Support and Quantile Tubes
<|reference_start|>Support and Quantile Tubes: This correspondence studies an estimator of the conditional support of a distribution underlying a set of i.i.d. observations. The relation with mutual information is shown via an extension of Fano's theorem in combination with a generalization bound based on a compression argument. Extensions to estimating the conditional quantile interval, and statistical guarantees on the minimal convex hull are given.<|reference_end|>
@article{pelckmans2007support,
    title={Support and Quantile Tubes},
    author={Kristiaan Pelckmans, Jos De Brabanter, Johan A.K. Suykens, Bart De
  Moor},
    journal={arXiv preprint arXiv:cs/0703055},
    year={2007},
    archivePrefix={arXiv},
    eprint={cs/0703055},
    primaryClass={cs.IT cs.LG math.IT}
}