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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Article dans une revue
ESAIM: Probability and Statistics, EDP Sciences, 2002, 6, pp.189-209
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https://hal.archives-ouvertes.fr/hal-00143663
Contributeur : Antoine Chambaz <>
Soumis le : jeudi 26 avril 2007 - 14:58:06
Dernière modification le : mardi 11 octobre 2016 - 13:29:38

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  • HAL Id : hal-00143663, version 1

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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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