• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail

Minimax optimal estimators for general additive functional estimation

Collier, Olivier; Comminges, Laëtitia (2019-08), Minimax optimal estimators for general additive functional estimation. https://basepub.dauphine.fr/handle/123456789/20105

View/Open
ALT_submission_(1).pdf (325.3Kb)
Type
Document de travail / Working paper
External document link
https://hal.archives-ouvertes.fr/hal-02273511
Date
2019-08
Publisher
Cahier de recherche CEREMADE, Université Paris-Dauphine
Series title
Cahier de recherche CEREMADE, Université Paris-Dauphine
Published in
Paris
Pages
19
Metadata
Show full item record
Author(s)
Collier, Olivier
Modélisation aléatoire de Paris X [MODAL'X]
Comminges, Laëtitia
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
In this paper, we observe a sparse mean vector through Gaussian noise and we aim at estimating some additive functional of the mean in the minimax sense. More precisely, we generalize the results of (Collier et al., 2017, 2019) to a very large class of functionals. The optimal minimax rate is shown to depend on the polynomial approximation rate of the marginal functional, and optimal estimators achieving this rate are built.
Subjects / Keywords
Minimax estimation; additive functional; sparsity; polynomial approximation

Related items

Showing items related by title and author.

  • Thumbnail
    Minimax estimation of linear and quadratic functionals on sparsity classes 
    Collier, Olivier; Comminges, Laëtitia; Tsybakov, Alexandre (2017) Article accepté pour publication ou publié
  • Thumbnail
    Optimal adaptive estimation of linear functionals under sparsity 
    Collier, Olivier; Comminges, Laëtitia; Tsybakov, Alexandre; Verzelen, Nicolas (2018) Article accepté pour publication ou publié
  • Thumbnail
    On estimation of nonsmooth functionals of sparse normal means 
    Collier, Olivier; Comminges, Laëtitia; Tsybakov, Alexandre B. (2020-08) Article accepté pour publication ou publié
  • Thumbnail
    Minimax rate of testing in sparse linear regression 
    Carpentier, Alexandra; Collier, Olivier; Comminges, Laëtitia; Tsybakov, Alexandre; Wang, Yuhao (2018) Article accepté pour publication ou publié
  • Thumbnail
    Some effects in adaptive robust estimation under sparsity 
    Collier, Olivier; Comminges, Laëtitia; Tsybakov, Alexandre (2018) Document de travail / Working paper
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo