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20172026
most citedExact minimax risk for linear least squares, and the lower tail of sample covariance matrices

32 citations · 88 across the 15 of their papers we have counts for

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math.ST2025

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…