We study nonparametric density estimation in non-stationary drift settings. Given a sequence of independent samples taken from a distribution that gradually changes in time, the goal is to compute the best estimate for the current distribution. We prove tight minimax risk bounds for both discrete and continuous smooth densities, where the minimum is over all possible estimates and the maximum is over all possible distributions that satisfy the drift constraints. Our technique handles a broad class of drift models and generalizes previous results on agnostic learning under drift.
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Nonparametric H Density Estimation Based on Regularized Nonlinear Inversion of the Lyman Alpha Emission in Planetary Atmospheres: Nonparametric H Estimation
- Award ID(s):
- 1733946
- PAR ID:
- 10077015
- Publisher / Repository:
- DOI PREFIX: 10.1029
- Date Published:
- Journal Name:
- Journal of Geophysical Research: Space Physics
- Volume:
- 123
- Issue:
- 10
- ISSN:
- 2169-9380
- Page Range / eLocation ID:
- p. 8641-8648
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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