Statistical Estimation and Optimal Recovery

作者: David L. Donoho

DOI: 10.1214/AOS/1176325367

关键词:

摘要: New formulas are given for the minimax linear risk in estimating a functional of an unknown object from indirect data contaminated with random Gaussian noise. The cover variety loss functions, and do not require symmetry convex priori class. It is shown that affine rules within few percent even among nonlinear rules, functions. also difficulty estimation measured by modulus continuity to be estimated. method proof exposes correspondence between estimates statistical problem optimal algorithms theory recovery.

参考文章(13)
C. A. Micchelli, T. J. Rivlin, A Survey of Optimal Recovery Springer, Boston, MA. pp. 1- 54 ,(1977) , 10.1007/978-1-4684-2388-4_1
Jerome Sacks, Donald Ylvisaker, LINEAR ESTIMATION FOR APPROXIMATELY LINEAR MODELS Annals of Statistics. ,vol. 6, pp. 1122- 1137 ,(1978) , 10.1214/AOS/1176344315
Jürgen Pilz, Minimax linear regression estimation with symmetric parameter restrictions Journal of Statistical Planning and Inference. ,vol. 13, pp. 297- 318 ,(1986) , 10.1016/0378-3758(86)90141-2
Jerome Sacks, Donald Ylvisaker, ASYMPTOTICALLY OPTIMUM KERNELS FOR DENSITY ESTIMATION AT A POINT Annals of Statistics. ,vol. 9, pp. 334- 346 ,(1981) , 10.1214/AOS/1176345399
Samuel Karlin, Herman Rubin, The Theory of Decision Procedures for Distributions with Monotone Likelihood Ratio Annals of Mathematical Statistics. ,vol. 27, pp. 272- 299 ,(1956) , 10.1214/AOMS/1177728259
I. A. Ibragimov, A. S. Nemirovskii, R. Z. Khas’minskii, Some Problems on Nonparametric Estimation in Gaussian White Noise Theory of Probability & Its Applications. ,vol. 31, pp. 391- 406 ,(1987) , 10.1137/1131054
Mehmet Zeytinoglu, Max Mintz, Robust fixed size confidence procedures for a restricted parameter space Annals of Statistics. ,vol. 16, pp. 1241- 1253 ,(1984) , 10.1214/AOS/1176346713
Edward W. Packel, Do Linear Problems Have Linear Optimal Algorithms? SIAM Review. ,vol. 30, pp. 388- 403 ,(1988) , 10.1137/1030091
David L. Donoho, Richard C. Liu, Geometrizing Rates of Convergence, II Annals of Statistics. ,vol. 19, pp. 633- 667 ,(1991) , 10.1214/AOS/1176348114