Detecting abrupt changes in random fields - Archive ouverte HAL
Article Dans Une Revue ESAIM: Probability and Statistics Année : 2002

Detecting abrupt changes in random fields

Antoine Chambaz

Résumé

This paper is devoted to the study of some asymptotic properties of a M-estimator in a framework of detection of abrupt changes in random field's distribution. This class of problems includes e.g. recovery of sets. It involves various techniques, including M-estimation method, concentration inequalities, maximal inequalities for dependent random variables and phi-mixing. Penalization of the criterion function when the size of the true model is unknown is performed. All the results apply under mild, discussed assumptions. Simple examples are provided.
Fichier non déposé

Dates et versions

hal-00143663 , version 1 (26-04-2007)

Identifiants

  • HAL Id : hal-00143663 , version 1

Citer

Antoine Chambaz. Detecting abrupt changes in random fields. ESAIM: Probability and Statistics, 2002, 6, pp.189-209. ⟨hal-00143663⟩
71 Consultations
0 Téléchargements

Partager

More