Finite sample guarantees for quantile estimation: An application to detector threshold tuning.
David UmsonstJustin RuthsHenrik SandbergPublished in: CoRR (2021)
Keyphrases
- finite sample
- sample size
- statistical learning theory
- uniform convergence
- error bounds
- nearest neighbor
- parzen window
- generalization error
- generalization bounds
- model selection
- detection algorithm
- mutual information
- theoretical framework
- reinforcement learning
- real valued
- density estimation
- statistical learning
- vc dimension
- support vector machine
- special case
- active learning