2025
Sharp Optimality of Simple, Plug-in Estimation of the Fisher Information of a Smoothed Density
ICML 2025poster
Given independent and identically distributed data from a compactly supported, $\alpha$-Hölder density $f$, we study estimation of the Fisher information of the Gaussian-smoothed density $f*\varphi_t$, where $\varphi_t$ is the density of $N(0, t)$. We derive the minimax rate including the sharp depe…