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 language | English |
|---|---|
| Pages (from-to) | 1-16 |
| Number of pages | 16 |
| Journal | Probability Theory and Related Fields |
| Volume | 164 |
| Issue number | 1-2 |
| DOIs | |
| Publication status | Published - 1 Feb 2016 |
| Externally published | Yes |
Keywords
- Adaptation
- Convex body
- Density support
- Minimax
- Polytope