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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Density Estimation with Contaminated Data: Minimax Rates ...
Haoyang Liu, Chao Gao · 2017-12-21 · via math.ST updates on arXiv.org

This paper studies density estimation under pointwise loss in the setting of contamination model. The goal is to estimate $f(x_0)$ at some $x_0\in\mathbb{R}$ with i.i.d. observations, $$ X_1,\dots,X_n\sim (1-ε)f+εg, $$ where $g$ stands for a contamination distribution. In the context of multiple testing, this can be interpreted as estimating the null density at a point. We carefully study the effect of contamination on estimation through the following model indices: contamination proportion $ε$, smoothness of target density $β_0$, smoothness of contamination density $β_1$, and level of contamination $m$ at the point to be estimated, i.e. $g(x_0)\leq m$. It is shown that the minimax rate with respect to the squared error loss is of order $$ [n^{-\frac{2β_0}{2β_0+1}}]\vee[ε^2(1\wedge m)^2]\vee[n^{-\frac{2β_1}{2β_1+1}}ε^{\frac{2}{2β_1+1}}], $$ which characterizes the exact influence of contamination on the difficulty of the problem. We then establish the minimal cost of adaptation to contamination proportion, to smoothness and to both of the numbers. It is shown that some small price needs to be paid for adaptation in any of the three cases. Variations of Lepski's method are considered to achieve optimal adaptation. The problem is also studied when there is no smoothness assumption on the contamination distribution. This setting that allows for an arbitrary contamination distribution is recognized as Huber's $ε$-contamination model. The minimax rate is shown to be $$ [n^{-\frac{2β_0}{2β_0+1}}]\vee [ε^{\frac{2β_0}{β_0+1}}]. $$ The adaptation theory is also different from the smooth contamination case. While adaptation to either contamination proportion or smoothness only costs a logarithmic factor, adaptation to both numbers is proved to be impossible.