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
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