Adaptive estimation of convex and polytopal density support

DOI10.1007/S00440-014-0605-5MaRDI QIDQ2634894zbMATH OpenOpenAlexFDO

Authors Victor-Emmanuel Brunel

Publication date 10 February 2016

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

Full work available at URL https://arxiv.org/abs/1309.6602

zbMATH Keywords

adaptationconvex bodydensity supportminimaxpolytope

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Nonparametric estimation (62G05) Density estimation (62G07)

Abstract: We estimate the support of a uniform density, when it is assumed to be a convex polytope or, more generally, a convex body in $R^d$. In the polytopal case, we construct an estimator achieving a rate which does not depend on the dimension $d$, unlike the other estimators that have been proposed so far. For $dgeq3$, our estimator has a better risk than the previous ones, and it is nearly minimax, up to a logarithmic factor. We also propose an estimator which is adaptive with respect to the structure of the boundary of the unknown support.

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Cited in

(13)

• Estimation of functionals of density support
• A plug-in approach to support estimation
• Polynomial volume estimation and its applications
• Adaptive estimation of planar convex sets
• Methods for estimation of convex sets
• Adaptive estimation of convex polytopes and convex sets from noisy data
• Estimation of convex supports from noisy measurements
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