Shubham Anand Jain

PAC Mode Estimation using PPR Martingale Confidence Sequences

We consider the problem of correctly identifying the mode of a discrete distribution $\mathcal{P}$ with sufficiently high probability by observing a sequence of i.i.d. samples drawn from $\mathcal{P}$. This problem reduces to the estimation of a single parameter when $\mathcal{P}$ has a support set…