Statistical estimation with bounded memory

  • Authors:
  • Leonid (Aryeh) Kontorovich

  • Affiliations:
  • Department of Computer Science, Ben-Gurion University, Beer-Sheva, Israel 84105

  • Venue:
  • Statistics and Computing
  • Year:
  • 2012

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Abstract

We investigate bounded-memory estimators of statistical functionals. It is shown that, for nondegenerate functionals and stochastic processes, it is impossible to achieve consistent estimation with bounded memory. In the positive direction, we show that O(log(1/驴)) states suffice to achieve 驴-consistent estimation for a natural class of functionals. A canonical optimal construction is conjectured for arbitrary statistical functionals.