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math.ST2026
Ratio Covers of Convex Sets and Optimal Mixture Density Estimation
Spencer Compton, Gábor Lugosi, Jaouad Mourtada +2
We study density estimation in Kullback-Leibler divergence: given an i.i.d. sample from an unknown density , the goal is to construct an estimator such that…
math.ST2026
Finite-sample performance of the maximum likelihood estimator in logistic regression
Hugo Chardon, Matthieu Lerasle, Jaouad Mourtada
Logistic regression is a classical model for describing the probabilistic dependence of binary responses to multivariate covariates. We consider the predictive performance of the m…
math.ST2026
Estimation of discrete distributions in relative entropy, and the deviations of the missing mass
Jaouad Mourtada
We study the problem of estimating a distribution over a finite alphabet from an i.i.d. sample, with accuracy measured in relative entropy (Kullback-Leibler divergence). While opti…