Theorems · Definition · statistics

ProbabilityTheory.minimaxRisk

{Θ : Type u_1} →
  {𝓧 : Type u_2} →
    {𝓨 : Type u_3} →
      {mΘ : MeasurableSpace Θ} →
        {m𝓧 : MeasurableSpace 𝓧} → [MeasurableSpace 𝓨] → (Θ → 𝓨 → ENNReal) → ProbabilityTheory.Kernel Θ 𝓧 → ENNReal

The minimax risk, defined as the infimum over estimators of the maximal risk of the estimator.

Defined in

Mathlib.Probability.Decision.Risk.Defs

Cited by

6 results in Mathlib

Foundations

Depth 214 from the axioms · uses propext, Classical.choice, Quot.sound

Assumes

MeasurableSpace