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Showing 1 to 4 of 4 for “"minimax estimation"”.
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Minimax estimation with structured data : shape constraints, causal models, and optimal transport
… used to overcome these difficulties in several estimation problems, spanning three different areas of statistics: shape-constrained estimation, causal discovery, and optimal transport. In the area of shape-constrained estimation, we study the estimation of matrices, first under the assumption of …
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Learning-based control system design: theory and applications
… control in Chapter 4, and terminal-state minimax estimation in Chapter 5. The central theme across these works is the development of control-specific RL algorithms, rather than the analysis of generic, out-of-the-box RL methods. Inspired by the strong mathematical foundations of …
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Control and estimation with limited information: a game-theoretic approach
… Hence, in order to design optimal control and estimation mechanisms for modern control systems, we must answer the following two practical but important questions: (1) What are the fundamental communication limits to achieve a desired control performance and stability? (2) What are the …
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Polynomial methods in statistical inference: Theory and practice
… first part investigates the problem of property estimation. Consider the problem of estimating the Shannon entropy of a distribution over $k$ elements from $n$ independent samples. We obtain the minimax mean-square error within universal multiplicative constant factors if $n$ exceeds a constant …