ConceptMinimax Optimal / 极小极大最优指数
Minimax Optimality
An optimality concept in statistical learning theory, referring to the optimal error convergence rate that an estimation method can achieve across all possible data distributions and in the worst case.
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Oct 22
The paper proves that this bound is minimax optimal in the sample size and the expected regeneration time.
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Self-Normalized Bernstein Inequalities for Regenerative Processes: A New Tool for Learning from Dependent DataOct 22Gaussian Mixture NPMLE Achieves Minimax Optimality: A New Breakthrough in Hellinger DistanceOct 22Transfer Learning Breaks the Scaling Law: Ridge Regression Achieves Minimax OptimalityOct 19