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arXiv · 1801.00974

Optimal Learning from the Doob-Dynkin lemma

Gunnar Taraldsen
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Abstract

The Doob-Dynkin Lemma gives conditions on two functions $X$ and $Y$ that ensure existence of a function $ϕ$ so that $X = ϕ \circ Y$. This communication proves different versions of the Doob-Dynkin Lemma, and shows how it is related to optimal statistical learning algorithms. Keywords and phrases: Improper prior, Descriptive set theory, Conditional Monte Carlo, Fiducial, Machine learning, Complex data.

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Gunnar Taraldsen. 2018-01-03. Optimal Learning from the Doob-Dynkin lemma. https://arxiv.org/abs/1801.00974

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