Change-point estimation from indirect observations. 2. Adaptation
نویسندگان
چکیده
منابع مشابه
Change-point estimation from indirect observations. 2. Adaptation
We focus on the problem of adaptive estimation of signal singularities from indirect and noisy observations. A typical example of such a singularity is a discontinuity (change–point) of the signal or of its derivative. We develop a change–point estimator which adapts to the unknown smoothness of a nuisance deterministic component and to an unknown jump amplitude. We show that the proposed estim...
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We study nonparametric change-point estimation from indirect noisy observations. Focusing on the white noise convolution model, we consider two classes of functions that are smooth apart from the change-point. We establish lower bounds on the minimax risk in estimating the change-point and develop rate optimal estimation procedures. The results demonstrate that the best achievable rates of conv...
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We consider the problem of nonparametric estimation of signal singularities from indirect and noisy observations. Here by singularity we mean a discontinuity (change– point) of the signal or of its derivative. The model of indirect observations we consider is that of a linear transform of the signal, observed in white noise. The estimation problem is analyzed in a minimax framework. We provide ...
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We study nonparametric change-point estimation from indirect noisy observations. Focusing on the white noise convolution model, we consider two classes of functions that are smooth apart from the change-point. We establish lower bounds on the minimax risk in estimating the change-point and develop rate optimal estimation procedures. The results demonstrate that the best achievable rates of conv...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2008
ISSN: 0246-0203
DOI: 10.1214/07-aihp144