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Robust Density Estimation under Besov IPM Losses

NeurIPS 2020 · Learning theory and algorithms › Sample complexity · approach: Density and property estimation · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use scaled wavelet thresholding under arbitrary contaminationBesov IPM density estimation · Unstructured contamination, sparse regimeminimax risk rate: R(n, B_{p_g,q_g}^{σ_g}, B_{p_d,q_d}^{σ_d}) + ε + ε^{(σ_g+σ_d+D/p_d'-D/p_g)/(σ_g-D/p_g+D)}Helped
Use a linear wavelet estimator instead of nonlinear thresholdingBesov IPM density estimation · Unstructured contamination, sparse regimedependence of minimax rate on contamination ε: ε + ε^{(σ_g+σ_d+D/p_d'-D/p_g)/(σ_g-D/p_g+D)}No clear effect
Assume the contamination density is boundedBesov IPM density estimation · Structured versus unstructured contaminationcontamination-dependent risk rate: εHelped
Assume additional smoothness of an already bounded contamination densityBesov IPM density estimation · Structured contaminationminimax risk rateNo clear effect
Use a ReLU GAN architecture with approximation error at most the wavelet estimator's convergence rateBesov density estimation · Contaminated training datarisk rate: δ + R(n, B_{p_g,q_g}^{σ_g}, B_{p_d,q_d}^{σ_d}) + εHelped

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