نتایج جستجو برای: minimax inequality
تعداد نتایج: 64047 فیلتر نتایج به سال:
The bipotential theory is based on an extension of Fenchel’s inequality (see section 1 and example 1 in section 2). Despite several powerful applications (frictional contact [6], non-associated Drucker-Prager model [1], or Lemaitre plastic ductile damage law [2], to cite a few), the bipotentials don’t have yet a complete mathematical treatment. This is a second paper on the mathematics of the b...
Von Neumann proved the minimax theorem (existence of a saddle-point solution to 2 person, zero sum games) in 1928. While his second article on the minimax theorem, stating the proof, has long been translated from German, his first announcement of his result (communicated in French to the Academy of Sciences in Paris by Borel, who had posed the problem settled by Von Neumann’s proof) is translat...
We propose an estimation procedure for linear functionals based on Gaussian model selection techniques. We show that the procedure is adaptive, and we give a non asymptotic oracle inequality for the risk of the selected estimator with respect to the Lp loss. An application to the problem of estimating a signal or its r derivative at a given point is developed and minimax rates are proved to hol...
In statistical inference problems, we wish to obtain lower bounds on the minimax risk, that is to bound the performance of any possible estimator. A standard technique to do this involves the use of Fano’s inequality. However, recent work in an information-theoretic setting has shown that an argument based on binary hypothesis testing gives tighter converse results (error lower bounds) than Fan...
Sandwiched (quantum) α-Rényi divergence has been recently defined in the independent works of Wilde et al. (arXiv:1306.1586) and Müller-Lennert et al (arXiv:1306.3142v1). This new quantum divergence has already found applications in quantum information theory. Here we further investigate properties of this new quantum divergence. In particular we show that sandwiched α-Rényi divergence satisfie...
We consider the wavelet-based estimators of mean regression function with long memory infinite moving average errors and investigate their asymptotic rates of convergence of estimators based on thresholding of empirical wavelet coefficients. We show that these estimators achieve nearly optimal minimax convergence rates within a logarithmic term over a large class of non-smooth functions that in...
A robust model matching control of immune response is proposed for therapeutic enhancement to match a prescribed immune response under uncertain initial states and environmental disturbances, including continuous intrusion of exogenous pathogens. The worst-case effect of all possible environmental disturbances and uncertain initial states on the matching for a desired immune response is minimiz...
“Theorem of the alternative” is the generic name of different results used as an important tool in optimization. Though the early versions have been obtained under strong conditions of convexity, for the further extensions, these conditions have been weakened using generalized convexity beyond vector space structure. This is the case of the result proved by Jeyakumar [4], who used an extension ...
This paper provides a general technique for lower bounding the Bayes risk of statistical estimation, applicable to arbitrary loss functions and arbitrary prior distributions. A lower bound on the Bayes risk not only serves as a lower bound on the minimax risk, but also characterizes the fundamental limit of any estimator given the prior knowledge. Our bounds are based on the notion of f -inform...
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