Adaptive estimation for bifurcating Markov chains

DOI10.3150/16-BEJ859MaRDI QIDQ2405167zbMATH OpenOpenAlexFDO

Authors S. Valère Bitseki Penda, Adélaïde Olivier, M. Hoffmann

Publication date 21 September 2017

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1509.03119, https://projecteuclid.org/euclid.bj/1495505103

zbMATH Keywords

bifurcating autoregressive processbifurcating Markov chainsbinary treesdeviations inequalitiesgrowth-fragmentation processesminimax rates of convergencenonparametric adaptive estimation

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05)

Abstract: In a first part, we prove Bernstein-type deviation inequalities for bifurcating Markov chains (BMC) under a geometric ergodicity assumption, completing former results of Guyon and Bitseki Penda, Djellout and Guillin. These preliminary results are the key ingredient to implement nonparametric wavelet thresholding estimation procedures: in a second part, we construct nonparametric estimators of the transition density of a BMC, of its mean transition density and of the corresponding invariant density, and show smoothness adaptation over various multivariate Besov classes under $L^p$-loss error, for $1leqp<infty$. We prove that our estimators are (nearly) optimal in a minimax sense. As an application, we obtain new results for the estimation of the splitting size-dependent rate of growth-fragmentation models and we extend the statistical study of bifurcating autoregressive processes.

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• Adaptive estimators for parameters of the autoregression function of a Markov chain
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• Nonparametric adaptive inference of birth and death models in a large population limit
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• Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions
• Statistical estimation in a randomly structured branching population
• Autoregressive functions estimation in nonlinear bifurcating autoregressive models
• Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging
• Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains
• scientific article; zbMATH DE number 4102954 (Why is no real title available?)
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• A central limit theorem for punctuated equilibrium
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• The asymptotic equipartition property for a special Markov random field
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