From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion
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Publication:869967
DOI10.1214/009053606000000704zbMath1106.62005arXivmath/0702653OpenAlexW2086333522MaRDI QIDQ869967
Publication date: 12 March 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0702653
Density estimation (62G07) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Statistical aspects of information-theoretic topics (62B10)
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Uses Software
Cites Work
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- Convergence of estimates under dimensionality restrictions
- On Bayesian Consistency
- PAC-Bayesian Generalisation Error Bounds for Gaussian Process Classification
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