Carregant...
EXACT MINIMAX ESTIMATION OF THE PREDICTIVE DENSITY IN SPARSE GAUSSIAN MODELS()
We consider estimating the predictive density under Kullback–Leibler loss in an ℓ(0) sparse Gaussian sequence model. Explicit expressions of the first order minimax risk along with its exact constant, asymptotically least favorable priors and optimal predictive density estimates are derived. Compare...
Guardat en:
| Publicat a: | Ann Stat |
|---|---|
| Autors principals: | , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
2015
|
| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4593074/ https://ncbi.nlm.nih.gov/pubmed/26448678 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/14-AOS1251 |
| Etiquetes: |
Afegir etiqueta
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|