimator of the conditional support of a distribution underlying a set of i.i.d. observations. The relation with mutual information is shown via an extension of Fano's theorem in combination with a generalization bound based on a compression argument. Extensions to estimating the conditional quantile interval, and statistical guarantees on the minimal convex hull are given.
Keywords
Cite
@article{arxiv.cs/0703055,
title = {Support and Quantile Tubes},
author = {Kristiaan Pelckmans and Jos De Brabanter and Johan A. K. Suykens and Bart De Moor},
journal= {arXiv preprint arXiv:cs/0703055},
year = {2007}
}