On change-point estimation under Sobolev sparsity
نویسندگان
چکیده
منابع مشابه
Change - Point Estimation Under Asymmetric
In the asymptotic setting of the change-point estimation problem the limiting behavior of Bayes procedures for a general loss function is studied. It is demonstrated that the distribution of the diierence between the Bayes estimator and the parameter converges to the distribution of a (nondegenerate) random variable. The sequence of minimum Bayes risks is shown to converge to its supremum, and ...
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We study change–point estimation using a two–stage (generalizable to multi–stage) sampling design in a regression setting Y = f(X) + 2. For the talk, the underlying regression function is assumed to be parametrically specified, with a single unknown jump discontinuity of interest. The experimenter is given a budget of n points to make inference on the change–point. The two–stage procedure works...
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To my parents ii ACKNOWLEDGEMENTS My foremost thanks go to my advisors Dr. George Michailidis and Dr. Moulinath Banerjee. I thank them for their advice, patience, support, encouragement, insights and suggestions that helped shape my research skills. This thesis would not be possible without them. I am grateful to my two other committee members, Dr. for reviewing my work and providing me with va...
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In survival analysis or reliability and maintenance studies, hazard-rate function plays an important role, since it describes the instantaneous failure probability given that the individual survived or the item has not failed up to that instance. Sudden changes in the hazard function may occur due to overhauls, treatment effects or maintenance activities. A problem of statistical interest is th...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2020
ISSN: 1935-7524
DOI: 10.1214/20-ejs1692