YoungStatS
The blog of Young Statisticians Europe (YSE)
estimation
Minimax Estimation and Identity Testing of Markov Chains
Geoffrey Wolfer
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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
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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…