• 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