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SUMMARY:Adaptive Confidence Bands for Shape-Restricted Regression in Multi
 -dimension using Multiscale Tests - Bodhisattva Sen (Columbia University)
DTSTART:20180319T133000Z
DTEND:20180319T143000Z
UID:TALK102571@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:<span>Co-author: Pratyay Datta		(Columbia University)        <
 br></span><span><br>We consider a multidimensional (continuous) Gaussian w
 hite noise regression model. We define suitable multiscale tests in this s
 cenario. Utilizing these tests we construct confidence bands for the under
 lying regression function with guaranteed   coverage probability\, assumin
 g that the underlying function is isotonic or convex. These confidence ban
 ds are shown to be asymptotically optimal in an appropriate sense. Computa
 tional issues will also be discussed.</span>
LOCATION:Seminar Room 1\, Newton Institute
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