搜索结果: 1-15 共查到“Rates of convergence”相关记录15条 . 查询时间(0.088 秒)
The Hausdorff distance between a compact convex set K CRd and random sets
K c lRd iS studied. Basic inequalities are derived for the case of K being a convex
subset of K. If applied to special seq...
Optimal Rates of Convergence of Transelliptical Component Analysis
Transelliptical component analysis Optimal rates of convergence Double asymptotics Minimax lower bound Elliptical copula
2013/6/14
Han and Liu (2012) proposed a method named transelliptical component analysis (TCA) for conducting scale-invariant principal component analysis on high dimensional data with transelliptical distributi...
Optimal rates of convergence for persistence diagrams in Topological Data Analysis
Optimal rates convergence persistence diagrams Topological Data Analysis
2013/6/14
Computational topology has recently known an important development toward data analysis, giving birth to the field of topological data analysis. Topological persistence, or persistent homology, appear...
Rates of convergence for nearest neighbor estimators with the smoother regression function
Regression Nonparametric estimation Nearest neighbor Rate of conver-gence
2011/3/25
In regression analysis one wants to estimate the regression function from a data. In this paper we consider the rate of convergence for the nearest neighbor estimator in case that the regression funct...
On rates of convergence in the Curie-Weiss-Potts model with external field
rates of convergence Curie-Weiss-Potts model external field
2010/11/8
Stein's Method provides a way of bounding the distance of a probability distribution to a target distribution. In the present paper we obtain rates of convergence for limit theorems via Stein's Metho...
Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing
Optimal rates convergence null density proportion nonnull effects large-scale multiple testing
2010/3/9
An important estimation problem that is closely related to largescale
multiple testing is that of estimating the null density and the
proportion of nonnull effects. A few estimators have been introd...
Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density
Bayesian nonparametric rates of convergence mixtures of Betas adaptive estimation kernel
2010/3/9
In this paper, we investigate the asymptotic properties of nonparametric
Bayesian mixtures of Betas for estimating a smooth density
on [0, 1]. We consider a parametrization of Beta distributions in
...
On Marcinkiewicz-Zygmund laws of large numbers in Banach spaces and related rates of convergence
Marcinkiewicz-Zygmund laws Banach spaces related rates of convergence
2009/9/24
On Marcinkiewicz-Zygmund laws of large numbers in Banach spaces and related rates of convergence。
On the rates of convergence of simulation based optimization algorithms for optimal stopping problems
optimal stopping simulation based algorithms entropy with bracketing increments of empirical processes
2010/11/2
In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of qu...
Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates
Bermudan options Nonparametric regression Boundary condition；Suboptimal stopping rule
2010/11/1
The problem of pricing Bermudan options using Monte Carlo and a nonparametric regression is considered. We derive optimal nonasymptotic bounds for a lower biased estimate based on the suboptimal stopp...
Consistencies and rates of convergence of jump-penalized least squares estimators
Jump detection adaptive estimation penalized maximum likelihood approximation spaces change-point analysis multiscale resolution analysis
2010/3/18
We study the asymptotics for jump-penalized least squares regression
aiming at approximating a regression function by piecewise
constant functions. Besides conventional consistency and convergence
...
The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation
Berry–Esseen inequalities central limit theorem
2010/12/8
In Dolera, Gabetta and Regazzini [Ann. Appl. Probab. 19 (2009)186–201] it is proved that the total variation distance between the solution f(·, t) of Kac’s equation and the Gaussian density (0,2) has...
OPTIMAL GLOBAL RATES OF CONVERGENCE OF M-ESTIMATES FOR NONPARAMETRIC REGRESSION
Nonparametric regression optimal rate o
2007/12/17
Let (X, Y) be a pair of random variables such that X ranges over [0, 1] and Y is real-valued and let go(X) be the conditional expectation of Y given X. Based on a training sample, the piecewise polyno...
Minimax Optimal Rates of Convergence for Multicategory Classifications
rate of convergence error probability modulus of continuity multicategory classification
2007/12/10
In the problem of
classification (or pattern recognition), given a set of $n$
samples, we attempt to construct a classifier $g_n$ with a small
misclassification error. It is important to study the ...
On rates of convergence for posterior distributions under misspecification
α-covering Bayesian nonparametrics Prior misspecification
2010/4/26
We extend the approach of Walker (2003, 2004) to the case of misspecified models.
A sufficient condition for establishing rates of convergence is given based on a key
identity involving martingales,...