Chebyshev polynomials, moment matching and optimal estimation of the unseen

Chebyshev polynomials, moment matching and optimal estimation of the unseen

Probability Seminar
Mar 11, 2015, 03:10 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Yihong Wu, University of Illinois at Urbana-Champaign
Estimating the support size of a distribution is a classical problem in probability and statistics, dating back to the early work of Fisher, Good-Turing, and the famous paper on "how many words did Shakespeare know" by Efron-Thisted. When the samples are scarce, the challenge lies in how to extrapolate the number of unseen symbols based on what have been seen so far. We consider the estimation...