Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Yu. 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
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
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
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
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,
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
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
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
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
Autor:
I. A. Suslina, Yu. I. Ingster
Publikováno v:
Journal of Mathematical Sciences. 118:5570-5585
The minimax signal detection problem for an admissible sets of signals forming a ball with a removed domain around its center has been considered in detail in the recent author's papers. In the present paper, we study additional possibilities arising