Minimax adaptive estimation in manifold inference

نویسندگان

چکیده

We focus on the problem of manifold estimation: given a set observations sampled close to some unknown submanifold M, one wants recover information about geometry M. Minimax estimators which have been proposed so far all depend crucially priori knowledge parameters quantifying underlying distribution generating sample (such as bounds its density), whereas those quantities will be in practice. Our contribution matter is twofold. First, we introduce one-parameter family (Mˆt)t≥0 based localized version convex hulls, and show that for choice t, corresponding estimator minimax class models C2 manifolds introduced [21]. Second, propose completely data-driven selection procedure parameter leading adaptive this models. This actually allows us Hausdorff distance between can therefore used scale other settings, such tangent space estimation.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Minimax Manifold Estimation

We find the minimax rate of convergence in Hausdorff distance for estimating a manifold M of dimension d embedded in R given a noisy sample from the manifold. Under certain conditions, we show that the optimal rate of convergence is n−2/(2+d). Thus, the minimax rate depends only on the dimension of the manifold, not on the dimension of the space in which M is embedded.

متن کامل

Minimax and Adaptive Inference in Nonparametric Function Estimation

Since Stein’s 1956 seminal paper, shrinkage has played a fundamental role in both parametric and nonparametric inference. This article discusses minimaxity and adaptive minimaxity in nonparametric function estimation. Three interrelated problems, function estimation under global integrated squared error, estimation under pointwise squared error, and nonparametric confidence intervals, are consi...

متن کامل

Adaptive minimax estimation of a fractional derivative

This paper considers a problem of adaptation in estimating a fractional antiderivative of an unknown drift density from observations in Gaussian white noise. This problem is closely related to the Wicksell problem. Under the assumption that the drift density belongs to a Sobolev class with unknown smoothness, an adaptive estimator is constructed. r 2006 Elsevier B.V. All rights reserved.

متن کامل

Adaptive Minimax Estimation over Sparse q-Hulls

Given a dictionary of Mn initial estimates of the unknown true regression function, we aim to construct linearly aggregated estimators that target the best performance among all the linear combinations under a sparse q-norm (0 ≤ q ≤ 1) constraint on the linear coefficients. Besides identifying the optimal rates of aggregation for these lq-aggregation problems, our multi-directional (or adaptive...

متن کامل

Minimax rate adaptive estimation over continuous hyper-parameters

|We study minimax-rate adaptive estimation for density classes indexed by continuous hyper-parameters. The classes are assumed to be partially ordered in terms of inclusion relationship. Under a mild condition on the minimax risks, we show that a minimax-rate adaptive estimator can be constructed for the classes. 1 Problem of interest This paper concerns adaptive density estimation. Information...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Electronic Journal of Statistics

سال: 2021

ISSN: ['1935-7524']

DOI: https://doi.org/10.1214/21-ejs1934