Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery

DOI10.1007/BF01199020MaRDI QIDQ1333562zbMATH OpenOpenAlexFDO

Authors David Donoho

Publication date 15 September 1994

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01199020

zbMATH Keywords

asymptotically minimaxdeconvolutionderivativeGaussian white noiseindirect measurementLipschitz smoothnessminimax linear estimateoptimal recoveryoptimization problemsupremum norm loss

Mathematics Subject Classification ID

Rate of convergence, degree of approximation (41A25) Extreme value theory; extremal stochastic processes (60G70) Minimax procedures in statistical decision theory (62C20) Density estimation (62G07)

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Cites work

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Cited in

(33)

• Nonparametric estimation of composite functions
• Average case L_-approximation in the presence of Gaussian noise
• On the solution of an optimal recovery problem and its applications in nonparametric regression
• Remarks on extremal problems in nonparametric curve estimation
• Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
• Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
• Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
• Asymptotic equivalence of density estimation and Gaussian white noise
• Minimax linear estimation in a white noise problem
• Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses
• Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes
• Minimax estimation via wavelet shrinkage
• A minimaxity criterion in nonparametric regression based on large-deviations probabilities
• Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift
• Recovering edges in ill-posed inverse problems: Optimality of curvelet frames.
• On adaptive estimation for the sup-norm losses
• Minimax exact constant in sup-norm for nonparametric regression with random design
• The asymptotic minimax constant for sup-norm loss in nonparametric density estimation
• Rates of convergence for the sup-norm risk in image models under sequential designs
• Complexity of approximating Hölder classes from information with varying Gaussian noise
• Minimax nonparametric estimation on maxisets
• Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses
• A sup-norm oracle inequality for a partially linear regression model
• Improving model performance with the integrated wavelet denoising method
• Adaptive estimators for nonparametric heteroscedastic regression models
• Asymptotic equivalence of nonparametric autoregression and nonparametric regression
• Wavelets in statistics: A review
• Asymptotically efficient estimators for nonparametric heteroscedastic regression models
• Optimal calibration for multiple testing against local inhomogeneity in higher dimension
• Likelihood-free frequentist inference: bridging classical statistics and machine learning for reliable simulator-based inference
• Minimax quadratic estimation of a quadratic functional
• Sharp optimality for regression with real-time data
• Sharp estimation in sup norm with random design

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