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• W3016730821 abstract "We study minimax convergence rates of nonparametric density estimation in the Huber contamination model, in which a proportion of the data comes from an unknown outlier distribution. We provide the first results for this problem under a large family of losses, called Besov integral probability metrics (IPMs), that includes $mathcal{L}^p$, Wasserstein, Kolmogorov-Smirnov, and other common distances between probability distributions. Specifically, under a range of smoothness assumptions on the population and outlier distributions, we show that a re-scaled thresholding wavelet series estimator achieves minimax optimal convergence rates under a wide variety of losses. Finally, based on connections that have recently been shown between nonparametric density estimation under IPM losses and generative adversarial networks (GANs), we show that certain GAN architectures also achieve these minimax rates." @default.
• W3016730821 created "2020-04-24" @default.
• W3016730821 creator A5013695358 @default.
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• W3016730821 date "2020-04-18" @default.
• W3016730821 modified "2023-10-09" @default.
• W3016730821 title "Robust Density Estimation under Besov IPM Losses." @default.
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• W3016730821 hasPublicationYear "2020" @default.
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