Some techniques in density estimation

Hassan Ashtiani; Abbas Mehrabian

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arXiv · 1801.04003

Some techniques in density estimation

Hassan Ashtiani·Abbas Mehrabian

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Abstract

Density estimation is an interdisciplinary topic at the intersection of statistics, theoretical computer science and machine learning. We review some old and new techniques for bounding the sample complexity of estimating densities of continuous distributions, focusing on the class of mixtures of Gaussians and its subclasses. In particular, we review the main techniques used to prove the new sample complexity bounds for mixtures of Gaussians by Ashtiani, Ben-David, Harvey, Liaw, Mehrabian, and Plan arXiv:1710.05209.

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Hassan Ashtiani, Abbas Mehrabian. 2018-01-11. Some techniques in density estimation. https://arxiv.org/abs/1801.04003

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