Statistical estimation requires unbounded memory

Details Statistical estimation requires unbounded memory Statistical estimation requires unbounded memory

2009-07-12

arxiv.org/abs/0907.1997v2

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Computation

this is an old version, with a mistake in the proof of Thm. 6.1. Please see my homepage for an updated version

Scientific paper

We investigate the existence of bounded-memory consistent estimators of
various statistical functionals. This question is resolved in the negative in a
rather strong sense. We propose various bounded-memory approximations, using
techniques from automata theory and stochastic processes. Some questions of
potential interest are raised for future work.

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