Minimax rates for conditional density estimation via empirical entropy

We consider the task of estimating a conditional density using i.i.d. samples from a joint distribution, which is a fundamental problem with applications in both classification and uncertainty quantification for regression. For joint density estimation, minimax rates have been characterized for gene...

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Veröffentlicht in:	The Annals of statistics 2023-04, Vol.51 (2), p.762
Hauptverfasser:	Bilodeau, Blair, Foster, Dylan J., Roy, Daniel M.
Format:	Artikel
Sprache:	eng
Schlagworte:	Classification Complexity Density Entropy Estimating techniques Estimation Lower bounds Minimax technique Regression analysis Statistical analysis Uncertainty
Online-Zugang:	Volltext
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