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Minimum complexity density estimation

Published in IEEE Transactions on Information Theory • Jul 1, 1991
NobleIDNI7P42W43R12S06
Authors:
Andrew R. Barron
,
Thomas M. Cover

Abstract

The authors introduce an index of resolvability that is proved to bound the rate of convergence of minimum complexity density estimators as well as the information-theoretic redundancy of the corresponding total description length. The results on the index of resolvability demonstrate the statistica...

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