Sharp Adaptive Nonparametric Testing for Sobolev Ellipsoids
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چکیده
Sharp Adaptive Nonparametric Testing for Sobolev Ellipsoids Michael Nussbaum (joint work with Pengsheng Ji) Consider the Gaussian white noise model in sequence space Yj = fj + n ⇠j , j = 1, 2, ... with signal f = {fj}j=1 and ⇠j ⇠ N (0, 1) independent. For some ⇢, ,M > 0, consider hypotheses of ”no signal” vs. an ellipsoid with l2-ball removed: H0 : f = 0 against Ha : f 2 ⌃( ,M) \B⇢,
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تاریخ انتشار 2015