An Introductory Guide to Fano's Inequality with Applications in Statistical Estimation

Information theory plays an indispensable role in the development of algorithm-independent impossibility results, both for communication problems and for seemingly distinct areas such as statistics and machine learning. While numerous information-theoretic tools have been proposed for this purpose, the oldest one remains arguably the most versatile and widespread: Fano's inequality. In this chapter, we provide a survey of Fano's inequality and its variants in the context of statistical estimation, adopting a versatile framework that covers a wide range of specic problems. We present a variety of key tools and techniques used for establishing impossibility results via this approach, and provide representative examples covering group testing, graphical model selection, sparse linear regression, density estimation, and convex optimization.

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Information-Theoretic Methods in Data Science
Jun 12 2019
Cambridge University Press

 Record created 2018-08-20, last modified 2019-04-15

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