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stat.ML2025
Nearly Minimax Discrete Distribution Estimation in Kullback-Leibler Divergence with High Probability
Dirk van der Hoeven, Julia Olkhovskaia, Tim van Erven
We consider the fundamental problem of estimating a discrete distribution on a domain of size with high probability in Kullback-Leibler divergence. We provide upper and lower b…
cs.LG2025
When Lower-Order Terms Dominate: Adaptive Expert Algorithms for Heavy-Tailed Losses
Antoine Moulin, Emmanuel Esposito, Dirk van der Hoeven
We consider the problem setting of prediction with expert advice with possibly heavy-tailed losses, i.e. the only assumption on the losses is an upper bound on their second moments…