Optimal rates for $k$-NN density and mode estimation | Vidéo | Carmin.tv

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Optimal rates for $k$-NN density and mode estimation

By Samory Kpotufe

Appears in collection : Meeting in mathematical statistics: new procedures for new data / Rencontre de statistiques mathématiques : nouvelles procédures pour de nouvelles données

We present two related contributions of independent interest: high-probability finite sample rates for $k$-NN density estimation, and practical mode estimators – based on $k$-NN – which attain minimax-optimal rates under surprisingly general distributional conditions.

$k$-nearest neighbor ($k$-NN) - $k$-NN density rates - mode estimation

Information about the video

Date of recording 16/12/2014
Date of publication 08/01/2015
Institution CIRM
Licence CC BY NC ND
Language English
Director(s) Guillaume Hennenfent
Format MP4

Citation data

DOI 10.24350/CIRM.V.18658803
Cite this video Kpotufe, Samory (16/12/2014). Optimal rates for $k$-NN density and mode estimation. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.18658803
URL https://dx.doi.org/10.24350/CIRM.V.18658803

Domain(s)

Machine Learning

Bibliography

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Dasgupta, S., & Kpotufe, S. (2014). Optimal rates for $k$-NN density and mode estimation. In Z. Ghahramani, M. Welling, C. Cortes, N.D. Lawrence, & K.Q. Weinberger (Eds.), Advances in Neural Information Processing Systems 27 (pp. 2555-2563). New-York: Curran Associates - http://papers.nips.cc/paper/5387-optimal-rates-for-k-nn-density-and-mode-estimation.pdf
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Moore, D.S., & Yackel, J.W. (1976). Large sample properties of nearest neighbor density function estimators. In S.S. Gupta & D.S. Moore (Eds.) Statistical decision theory and related topics. II. Proceedings of a symposium held at Purdue University, West Lafayette/Indiana, May 17-19, 1976 (pp. 269-279). New-York: Academic Press - https://www.zbmath.org/?q=an:0409.00010
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MSC codes

62G07 Density estimation

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