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Discrete minimax estimation with trees (1812.06063v3)
Published 14 Dec 2018 in math.ST, cs.LG, and stat.TH
Abstract: We propose a simple recursive data-based partitioning scheme which produces piecewise-constant or piecewise-linear density estimates on intervals, and show how this scheme can determine the optimal $L_1$ minimax rate for some discrete nonparametric classes.
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