Change-point estimation from indirect observations. 1. Minimax complexity

Abstract : 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 lower bounds for minimax risks and propose rate-optimal estimation procedures.
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Article dans une revue
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2008, 44 (5), pp.787-818. <10.1214/07-AIHP110>
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https://hal.archives-ouvertes.fr/hal-00340269
Contributeur : Serena Benassù <>
Soumis le : jeudi 20 novembre 2008 - 12:14:27
Dernière modification le : jeudi 27 avril 2017 - 09:46:53

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Alexander Goldenshluger, Anatoli Juditsky, Alexandre Tsybakov, Assaf Zeevi. Change-point estimation from indirect observations. 1. Minimax complexity. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2008, 44 (5), pp.787-818. <10.1214/07-AIHP110>. <hal-00340269>

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