Discrete minimax estimation with trees
classification
🧮 math.ST
cs.LGstat.TH
keywords
discreteminimaxschemeclassesdata-baseddensitydetermineestimates
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We propose a simple recursive data-based partitioning scheme which produces piecewise-constant or piecewise-linear density estimates on intervals, and show how this scheme can determine the optimal $L_1$ minimax rate for some discrete nonparametric classes.
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