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Support and Quantile Tubes

By Kristiaan Pelckmans, Jos De Brabanter, Johan A. K. Suykens and Bart De Moor

Abstract

This correspondence studies an estimator of the conditional support of a distribution underlying a set of i.i.d. observations. The relation with mutual information is shown via an extension of Fano’s theorem in combination with a generalization bound based on a compression argument. Extensions to estimating the conditional quantile interval, and statistical guarantees on the minimal convex hull are given

Topics: Statistical Learning, Fano’s inequality, Mutual Information, Support Vector Machines
Year: 2008
OAI identifier: oai:CiteSeerX.psu:10.1.1.135.2661
Provided by: CiteSeerX
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