Paper: Minimax Quantile Bounds via Information Measures

chaumian · x · 2026-08-24

This paper develops a unified information-theoretic framework for lower bounding minimax quantiles. Starting from a loss-adapted Neyman-Pearson metaconverse, it bounds the minimax success probability by separating the small-ball geometry from statistical distinguishability. Different relaxations yield converses based on various information measures. The framework is used to derive finite-sample bounds for the Gaussian weighted stochastic block model and low-rank matrix estimation.

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