Minimax rates for conditional density estimation via empirical entropy

DOI10.1214/23-aos2270arXiv2109.10461OpenAlexW3201445190MaRDI QIDQ6117050

Blair L. Bilodeau, Dylan J. Foster, Daniel M. Roy

Publication date: 19 July 2023

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.10461

zbMATH Keywords

nonparametric estimationempirical entropyminimax ratesconditional density estimationlogarithmic loss

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Measures of information, entropy (94A17)

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