Lower bounds on expected redundancy for nonparametric classes

  • Authors:
  • Bin Yu

  • Affiliations:
  • Dept. of Stat., California Univ., Berkeley, CA

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2006

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Abstract

The article focuses on lower bound results on expected redundancy for universal coding of independent and identically distributed data on [0, 1] from parametric and nonparametric families. After reviewing existing lower bounds, we provide a new proof for minimax lower bounds on expected redundancy over nonparametric density classes. This new proof is based on the calculation of a mutual information quantity, or it utilizes the relationship between redundancy and Shannon capacity. It therefore unifies the minimax redundancy lower bound proofs in the parametric and nonparametric cases