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Support and Quantile Tubes

Kristiaan Pelckmans·Jos De Brabanter·Johan A. K. Suykens·Bart De Moor
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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.

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Kristiaan Pelckmans, Jos De Brabanter, Johan A. K. Suykens, Bart De Moor. 2007-03-12. Support and Quantile Tubes. https://arxiv.org/abs/cs/0703055

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