Adaptive estimation of convex and polytopal density support

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Abstract

We estimate the support of a uniform density, when it is assumed to be a convex polytope or, more generally, a convex body in Rd. In the polytopal case, we construct an estimator achieving a rate which does not depend on the dimension d, unlike the other estimators that have been proposed so far. For d≥3, our estimator has a better risk than the previous ones, and it is nearly minimax, up to a logarithmic factor. We also propose an estimator which is adaptive with respect to the structure of the boundary of the unknown support.

Original languageEnglish
Pages (from-to)1-16
Number of pages16
JournalProbability Theory and Related Fields
Volume164
Issue number1-2
DOIs
Publication statusPublished - 1 Feb 2016
Externally publishedYes

Keywords

  • Adaptation
  • Convex body
  • Density support
  • Minimax
  • Polytope

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