Closing the logarithmic gap in NPMLE Hellinger rates
Ascertain whether the Hellinger risk bound for the constrained nonparametric maximum likelihood estimator (NPMLE) over families such as Bdd(M) or 𝒫_α(β) can be sharpened from O(m*(H, 𝒫, n^{-1/2}) log n / n) to the minimax-optimal O(m*(H, 𝒫, n^{-1/2}) / n), thereby removing the extra log n factor; alternatively, prove a lower bound showing the gap is unavoidable.
References
We note that existing minimax lower bounds in [PW21] agree with mH,đť’«,n{-1/2}/n. However, bridging this gap remains an open problem.
                — On the best approximation by finite Gaussian mixtures
                
                (2404.08913 - Ma et al., 13 Apr 2024) in Section 6.1 (Convergence rates of nonparametric maximum likelihood estimator)