Convergence of estimates under dimensionality restrictions
From MaRDI portal
Publication:2558715
DOI10.1214/aos/1193342380zbMath0255.62006OpenAlexW2004060143WikidataQ89898361 ScholiaQ89898361MaRDI QIDQ2558715
Publication date: 1973
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1193342380
Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01)
Related Items
SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION, Lower bounds for non-convex stochastic optimization, Optimal estimation of high-dimensional Gaussian location mixtures, Minimax rates for conditional density estimation via empirical entropy, From robust tests to Bayes-like posterior distributions, Optimal covariance matrix estimation for high-dimensional noise in high-frequency data, Estimation under group actions: recovering orbits from invariants, A central limit theorem for the Hellinger loss of Grenander‐type estimators, Bayesian sieve methods: approximation rates and adaptive posterior contraction rates, Rate exact Bayesian adaptation with modified block priors, Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation, Privacy Aware Learning, Topics and Techniques in Distribution Testing: A Biased but Representative Sample, The Sample Complexity of Multireference Alignment, Rates of convergence for minimum contrast estimators, Fluctuations of posterior distributions of quadratically differentiable experiments, On entropy production for controlled Markovian evolution, Optimal large-scale quantum state tomography with Pauli measurements, Hypothesis testing for high-dimensional multinomials: a selective review, Obtaining minimax lower bounds: a review, Asymptotic confidence intervals for Poisson regression, Hypothesis testing via affine detectors, Fast cooling for a system of stochastic oscillators, Empirical risk minimization in inverse problems, Identifiability and rates of estimation for scale parameters in location mixture models, Resampling: consistency of substitution estimators, Minimax estimation of smooth densities in Wasserstein distance, Statistical estimation with model selection, Rho-estimators for shape restricted density estimation, Stability and minimax optimality of tangential Delaunay complexes for manifold reconstruction, Frequentist validity of Bayesian limits, Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures, Localization of VC classes: beyond local Rademacher complexities, From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion, Asymptotic accuracy of Bayesian estimation for a single latent variable, Bayesian sieve method for piece-wise smooth regression, Optimal rates of estimation for multi-reference alignment, Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression, Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds, Bayesian estimation of multidimensional latent variables and its asymptotic accuracy, On consistent hypothesis testing, Minimax estimation in sparse canonical correlation analysis, Estimation of the transition density of a Markov chain, Entropy of convex functions on \(\mathbb R^d\), The minimax learning rates of normal and Ising undirected graphical models, About the non-asymptotic behaviour of Bayes estimators, Robust machine learning by median-of-means: theory and practice, Nonparametric Bayesian model selection and averaging, Pólya tree posterior distributions on densities, On rate optimal local estimation in functional linear regression, Semiparametric minimax rates, Estimator selection with respect to Hellinger-type risks, Sparse PCA: optimal rates and adaptive estimation, Convergence of estimates. I, II, Convergence rates of variational posterior distributions, Geometrizing rates of convergence under local differential privacy constraints, A new class of metrics for learning on real-valued and structured data, Model selection for density estimation with \(\mathbb L_2\)-loss, Minimax bounds for estimation of normal mixtures, Asymptotic properties of posterior distributions, Minimax-rate adaptive nonparametric regression with unknown correlations of errors, On deconvolution of distribution functions, Combinatorial inference for graphical models, Bayesian fractional posteriors, Gaussian Approximations for Probability Measures on $R^d$, Hypothesis testing by convex optimization, Discussion of ``Hypothesis testing by convex optimization, Tight minimax rates for manifold estimation under Hausdorff loss, \(L_ 1\)-optimal estimates for a regression type function in \(R^ d\), A General Approach to the Optimality of Minimum Distance Estimators, A new method for estimation and model selection: \(\rho\)-estimation, Hypotheses testing and posterior concentration rates for semi-Markov processes, Rho-estimators revisited: general theory and applications, On uniform consistency of nonparametric tests. I, Robust Bayes-like estimation: rho-Bayes estimation, Model selection for Gaussian regression with random design, Criteria for posterior consistency and convergence at a rate, Testing composite hypotheses, Hermite polynomials and optimal estimation of a nonsmooth functional, Learning from MOM's principles: Le Cam's approach, Dependence and the dimensionality reduction principle, On estimating a density using Hellinger distance and some other strange facts, Replicant compression coding in Besov spaces, Unnamed Item, Posterior consistency of random effects models for binary data, The Hardness of Conditional Independence Testing and the Generalised Covariance Measure, Minimax Optimal Procedures for Locally Private Estimation, Convergence rates of posterior distributions for non iid observations, Covering numbers for bounded variation functions, Asymptotic minimax theorems for the sample distribution function, Tests and estimation strategies associated to some loss functions, Strongly Consistent Detection for Nonparametric Hypotheses, Dynamic linear discriminant analysis in high dimensional space, Estimating the intensity of a random measure by histogram type estimators, Global asymptotic properties of risk functions in estimation, Asymptotic normality and optimalities in estimation of large Gaussian graphical models, Optimal rates of convergence for sparse covariance matrix estimation, Metric Entropy for Functions of Bounded Total Generalized Variation, Information in semiparametric mixtures of exponential families, Posterior consistency of Dirichlet mixtures in density estimation, On sequential hypotheses testing via convex optimization, Set structured global empirical risk minimizers are rate optimal in general dimensions, When are epsilon-nets small?, Einige Bemerkungen zur Theorie der maximum probability Schätzer, Hypothesis testing for densities and high-dimensional multinomials: sharp local minimax rates, Robust estimation via minimum distance methods, Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence, Local asymptotic minimax properties of Pitman estimates, Information-theoretic determination of minimax rates of convergence, Unnamed Item, [https://portal.mardi4nfdi.de/wiki/Publication:4743580 Approximation dans les espaces m�triques et th�orie de l'estimation], Convergence rates of posterior distributions., Unnamed Item, Rate-optimal posterior contraction for sparse PCA, Asymptotic accuracy of Bayes estimation for latent variables with redundancy
