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Adaptive estimation of convex and polytopal density support

  • ENSAE
  • University of Haifa

Résultats de recherche: Contribution à un journalArticleRevue par des pairs

Résumé

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.

langue originaleAnglais
Pages (de - à)1-16
Nombre de pages16
journalProbability Theory and Related Fields
Volume164
Numéro de publication1-2
Les DOIs
étatPublié - 1 févr. 2016
Modification externeOui

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