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Entropy Estimate For High Dimensional Monotonic Functions

Fuchang Gao·Jon A. Wellner
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Abstract

We establish upper and lower bounds for the metric entropy and bracketing entropy of the class of $d$-dimensional bounded monotonic functions under $L^p$ norms. It is interesting to see that both the metric entropy and bracketing entropy have different behaviors for $p d/(d-1)$. We apply the new bounds for bracketing entropy to establish a global rate of convergence of the MLE of a $d$-dimensional monotone density.

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Fuchang Gao, Jon A. Wellner. 2005-12-29. Entropy Estimate For High Dimensional Monotonic Functions. https://arxiv.org/abs/math/0512641

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