Results 21 to 30 of about 12,928 (140)
Minimax Structured Normal Means Inference
, 2016 We provide a unified treatment of a broad class of noisy structure recovery problems, known as structured normal means problems. In this setting, the goal is to identify, from a finite collection of Gaussian distributions with different means, the ...
Krishnamurthy, Akshay
core +1 more source
Univariate Mean Change Point Detection: Penalization, CUSUM and Optimality [PDF]
, 2018 The problem of univariate mean change point detection and localization based on a sequence of $n$ independent observations with piecewise constant means has been intensively studied for more than half century, and serves as a blueprint for change point ...
Rinaldo, Alessandro, Wang, Daren, Yu, Yi
core +2 more sources
Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression [PDF]
, 2013 We consider the problem of testing a particular type of composite null hypothesis under a nonparametric multivariate regression model. For a given quadratic functional $Q$, the null hypothesis states that the regression function $f$ satisfies the ...
Comminges, Laëtitia, Dalalyan, Arnak
core +5 more sources
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
SIAM Journal on OptimizationIt is well known that there have been many numerical algorithms for solving nonsmooth minimax problems, numerical algorithms for nonsmooth minimax problems with joint linear constraints are very rare. This paper aims to discuss optimality conditions and develop practical numerical algorithms for minimax problems with joint linear constraints.
Dai, Yu-Hong, Wang, Jiani, Zhang, Liwei
openaire +3 more sources
Minimax signal detection in ill-posed inverse problems
, 2012 Ill-posed inverse problems arise in various scientific fields. We consider the signal detection problem for mildly, severely and extremely ill-posed inverse problems with $l^q$-ellipsoids (bodies), $q\in(0,2]$, for Sobolev, analytic and generalized ...
Ingster, Yuri I. +2 more
core +1 more source
Adaptive circular deconvolution by model selection under unknown error distribution [PDF]
, 2013 We consider a circular deconvolution problem, in which the density $f$ of a circular random variable $X$ must be estimated nonparametrically based on an i.i.d. sample from a noisy observation $Y$ of $X$.
Johannes, Jan, Schwarz, Maik
core +2 more sources
Minimax Control of Constrained Parabolic Systems [PDF]
, 1995 In this paper we formulate and study a minimax control problem for a class of parabolic systems with controlled Dirichlet boundary conditions and uncertain distributed perturbations under pointwise control and state constraints.
Mordukhovich, B.S., Zhang, K.
core
Erich Leo Lehmann---A glimpse into his life and work
, 2011 Through the use of a system-building approach, an approach that includes finding common ground for the various philosophical paradigms within statistics, Erich L.
Rojo, Javier
core +1 more source
Computers and chess masters: The role of AI in transforming elite human performance
British Journal of Psychology, EarlyView.Abstract Advances in Artificial Intelligence (AI) have made significant strides in recent years, often supplementing rather than replacing human performance. The extent of their assistance at the highest levels of human performance remains unclear. We analyse over 11.6 million decisions of elite chess players, a domain commonly used as a testbed for AI
Merim Bilalić, Mario Graf, Nemanja Vaci
wiley +1 more source