estimation

Minimax Estimation and Identity Testing of Markov Chains

Geoffrey Wolfer / 2022-09-18

We briefly review the two classical problems of distribution estimation and identity testing (in the context of property testing), then propose to extend them to a Markovian setting. We will see that the sample complexity depends not only on the number of states, but also on the stationary and…

robust-statistics

Universal estimation with Maximum Mean Discrepancy (MMD)

Pierre Alquier / 2022-01-13

This is an updated version of a blog post on RIKEN AIP Approximate Bayesian Inference team webpage: https://team-approx-bayes.github.io/blog/mmd/ […] A very old and yet very exciting problem in statistics is the definition of a universal estimator \(\hat{\theta}\). An estimation procedure…