搜索结果: 1-9 共查到“数理统计学 minimax”相关记录9条 . 查询时间(0.062 秒)
Minimax Risk: Pinsker Bound
COMMUNICATION THEORY, STATISTICAL DENSITY ESTIMATION FISHER INFORMATION KERNEL ESTIMATORS LINEAR ESTIMATORS, BAYES LOCAL ASYMPTOTIC NORMALITY METHOD OF SIEVES MINIMAX ESTIMATION NOISE (SIGNAL PROCESSING IN THE PRESENCE OF ) PREDICTION AND FILTERING LINEAR SIEVES, METHOD OF SPECTRAL ANALYSIS SHRINKAGE ESTIMATORS SMOOTHNESS PRIORS SOBOLEV SPACES SPLINE FUNCTIONS STATIONARY PROCESSES STEIN EFFECT
2015/8/25
We give an account of the Pinsker bound describing the exact asymptotics of the minimax risk in a class of nonparametric smoothing problems. The parameter spaces are Sobolev classes or ellipsoids, and...
The Asymptotic Minimax Constant for Sup-Norm Loss in Nonparametric Density Estimation
Density estimation exact constant optimal recovery uniform norm risk white noise
2015/8/25
We develop the exact constant of the risk asymptotics in the uniform norm for density estimation. This constant has first been found for nonparametric regression and for signal estimation in Gaussian ...
Consider estimating the mean vector from data Nn(; 2I ) with lq norm loss,
q 1, when is known to lie in an n-dimensional lp ball, p 2 (0; 1). For large
n, the ratio of minimax linear risk to...
On minimax estimation of a sparse normal mean vector
nearly black object robustness white noise model
2015/8/20
Mallows has conjectured that among distributions which are Gaussian but
for occasional contamination by additive noise, the one having least Fisher
information has (two-sided) geometric contaminatio...
Minimax Bayes, asymptotic minimax and sparse wavelet priors
Minimax Decision theory Minimax Bayes estimation
2015/8/20
Pinsker(1980) gave a precise asymptotic evaluation of the minimax mean squared
error of estimation of a signal in Gaussian noise when the signal is known a priori
to lie in a compact ellipsoid in Hi...
We attempt to recover an unknown function from noisy, sampled data. Using
orthonormal bases of compactly supported wavelets we develop a nonlinear method
which works in the wavelet domain by simple ...
Minimax adaptive tests for the Functional Linear model
Functional linear regression eigenfunction principal com-ponent analysis adaptive testing minimax hypothesis testing
2012/6/21
We introduce two novel procedures to test the nullity of the slope function in the functional linear model with real output. The test statistics combine multiple testing ideas and random projections o...
Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence
nonparametric regression long-range dependence kink minimax
2011/9/22
Abstract: In this paper, a lower bound is determined in the minimax sense for change point estimators of the first derivative of a regression function in the fractional white noise model. Similar mini...