نتایج جستجو برای: minimax estimation
تعداد نتایج: 268563 فیلتر نتایج به سال:
Brenier’s theorem is a cornerstone of optimal transport that guarantees the existence an map T between two probability distributions P and Q over Rd under certain regularity conditions. The main goal this work to establish minimax estimation rates for such from data sampled additional smoothness assumptions on T. To achieve goal, we develop estimator based minimization empirical version semidua...
Density estimation is a commonly used test case for non-parametric estimation methods. We explore the asymptotic properties of estimators based on thresholding of empirical wavelet coe cients. Minimax rates of convergence are studied over a large range of Besov function classes Bs;p;q and for a range of global L 0 p error measures, 1 p < 1. A single wavelet threshold estimator is asymptotically...
We consider the random design regression with square loss. We propose a method that aggregates empirical minimizers (ERM) over appropriately chosen random subsets and reduces to ERM in the extreme case, and we establish exact oracle inequalities for its risk. We show that, under the −p growth of the empirical -entropy, the excess risk of the proposed method attains the rate n− 2 2+p for p ∈ (0,...
|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...
we propose a wavelet based regression function estimator for the estimation of the regression function for a sequence of ?-missing random variables with a common one-dimensional probability density function. some asymptotic properties of the proposed estimator based on block thresholding are investigated. it is found that the estimators achieve optimal minimax convergence rates over large class...
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