pith:DV77N3Z6
Sub-Gaussian Concentration and Entropic Normality of the Maximum Likelihood Estimator
The normalized maximum likelihood estimator satisfies sub-Gaussian tail bounds and converges in relative entropy to a Gaussian under assumptions on the score.
arxiv:2605.07107 v2 · 2026-05-08 · cs.IT · math.IT · math.ST · stat.ML · stat.TH
Add to your LaTeX paper
\usepackage{pith}
\pithnumber{DV77N3Z6KGTSQY263GKKNPQRMM}
Prints a linked badge after your title and injects PDF metadata. Compiles on arXiv. Learn more · Embed verified badge
Record completeness
Claims
With additional assumptions on the score, we first establish sub-Gaussian tail bounds and convergence of all moments for the normalized estimation error. We then prove an entropic central limit theorem for a smoothed version of the estimator, showing convergence in relative entropy to the limiting Gaussian law. When the Fisher information of the normalized estimate is bounded, or its density has bounded first derivative, we further show that the smoothing can be removed, yielding entropic normality of the MLE itself.
Additional assumptions on the score function (beyond standard regularity conditions for the classical CLT), plus bounded Fisher information or bounded first derivative of the density to remove smoothing; these are invoked to obtain the sub-Gaussian and entropic results.
Under regularity conditions plus assumptions on the score, the normalized MLE has sub-Gaussian tails, all moments converge, and the estimator converges in relative entropy to Gaussian when Fisher information is bounded or the density has bounded derivative.
Formal links
Receipt and verification
| First computed | 2026-05-26T01:02:35.460660Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
1d7ff6ef3e51a728635ed994a6be116337c4b59d4973c81ae591927112896d12
Aliases
· · · · ·Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/DV77N3Z6KGTSQY263GKKNPQRMM \
| jq -c '.canonical_record' \
| python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 1d7ff6ef3e51a728635ed994a6be116337c4b59d4973c81ae591927112896d12
Canonical record JSON
{
"metadata": {
"abstract_canon_sha256": "4e55b01d60d7984c861fde8e37603440842a5053e72ed8344eb54fa49f1a3e69",
"cross_cats_sorted": [
"math.IT",
"math.ST",
"stat.ML",
"stat.TH"
],
"license": "http://creativecommons.org/licenses/by/4.0/",
"primary_cat": "cs.IT",
"submitted_at": "2026-05-08T01:34:03Z",
"title_canon_sha256": "2a4a680a09694c437271b2b184fca019a9842b1c3e38d77f082eaaaca661a2b3"
},
"schema_version": "1.0",
"source": {
"id": "2605.07107",
"kind": "arxiv",
"version": 2
}
}