Minimax bounds for estimating multivariate Gaussian location mixtures
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DOI: 10.1214/21-ejs1975
Abstract: We prove minimax bounds for estimating Gaussian location mixtures on $\mathbb{R}^d$ under the squared $L^2$ and the squared Hellinger loss functions. Under the squared $L^2$ loss, we prove that the minimax rate is upper and… read more here.
Keywords: minimax bounds; loss; location mixtures; gaussian location ... See more keywords