Unbiased estimation of the volume of a convex body

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Publication:335644

DOI10.1016/J.SPA.2016.04.014zbMATH Open1351.60059arXiv1502.05510OpenAlexW2962980311MaRDI QIDQ335644FDOQ335644


Authors: Nikolay Baldin, Markus Reiß Edit this on Wikidata


Publication date: 2 November 2016

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

Abstract: Based on observations of points uniformly distributed over a convex set in Rd, 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.


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




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