Stat.Minimax.SideInformation

Minimax lower bounds when an estimator has additional side information.

Finite 40 core · 46 supporting · 11 submodules A statistician observes one draw from a finite labelled law p(θ) and wants to estimate a bounded target τ(θ) ∈ [l, u] under squared loss; in addition she has side information about a second finite law q(θ).