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UID:8087@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20150424T140000
DTEND;TZID=Europe/Paris:20150424T150000
DTSTAMP:20241120T210023Z
URL:https://www.i2m.univ-amu.fr/evenements/about-the-estimation-of-multiva
 riate-functions-and-some-related-testing-problems-florent-autin/
SUMMARY:Florent Autin (I2M\, Aix-Marseille Université): About the estimati
 on of multivariate functions and some related testing problems - Florent A
 utin
DESCRIPTION:Florent Autin: In this talk we are interested in both nonparame
 tric multivariate function estimation and testing problems. In the first p
 art of the talk\, we provide wavelet-based methods to estimate functions w
 ith anisotropic smoothness and we study their good asymptotic properties t
 hanks to the minimax and the maxiset approaches. In particular\, we highli
 ght the benefits from using hyperbolic wavelet bases and we discuss the cu
 rse of dimensionality. In the second part\, we focus on hypothesis testing
  problems to detect the structure of multivariate functions. The testing p
 rocedures we propose are proved to be asymptotically optimal and to perfor
 m well in practice as it is shown by many numerical experiments.\n\nRefere
 nces\nAutin\, F.\, Claeskens\, G.\, Freyermuth\, J.-M. (2014). Hyperbolic 
 wavelet thresholding rules: the curse of dimensionality through the maxise
 t approach. Applied an Computational Harmonic Analysis\, vol. 36\, 239-255
 .\n\nAutin\, F.\, Claeskens\, G.\, Freyermuth\, J.-M. (2015). Asymptotic p
 erformance of projection estimators in standard and hyperbolic wavelet bas
 es. Submitted to Bernoulli.\n\nAutin\, F.\, Claeskens\, G.\, Freyermuth\, 
 J.-M.\, Pouet\,C. (2015). Minimax optimal testing for structure of multiva
 riate data. In redaction.\n\n\n
ATTACH;FMTTYPE=image/jpeg:https://www.i2m.univ-amu.fr/wp-content/uploads/2
 020/01/Florent_Autin.jpg
CATEGORIES:Séminaire,Probabilités
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