Accession Number:

ADA459846

Title:

Risk Bounds for Mixture Density Estimation

Descriptive Note:

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE COMPUTER SCIENCE AND ARTIFICIAL INTELLIGENCE LAB

Report Date:

2004-01-01

Pagination or Media Count:

13.0

Abstract:

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 Procedure MLE and the greedy procedure described by Li and Barron. Approximation and estimation bounds are given for the above methods. We extend and improve upon the estimation results of Li and Barron, and in particular prove a bound on the estimation error which does not depend on the number of densities in the estimated combination.

Subject Categories:

  • Statistics and Probability
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE