Support and Quantile Tubes

Details Support and Quantile Tubes Support and Quantile Tubes

2007-03-12

arxiv.org/abs/cs/0703055v1

Computer Science

Information Theory

Scientific paper

This correspondence studies an estimator of the conditional support of a distribution underlying a set of i.i.d. observations. The relation with mutual information is shown via an extension of Fano's theorem in combination with a generalization bound based on a compression argument. Extensions to estimating the conditional quantile interval, and statistical guarantees on the minimal convex hull are given.

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