Zobrazeno 1 - 10
of 159
pro vyhledávání: '"I. Ingster"'
Autor:
Yu. I. Ingster, I. A. Suslina
Publikováno v:
Journal of Mathematical Sciences. 206:181-196
We observe an unknown d-variable function f = f(t), t = (t 1, . . . , t d) ∈ [0, 1] d , f ∈ L 2([0, 1] d ), in Gaussian white noise of level e > 0. We test the null hypothesis H 0 : f = 0 against an alternative H 1. Under the alternative, we assu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0dd5b5106962007fa04f941beb7704f9
https://doi.org/10.1007/s10958-015-2302-z
https://doi.org/10.1007/s10958-015-2302-z
Publikováno v:
ESAIM: Probability and Statistics. 19:115-134
We observe a N × M matrix of independent, identically distributed Gaussian random variables which are centered except for elements of some submatrix of size n × m where the mean is larger than some a > 0. The submatrix is sparse in the sense that n
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d6652c0405e4e76f54e2e9039cb41682
https://doi.org/10.1051/ps/2014017
https://doi.org/10.1051/ps/2014017
Autor:
Yu. I. Ingster, Natalia Stepanova
Publikováno v:
Journal of Mathematical Sciences. 199:184-201
We study the problem of exact recovery of an unknown multivariate function f observed in the continuous regression model. It is assumed that, in addition to some smoothness constraints, f possesses an additive sparse structure determined by sparsity
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1db1f7ac1c2b9685def7a7b1af3a8dfe
https://doi.org/10.1007/s10958-014-1846-7
https://doi.org/10.1007/s10958-014-1846-7
Autor:
I. A. Suslina, Yu. I. Ingster
Publikováno v:
Journal of Mathematical Sciences. 167:522-530
A major difficulty arising in statistics of multi-variable functions is “the curse of dimensionality:” Rates of accuracy in estimation and separation rates in detection problems behave poorly as the number of variables increases. This difficulty
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::25e0ef0fff8c002792abf1f376c899bb
https://doi.org/10.1007/s10958-010-9939-4
https://doi.org/10.1007/s10958-010-9939-4
Autor:
Yu. I. Ingster, Natalia Stepanova
Publikováno v:
Mathematical Methods of Statistics. 18:310-340
The problems of estimation and detection of an infinitely-variate signal f observed in the continuous white noise model are studied. It is assumed that f belongs to a certain weighted tensor product space. Several examples of such a space are conside
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b48781771283c8a6043f5b04e5a4ae05
https://doi.org/10.3103/s1066530709040024
https://doi.org/10.3103/s1066530709040024
Autor:
Yu. I. Ingster, I. A. Suslina
Publikováno v:
Journal of Mathematical Sciences. 152:897-920
We observe an unknown function of d variables ƒ(t), t ∈ [0, 1]d, in the white Gaussian noise of level e > 0. We assume that {ie4526-01}, where {ie4526-02} is a ball in the Hilbert space {ie4526-03} of tensor product structure. Under minimax setup,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8117a10d555227a82f7464bb0f433466
https://doi.org/10.1007/s10958-008-9107-2
https://doi.org/10.1007/s10958-008-9107-2
Autor:
I. A. Suslina, Yu. I. Ingster
Publikováno v:
Mathematical Methods of Statistics. 16:318-353
The major difficulty arising in statistics of multi-variable functions is “the curse of dimensionality”: the rates of accuracy in estimation and separation rates in detection problems behave poorly when the number of variables increases. This dif
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::26932b81b27226e679a2d61b2f7006f5
https://doi.org/10.3103/s1066530707040035
https://doi.org/10.3103/s1066530707040035
Autor:
Yu. A. Kutoyants, Yu. I. Ingster
Publikováno v:
Mathematical Methods of Statistics. 16:217-245
We propose a goodness-of-fit test for the hypothesis that the observed Poisson point process has a given periodic intensity function against a nonparametric close alternative of known smoothness. We obtain rate and sharp asymptotics for the errors in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d2ba3bd602f83d10af4a53297993f691
https://doi.org/10.3103/s1066530707030039
https://doi.org/10.3103/s1066530707030039
Autor:
Yu. I. Ingster, I. A. Suslina
Publikováno v:
Journal of Mathematical Sciences. 139:6548-6561
We observe an unknown function of infinitely many variables f = f(t), t = (t1, ..., tn, ... ) ∈, [0, 1]∞, in the Gaussian white noise of level e > 0. We suppose that in each variable there exists a 1-periodical σ-smooth extension of the function
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::68eb3dcb08be33b9d5ff16f4711e1eda
https://doi.org/10.1007/s10958-006-0371-8
https://doi.org/10.1007/s10958-006-0371-8
Autor:
I. A. Suslina, Yu. I. Ingster
Publikováno v:
Journal of Mathematical Sciences. 127:1723-1736
We consider an n-channel signal detection system. Each of its channels may contain (or not contain) a signal. We assume that the signal is a function of known shape observed in the white Gaussian noise of level e > 0. Let k be the number of channels
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::961a8e37ade206f9609a70e971835b6c
https://doi.org/10.1007/s10958-005-0133-z
https://doi.org/10.1007/s10958-005-0133-z