Minimax Boundary Estimation and Estimation with Boundary
Résumé
We derive non-asymptotic minimax bounds for the Hausdorff estimation of $d$-dimensional submanifolds $M \subset \mathbb{R}^D$ with (possibly) non-empty boundary $\partial M$.
The model reunites and extends the most prevalent $\mathcal{C}^2$-type set estimation models: manifolds without boundary, and full-dimensional domains.
We consider both the estimation of the manifold $M$ itself and that of its boundary $\partial M$ if non-empty.
Given $n$ samples, the minimax rates are of order $O\bigl((\log n/n)^{2/d}\bigr)$ if $\partial M = \emptyset$ and $O\bigl((\log n/n)^{2/(d+1)}\bigr)$ if
$\partial M \neq \emptyset$, up to logarithmic factors.
In the process, we develop a Voronoi-based procedure that allows to identify enough points $O\bigl((\log n/n)^{2/(d+1)}\bigr)$-close to $\partial M$ for reconstructing it.
Domaines
Statistiques [math.ST]
Fichier principal
Minimax Boundary Estimation and Estimation with Boundary.pdf (2.42 Mo)
Télécharger le fichier
Origine | Fichiers produits par l'(les) auteur(s) |
---|