Unbiased estimation of the volume of a convex body

DOI10.1016/J.SPA.2016.04.014MaRDI QIDQ335644zbMATH OpenOpenAlexFDO

Authors Nikolay Baldin, Markus Reiß

Publication date 2 November 2016

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1502.05510

zbMATH Keywords

oracle inequalityconvex hullvolume estimationPoisson point processstopping set

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from spatial processes (62M30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: Based on observations of points uniformly distributed over a convex set in $R^d$, a new estimator for the volume of the convex set is proposed. The estimator is minimax optimal and also efficient non-asymptotically: it is nearly unbiased with minimal variance among all unbiased oracle-type estimators. Our approach is based on a Poisson point process model and as an ingredient, we prove that the convex hull is a sufficient and complete statistic. No hypotheses on the boundary of the convex set are imposed. In a numerical study, we show that the estimator outperforms earlier estimators for the volume. In addition, an improved set estimator for the convex body itself is proposed.

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Cited in

(11)

• Multivariate normal approximation for functionals of random polytopes
• Poisson hulls
• Methods for estimation of convex sets
• On functionals of random convex hulls
• Uniform estimation of a convex body by a fixed-radius ball
• Uniform behaviors of random polytopes under the Hausdorff metric
• Minimax estimation of the volume of a set under the rolling ball condition
• Cardinality estimation for random stopping sets based on Poisson point processes
• On the notion of polynomial reach: a statistical application
• Invariance of Poisson point processes by moment identities with statistical applications
• Polynomial volume estimation and its applications

Describes a project that uses

Uses Software

• spatstat
• geometry

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