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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...
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| Yayımlandı: | Ann Stat |
|---|---|
| Asıl Yazarlar: | , |
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
2015
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| Konular: | |
| Online Erişim: | 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 |
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