English

Uniform estimation of a signal based on inhomogeneous data

Statistics Theory 2016-08-16 v1 Statistics Theory

Abstract

We want to reconstruct a signal based on inhomogeneous data (the amount of data can vary strongly), using the model of regression with a random design. Our aim is to understand the consequences of inhomogeneity on the accuracy of estimation within the minimax framework. Using the uniform metric weighted by a spatially-dependent rate as a benchmark for an estimator accuracy, we are able to capture the deformation of the usual minimax rate in situations with local lacks of data (modelled by a design density with vanishing points). In particular, we construct an estimator both design and smoothness adaptive, and a new criterion is developed to prove the optimality of these deformed rates.

Keywords

Cite

@article{arxiv.math/0610113,
  title  = {Uniform estimation of a signal based on inhomogeneous data},
  author = {Stéphane Gaiffas},
  journal= {arXiv preprint arXiv:math/0610113},
  year   = {2016}
}

Comments

24 pages

R2 v1 2026-07-22T17:43:33.059Z