منابع مشابه
Local Privacy and Minimax Bounds: Sharp Rates for Probability Estimation
We provide a detailed study of the estimation of probability distributions— discrete and continuous—in a stringent setting in which data is kept private even from the statistician. We give sharp minimax rates of convergence for estimation in these locally private settings, exhibiting fundamental trade-offs between privacy and convergence rate, as well as providing tools to allow movement along ...
متن کاملEstimation from Pairwise Comparisons: Sharp Minimax Bounds with Topology Dependence
Nihar B. Shah† [email protected] Sivaraman Balakrishnan# [email protected] Joseph Bradley† [email protected] Abhay Parekh† [email protected] Kannan Ramchandran† [email protected] Martin J. Wainwright† ? [email protected] † Department of Electrical Engineering and Computer Sciences ? Department of Statistics, University of California, Berkeley Berkeley, CA-94720...
متن کاملSequential Detection and Estimation of Change-Points
In this report the problem of sequential detection and estimation of change-points is considered. The sense of this problem is as follows: in practice after raising an alarm signal about a change it is often required to divide the whole obtained sequential sample into subsamples of observations before and after an unknown change-point. In this report asymptotically optimal methods are proposed ...
متن کاملEstimation of Change Points in Panel Models
This paper studies a panel data regression setting, where a break occurs at a unknown common date. In this paper, we establish the consistency and rate of convergence of the change point estimator. The break date can be estimated consistently both in xed time horizon and large panels, which indicates that the structural change can be well detected even in short panels. Furthermore, the limitin...
متن کاملBayesian Estimation of the Multiple Change Points in Gamma Process Using X-bar chart
The process personnel always seek the opportunity to improve the processes. One of the essential steps for process improvement is to quickly recognize the starting time or the change point of a process disturbance. Different from the traditional normally distributed assumption for a process, this study considers a process which follows a gamma process. In addition, we consider the possibility o...
متن کاملذخیره 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: The Annals of Statistics
سال: 1998
ISSN: 0090-5364
DOI: 10.1214/aos/1024691247