Empirical entropy, minimax regret and minimax risk

DOI10.3150/14-BEJ679zbMath1380.62176arXiv1308.1147OpenAlexW2111396966MaRDI QIDQ520672

Karthik Sridharan, Alexander Rakhlin, Alexandre B. Tsybakov

Publication date: 5 April 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.1147

zbMATH Keywords

entropyaggregationminimax regretminimax riskempirical risk minimization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Minimax procedures in statistical decision theory (62C20)

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