Detecting abrupt changes in random fields

Abstract : This paper is devoted to the study of some asymptotic properties of a M-estimator in a framework of detection of abrupt changes in random field's distribution. This class of problems includes e.g. recovery of sets. It involves various techniques, including M-estimation method, concentration inequalities, maximal inequalities for dependent random variables and phi-mixing. Penalization of the criterion function when the size of the true model is unknown is performed. All the results apply under mild, discussed assumptions. Simple examples are provided.
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Contributor : Antoine Chambaz <>
Submitted on : Thursday, April 26, 2007 - 2:58:06 PM
Last modification on : Friday, September 20, 2019 - 4:34:02 PM


  • HAL Id : hal-00143663, version 1



Antoine Chambaz. Detecting abrupt changes in random fields. ESAIM: Probability and Statistics, EDP Sciences, 2002, 6, pp.189-209. ⟨hal-00143663⟩



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