Density estimation from an individual numerical sequence

A. B. Nobel, G. Morvai, S. R. Kulkarni

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The article considers univariate density estimation from an individual numerical sequence. It is assumed that (i) the limiting relative frequencies of the numerical sequence are governed by an unknown density, and (ii) there is a known upper bound for the variation of the density an an increasing sequence of intervals. A simple estimation scheme is proposed, and its L1 consistency is established when (i) and (ii) apply. In addition it is shown that there is no consistent estimation scheme for the set of individual sequences satisfying only condition (i).

Original languageEnglish (US)
Title of host publicationProceedings - 1998 IEEE International Symposium on Information Theory, ISIT 1998
Number of pages1
DOIs
StatePublished - Dec 1 1998
Event1998 IEEE International Symposium on Information Theory, ISIT 1998 - Cambridge, MA, United States
Duration: Aug 16 1998Aug 21 1998

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
ISSN (Print)2157-8095

Other

Other1998 IEEE International Symposium on Information Theory, ISIT 1998
CountryUnited States
CityCambridge, MA
Period8/16/988/21/98

All Science Journal Classification (ASJC) codes

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics

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