[YPNG] YPNG, Friday 28 July 2017
sekhar.tatikonda at yale.edu
Mon Jul 24 11:06:10 EDT 2017
This Friday in the YPNG seminar Jiantao Jiao (Stanford) will talk about:
Title: Minimax estimation of the total variation distance
Abstract: We consider the problem of estimating the total variation
between two discrete distributions P and Q in a nonasymptotic and
large alphabet setting. When we know Q and obtain n samples from P, we
show that for every Q, the minimax rate optimal estimator with n samples
achieves performance comparable to the maximum likelihood estimator with
n log(n) samples. When both P and Q are unknown, we construct minimax
rate optimal schemes whose worst case performance is essentially that of
the known Q case with Q being uniform, implying that Q being uniform is
essentially the most difficult case. We discuss the underlying techniques
in upper and minimax lower bounds, as well as their potential applications
to other problems.
See you Friday at 11am in the Stat's classroom.
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