On a Problem of Adaptive Estimation in Gaussian White Noise
From MaRDI portal
Publication:4712523
DOI10.1137/1135065zbMath0745.62083OpenAlexW2141195893WikidataQ105584140 ScholiaQ105584140MaRDI QIDQ4712523
Publication date: 25 June 1992
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1135065
Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes (62M99)
Related Items
Partial conditioning for inference of many-normal-means with Hölder constraints, Adaptive denoising of signals with local shift-invariant structure, Adaptive signal recovery with Subbotin noise, Noise Level Free Regularization of General Linear Inverse Problems under Unconstrained White Noise, Distributed adaptive nearest neighbor classifier: algorithm and theory, Minimax rate of distribution estimation on unknown submanifolds under adversarial losses, Adaptive and robust multi-task learning, Transfer learning for contextual multi-armed bandits, Simple adaptive estimation of quadratic functionals in nonparametric IV models, Isotonic regression with unknown permutations: statistics, computation and adaptation, Robust sub-Gaussian estimation of a mean vector in nearly linear time, Estimating monotone functions, Adaptive estimates of linear functionals, Sharp adaptive estimation of quadratic functionals, Frame-constrained total variation regularization for white noise regression, Application of Fourier truncation method to numerical differentiation for bivariate functions, Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities, Adaptive threshold-based classification of sparse high-dimensional data, The optimal wavelet estimation for biased density, Minimax and adaptive inference in nonparametric function estimation, The root-unroot algorithm for density estimation as implemented via wavelet block thresholding, From local kernel to nonlocal multiple-model image denoising, Lower bounds in estimation at a point under multi-index constraint, Adaptivity and Oracle Inequalities in Linear Statistical Inverse Problems: A (Numerical) Survey, A probabilistic oracle inequality and quantification of uncertainty of a modified discrepancy principle for statistical inverse problems, Minimal penalty for Goldenshluger-Lepski method, Optimal wavelet estimators of the heteroscedastic pointspread effects and Gauss white noises model, Transfer learning for nonparametric classification: minimax rate and adaptive classifier, On an unsupervised method for parameter selection for the elastic net, Local solutions to inverse problems in geodesy. The impact of the noise covariance structure upon the accuracy of estimation, Empirical risk minimization as parameter choice rule for general linear regularization methods, On change-point estimation under Sobolev sparsity, On adaptive posterior concentration rates, Adaptive estimation of linear functionals in functional linear models, A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes, Image denoising: Pointwise adaptive approach, Estimator selection: a new method with applications to kernel density estimation, Parameter choice strategies for error expressions and the numerical stability of Tikhonov-regularized approximation formulae, Unnamed Item, A meta-learning approach to the regularized learning -- case study: blood glucose prediction, Shrinkage estimation for identification of linear components in additive models, Nonparametric Estimation of Service Time Characteristics in Infinite-Server Queues with Nonstationary Poisson Input, Locally adaptive image denoising by a statistical multiresolution criterion, Estimating linear and quadratic forms via indirect observations, Adaptive nonparametric estimation for Lévy processes observed at low frequency, Adaptive estimation of density with sampled observations., Nonparametric regression with martingale increment errors, Adaptive kernel methods using the balancing principle, Noisy Laplace deconvolution with error in the operator, A note on nonparametric estimation of linear functionals., ON ADAPTIVE ESTIMATION FOR LOCALLY STATIONARY WAVELET PROCESSES AND ITS APPLICATIONS, The adaptive rate of convergence in a problem of pointwise density estimation, Sequential Adaptive Estimators in Nonparametric Autoregressive Models, The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs, The regularizing properties of multistep methods for first kind Volterra integral equations with smooth kernels, Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence, Incremental projection approach of regularization for inverse problems, Adaptive estimation of the mode of a multivariate density, On information pooling, adaptability and superefficiency in nonparametric function estimation, Optimal estimation of variance in nonparametric regression with random design, The FEXP estimator for potentially non-stationary linear time series., Minimax nonparametric testing in a problem related to the Radon transform, Optimal regularization for ill-posed problems in metric spaces, Comparing parameter choice methods for regularization of ill-posed problems, Block thresholding for density estimation: local and global adaptivity, Adaptive nonparametric confidence sets, Nonparametric denoising of signals of unknown local structure. II: Nonparametric function recovery, Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach, Adaptive sampling schemes for density estimation, A family of preconditioned iteratively regularized methods for nonlinear minimization, Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations, HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES, Nonlocal Means and Optimal Weights for Noise Removal, Randomized allocation with arm elimination in a bandit problem with covariates, Bandwidth selection in kernel empirical risk minimization via the gradient, Density deconvolution under general assumptions on the distribution of measurement errors, Minimax estimation of smooth optimal transport maps, User-friendly covariance estimation for heavy-tailed distributions, Nonparametric adaptive inference of birth and death models in a large population limit, Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation, Wavelet shrinkage for nonequispaced samples, Data-Adaptive Estimation of Time-Varying Spectral Densities, Elastic-net regularization in learning theory, Non-parametric Poisson regression from independent and weakly dependent observations by model selection, Adaptive wavelet estimation: A block thresholding and oracle inequality approach, Scale calibration for high-dimensional robust regression, BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION, Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean, INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS, Density estimation with contamination: minimax rates and theory of adaptation, Nonparametric estimation of low rank matrix valued function, On estimation of \(L_r\)-norms in Gaussian white noise models, Detection of a signal of known shape in a multichannel system, Numerical differentiation from a viewpoint of regularization theory, Regularization of some linear ill-posed problems with discretized random noisy data, Parameter Choices for Fast Harmonic Spline Approximation, Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses, Sharp adaptive estimation of linear functionals., Random rates in anisotropic regression. (With discussion), Adaptation under probabilistic error for estimating linear functionals, COMPLEXITY ESTIMATES FOR SEVERELY ILL-POSED PROBLEMS UNDER A POSTERIORI SELECTION OF REGULARIZATION PARAMETER, Aggregating estimates by convex optimization, Adaptive wavelet estimation of a density from mixtures under multiplicative censoring, Numerical results concerning a sharp adaptive density estimator, Fast nonparametric estimation for convolutions of densities, On adaptive wavelet estimation of a derivative and other related linear inverse problems, Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process, On adaptive estimation of nonlinear functionals
