Adaptive confidence sets in \(L^2\)
From MaRDI portal
Publication:365709
DOI10.1007/s00440-012-0446-zzbMath1273.62105arXiv1111.5568OpenAlexW2121909321MaRDI QIDQ365709
Publication date: 9 September 2013
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.5568
Related Items (29)
Minimax Euclidean separation rates for testing convex hypotheses in \(\mathbb{R}^{d}\) ⋮ Learning the smoothness of noisy curves with application to online curve estimation ⋮ Multiresolution analysis and adaptive estimation on a sphere using stereographic wavelets ⋮ Smoothness-Adaptive Contextual Bandits ⋮ A sharp adaptive confidence ball for self-similar functions ⋮ Honest and adaptive confidence sets in \(L_p\) ⋮ On adaptive confidence sets for the Wasserstein distances ⋮ Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage ⋮ Unnamed Item ⋮ Optimal regularized hypothesis testing in statistical inverse problems ⋮ Honest Bayesian confidence sets for the \(L^2\)-norm ⋮ On signal detection and confidence sets for low rank inference problems ⋮ Distributed function estimation: adaptation using minimal communication ⋮ Adaptive Bayesian credible bands in regression with a Gaussian process prior ⋮ Adaptive confidence sets for matrix completion ⋮ Is distribution-free inference possible for binary regression? ⋮ Confidence sets in sparse regression ⋮ Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors ⋮ The smoothness test for a density function ⋮ Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models ⋮ Locally adaptive confidence bands ⋮ Spike and slab empirical Bayes sparse credible sets ⋮ Needles and straw in a haystack: robust confidence for possibly sparse sequences ⋮ Frequentist coverage of adaptive nonparametric Bayesian credible sets ⋮ Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets ⋮ Adaptation bounds for confidence bands under self-similarity ⋮ A review of uncertainty quantification for density estimation ⋮ Testing the regularity of a smooth signal ⋮ Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
- Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections
- On adaptive inference and confidence bands
- Adaptive estimation of and oracle inequalities for probability densities and characteristic functions
- Risk bounds for model selection via penalization
- Wavelets on the interval and fast wavelet transforms
- Asymptotically minimax hypothesis testing for nonparametric alternatives. I
- Adaptive hypothesis testing using wavelets
- Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
- Density estimation by wavelet thresholding
- Adaptive confidence interval for pointwise curve estimation.
- Random rates in anisotropic regression. (With discussion)
- How to improve the accuracy of estimation.
- Confidence balls in Gaussian regression.
- Weak convergence and empirical processes. With applications to statistics
- Confidence bands in density estimation
- Adaptive confidence balls
- Adaptive nonparametric confidence sets
- Concentration inequalities and asymptotic results for ratio type empirical processes
- Gaussian model selection
- New concentration inequalities in product spaces
This page was built for publication: Adaptive confidence sets in \(L^2\)