Adaptive estimation of convex and polytopal support
Statistics Theory
2013-09-26 v1 Statistics Theory
Abstract
We estimate the support of a uniform density, when it is assumed to be a convex polytope or, more generally, a convex body in . In the polytopal case, we construct an estimator achieving a rate which does not depend on the dimension , unlike the other estimators that have been proposed so far. For , our estimator has a better risk than the previous ones, and it is nearly minimax, up to a logarithmic factor. We also propose an estimator which is adaptive with respect to the structure of the boundary of the unknown support.
Cite
@article{arxiv.1309.6602,
title = {Adaptive estimation of convex and polytopal support},
author = {Victor-Emmanuel Brunel},
journal= {arXiv preprint arXiv:1309.6602},
year = {2013}
}