Optimal change-point estimation from indirect observations
From MaRDI portal
Publication:2493556
DOI10.1214/009053605000000750zbMath1091.62021arXivmath/0407396OpenAlexW4297847340MaRDI QIDQ2493556
Alexander Goldenshluger, Alexandre B. Tsybakov, Assaf J. Zeevi
Publication date: 21 June 2006
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0407396
deconvolutionill-posednessoptimal rates of convergencechange-point estimationminimax riskprobe functional
Related Items
Asymptotics for \(p\)-value based threshold estimation under repeated measurements, Asymptotics for \(p\)-value based threshold estimation in regression settings, Spectral calibration of exponential Lévy models, Jump estimation in inverse regression, Posterior convergence and model estimation in Bayesian change-point problems, Kink estimation in stochastic regression with dependent errors and predictors, Detection of slightly expressed changes in random environment, Bayesian sieve methods: approximation rates and adaptive posterior contraction rates, Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence, Regression discontinuity designs, white noise models, and minimax, Recovering convex boundaries from blurred and noisy observations, Singularity estimation via structural intensity: applications and modifications, Kink estimation with correlated noise, Change-point estimation from indirect observations. 1. Minimax complexity, Non-parametric change-point estimation using string matching algorithms, On a multi-channel change-point problem, Change-point problems: bibliography and review, Detecting gradual changes in locally stationary processes, Local modal regression
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Minimax theory of image reconstruction
- On the optimal rates of convergence for nonparametric deconvolution problems
- Change-points in nonparametric regression analysis
- Asymptotic equivalence of nonparametric regression and white noise
- Estimation of regression functions with a discontinuity in a derivative with local polynomial fits
- Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
- Minimax estimation of sharp change points
- On the estimation of jump points in smooth curves
- Estimation of distribution density
- Sharp adaptation for inverse problems with random noise
- Weak convergence and empirical processes. With applications to statistics
- On pointwise adaptive nonparametric deconvolution
- Estimation of a regression function with a sharp change point using boundary wavelets
- On Minimax Estimation of a Discontinuous Signal
- Detection of the number, locations and magnitudes of jumps
- Optimal Rates of Convergence for Deconvolving a Density
- Optimal Change‐point Estimation in Inverse Problems
- Wavelet deconvolution
- Detecting Abrupt Changes by Wavelet Methods
- Jump and sharp cusp detection by wavelets
- Introduction to nonparametric estimation
- Asymptotically local minimax estimation of infinitely smooth density with censored data