Optimal rates for k-NN density and mode estimation

NeurIPS 2014  ·  Sanjoy Dasgupta, Samory Kpotufe ·

We present two related contributions of independent interest: (1) high-probability finite sample rates for $k$-NN density estimation, and (2) practical mode estimators -- based on $k$-NN -- which attain minimax-optimal rates under surprisingly general distributional conditions.

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