Some techniques in density estimation

Understand

Density estimation is an interdisciplinary topic at the intersection of statistics, theoretical computer science and machine learning.

• We review some old and new techniques for bounding the sample complexity of estimating densities of continuous distributions, focusing on the class of mixtures of Gaussians and its subclasses.
• In particular, we review the main techniques used to prove the new sample complexity bounds for mixtures of Gaussians by Ashtiani, Ben-David, Harvey, Liaw, Mehrabian, and Plan arXiv:1710.05209.