Displaying similar documents to “A note on Talagrand's concentration inequality.”

Risk bounds for mixture density estimation

Alexander Rakhlin, Dmitry Panchenko, Sayan Mukherjee (2005)

ESAIM: Probability and Statistics

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In this paper we focus on the problem of estimating a bounded density using a finite combination of densities from a given class. We consider the Maximum Likelihood Estimator (MLE) and the greedy procedure described by Li and Barron (1999) under the additional assumption of boundedness of densities. We prove an O ( 1 n ) bound on the estimation error which does not depend on the number of densities in the estimated combination. Under the boundedness assumption, this improves the bound of Li...

New means of Cauchy's type.

Anwar, Matloob, Pečarić, J. (2008)

Journal of Inequalities and Applications [electronic only]

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