Optimal change-point estimation from indirect observations
نویسندگان
چکیده
منابع مشابه
Optimal Change-Point Estimation from Indirect Observations
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...
متن کاملChange-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...
متن کاملChange-point estimation from indirect observations 1. Minimax complexity
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 ...
متن کاملOptimal Change-point Estimation from Indirect Observations by A. Goldenshluger,1 A. Tsybakov
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...
متن کاملOptimal change-point estimation in inverse problems
We develop a method of estimating change{points of a function in the case of indirect noisy observations. As two paradigmatic problems we consider de-convolution and errors-in-variables regression. We estimate the scalar products of our indirectly observed function with appropriate test functions, which are shifted over the interval of interest. An estimator of the change point is obtained by t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2006
ISSN: 0090-5364
DOI: 10.1214/009053605000000750