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SUMMARY:Statistical estimation of a multifractal function - Marc Hoffmann 
 (Paris)
DTSTART:20091113T160000Z
DTEND:20091113T170000Z
UID:TALK20011@talks.cam.ac.uk
CONTACT:Richard Nickl
DESCRIPTION:In nonparametric statistics\, the accuracy for recovering a de
 nsity from a sample or a signal corrupted by noise is governed by\nthe smo
 othness of the target function. This smoothness is usually measured in som
 e global norm like Sobolev or Holder. In this talk\, we\nconsider signals 
 with local smoothness that change abruptly from one point to another and t
 hat exhibit a so-called multifractal behaviour.\nWe will describe the prob
 lem of nonparametric estimation in this setting\, relying on the work of J
 affard on the Frish-Parisi conjecture\ntogether with the modern formulatio
 n of wavelet estimation over atomic spaces by Kerkyacharian and Picard. We
  will show how the\nmultifractal setting allows to revisit some classical 
 nonparametric estimation results and somehow sheds new light on some speci
 fic\nexamples.\n
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0WB
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