Lower bounds on expected redundancy for nonparametric classes
Bin Yu · IEEE Transactions on Information Theory · 1996
The article focuses on lower bound results on expected redundancy for universal coding of independent and identically distributed data on [0, 1] from parametric and nonparametric families. After reviewing existing lower bounds, we provide a new proof for minimax lower bounds on expected redundancy over nonparametric density classes. This new proof is based on the calculation of a mutual information quantity, or it utilizes the relationship between redundancy and Shannon capacity. It therefore unifies the minimax redundancy lower bound proofs in the parametric and nonparametric cases.