University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Multivariate intensity estimation via hyperbolic wavelet selection

Multivariate intensity estimation via hyperbolic wavelet selection

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact INI IT.

STS - Statistical scalability

We propose a new statistical procedure that can in some sense overcome the curse of dimensionality without structural assumptions on the function to estimate. It relies on a least-squares type penalized criterion and a new collection of models built from hyperbolic biorthogonal wavelet bases. We study its properties in a unifying intensity estimation framework, where an oracle-type inequality and adaptation to mixed dominating smoothness are shown to hold. We also explain how to implement the estimator with an algorithm whose complexity is manageable. (Reference: JMVA , Volume 161, p.32-57)



This talk is part of the Isaac Newton Institute Seminar Series series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2021 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity