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Minimax Optimal Additive Functional Estimation with Discrete Distribution: Slow Divergence Speed Case

机译:利用离散分布的最小值最佳添加剂功能估计:慢速分配速度案例

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This paper addresses a problem of estimating an additive functional given n i.i.d. samples drawn from a discrete distribution P = (p_1, ..., p_k) with alphabet size k. The additive functional is defined as θ(P; Φ) = ∑_(i=1)~k Φ(p_i) for a function Φ, which covers the most of the entropy-like criteria. We revealed in the previous paper [1] that the minimax optimal rate of this problem is characterized by the divergence speed, whereas the characterization is valid only when α ∈ (0, 1) where α denotes the parameter of the divergence speed. In this paper, we extend this characterization to a more general range of the divergence speed, including α ∈ (1,3/2) and α ∈ [3/2, 2]. As a result, we show that the minimax rates for α ∈ (1,3/2) and α ∈ [3/2,2] are 1/n + k~2/(n ln n)~(2α) and 1/n, respectively.
机译:本文解决了给定N i.D的添加功能的问题。从离散分布P =(P_1,...,P_K)绘制的样本,具有字母尺寸k。添加功能的函数φ定义为θ(p;φ)=Σ_(i = 1)〜kφ(p_i),其覆盖了大多数熵状标准。我们在前一篇论文中透露了这个问题的最低限度最佳率的特征在于发散速度,而表征仅在α∈(0,1)时才有效,其中α表示发散速度的参数。在本文中,我们将该表征扩展到更一般的分歧速度范围,包括α∈(1,3 / 2)和α∈[3/2,2]。结果,我们表明α-(1,3 / 2)和αν[3 / 2,2]的最小吸泥率为1 / n + k〜2 /(n ln n)〜(2α)和1 / n分别。

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