DocumentCode :
2725343
Title :
Minimax redundancy through accumulated estimation error
Author :
Yu, Bin
Author_Institution :
Dept. of Stat., California Univ., Berkeley, CA, USA
fYear :
1995
fDate :
17-22 Sep 1995
Firstpage :
230
Abstract :
Minimax expected redundancies over memoryless source classes of smooth densities are studied, through their connections with accumulated prediction errors and using available techniques from nonparametric statistics. To derive lower bounds on the minimax expected redundancy rates, two methods are used and compared. One is the Assouad´s technique from statistical density estimation and the other is the information-theoretic (generalized) Fano´s inequality. Both methods are applied to hypercube sub-classes and a connection between Assouad´s and Fano´s is established using a packing number result from error-correcting coding theory. Finally, optimal (rate) codes, which achieve the minimax rate lower bounds on expected redundancy, are formed based on optimal density estimators
Keywords :
error correction codes; error statistics; estimation theory; minimax techniques; nonparametric statistics; prediction theory; redundancy; Assouad´s technique; Fano´s inequality; accumulated estimation error; accumulated prediction errors; error correcting coding theory; hypercube subclasses; information theory; memoryless source classes; minimax expected redundancy rates; minimax rate lower bounds; nonparametric statistics; optimal density estimators; optimal rate codes; packing number; smooth densities; statistical density estimation; Codes; Error analysis; Estimation error; Hypercubes; Minimax techniques; Redundancy; Statistics; Stochastic processes; Upper bound;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Information Theory, 1995. Proceedings., 1995 IEEE International Symposium on
Conference_Location :
Whistler, BC
Print_ISBN :
0-7803-2453-6
Type :
conf
DOI :
10.1109/ISIT.1995.535745
Filename :
535745
Link To Document :
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