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
Title of host publicationIEEE International Symposium on Information Theory - Proceedings
Pages355
Number of pages1
DOIs
Publication statusPublished - 1998
Event1998 IEEE International Symposium on Information Theory, ISIT 1998 - Cambridge, MA, United States
Duration: Aug 16 1998Aug 21 1998

Other

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

Fingerprint

Density Estimation
Consistent Estimation
Monotonic increasing sequence
Univariate
Limiting
Upper bound
Unknown
Interval

ASJC Scopus subject areas

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

Cite this

Nobel, A. B., Morvai, G., & Kulkarni, S. R. (1998). Density estimation from an individual numerical sequence. In IEEE International Symposium on Information Theory - Proceedings (pp. 355). [708960] https://doi.org/10.1109/ISIT.1998.708960

Density estimation from an individual numerical sequence. / Nobel, A. B.; Morvai, G.; Kulkarni, S. R.

IEEE International Symposium on Information Theory - Proceedings. 1998. p. 355 708960.

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

Nobel, AB, Morvai, G & Kulkarni, SR 1998, Density estimation from an individual numerical sequence. in IEEE International Symposium on Information Theory - Proceedings., 708960, pp. 355, 1998 IEEE International Symposium on Information Theory, ISIT 1998, Cambridge, MA, United States, 8/16/98. https://doi.org/10.1109/ISIT.1998.708960
Nobel AB, Morvai G, Kulkarni SR. Density estimation from an individual numerical sequence. In IEEE International Symposium on Information Theory - Proceedings. 1998. p. 355. 708960 https://doi.org/10.1109/ISIT.1998.708960
Nobel, A. B. ; Morvai, G. ; Kulkarni, S. R. / Density estimation from an individual numerical sequence. IEEE International Symposium on Information Theory - Proceedings. 1998. pp. 355
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