921 citations · 1k across the 30 of their papers we have counts for
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Approximate Profile Maximum Likelihood
Dmitri S. Pavlichin, Jiantao Jiao, Tsachy Weissman
We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a suf…
The Nearest Neighbor Information Estimator is Adaptively Near Minimax Rate-Optimal
Jiantao Jiao, Weihao Gao, Yanjun Han
We analyze the Kozachenko--Leonenko (KL) nearest neighbor estimator for the differential entropy. We obtain the first uniform upper bound on its performance over Hölder balls on a…
Optimal rates of entropy estimation over Lipschitz balls
Yanjun Han, Jiantao Jiao, Tsachy Weissman +1
We consider the problem of minimax estimation of the entropy of a density over Lipschitz balls. Dropping the usual assumption that the density is bounded away from zero, we obtain…
On Estimation of -Norms in Gaussian White Noise Models
Yanjun Han, Jiantao Jiao, Rajarshi Mukherjee
We provide a complete picture of asymptotically minimax estimation of -norms (for any ) of the mean in Gaussian white noise model over Nikolskii-Besov spaces. In this…
Bias Correction with Jackknife, Bootstrap, and Taylor Series
Jiantao Jiao, Yanjun Han
We analyze bias correction methods using jackknife, bootstrap, and Taylor series. We focus on the binomial model, and consider the problem of bias correction for estimating ,…
Generalizations of Maximal Inequalities to Arbitrary Selection Rules
Jiantao Jiao, Yanjun Han, Tsachy Weissman
We present a generalization of the maximal inequalities that upper bound the expectation of the maximum of jointly distributed random variables. We control the expectation of a…