Article Dans Une Revue Annales de l'I.H.P. Probabilités et statistiques Année : 2008

Change-point estimation from indirect observations. 1. Minimax complexity

Résumé

We consider the problem of nonparametric estimation of signal singularities from indirect and noisy observations. Here by singularity, we mean a discontinuity (change-point) of the signal or of its derivative. The model of indirect observations we consider is that of a linear transform of the signal, observed in white noise. The estimation problem is analyzed in a minimax framework. We provide lower bounds for minimax risks and propose rate-optimal estimation procedures.

Dates et versions

hal-00340269 , version 1 (20-11-2008)

Identifiants

Citer

Alexander Goldenshluger, Anatoli B. Juditsky, Alexandre B. Tsybakov, Assaf Zeevi. Change-point estimation from indirect observations. 1. Minimax complexity. Annales de l'I.H.P. Probabilités et statistiques, 2008, 44 (5), pp.787-818. ⟨10.1214/07-AIHP110⟩. ⟨hal-00340269⟩
212 Consultations
0 Téléchargements

Altmetric

Partager

  • More