Minimax pointwise density estimation under Wasserstein contamination
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What is the pointwise squared-loss minimax rate for estimating a Hölder-smooth density in p dimensions under independent W(q,r) contamination? The contamination radius is ε and the sample size is n.
Why it matters and what counts as progress
Why it matters: A matching rate identifies both the sampling error and the unavoidable transport-contamination error.
What counts as progress: Matching lower and attainable upper bounds of max{n^(−2s/(2s+p)), ε^(2s/(s+1+p/r))} under the stated smoothness and transport assumptions.
How the problem developed
- 3 Aug 2023 · Initial bounds [1]
Patrick Chao and Edgar Dobriban Introduced the minimax pointwise density estimation problem under Wasserstein contamination and gave initial upper and lower bounds.
Patrick Chao and Edgar Dobriban, with GPT-5 Pro credited for key suggestions Released a revised analysis with the optimal minimax rate for the stated pointwise density-estimation model.
AI contribution
Solving a Research Problem in Mathematical Statistics with AI Assistance
For independent W(q,r) contamination and the stated Hölder-smooth clean and contaminated densities in p dimensions, revised Theorem 4.1 gives the squared-loss pointwise minimax rate max{n^(−2s/(2s+p)), ε^(2s/(s+1+p/r))}. A smoothed kernel estimator attains the upper bound.
Sources
Website timeline
Publication dates and editorial changes.
GPT transport ideas sharpen a robust density-estimation rate