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SUMMARY:Multivariate intensity estimation via hyperbolic wavelet selection
  - Nathalie Akakpo (Laboratoire de Probabilités et Modèles Aléatoires )
DTSTART:20180125T110000Z
DTEND:20180125T120000Z
UID:TALK99133@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:We propose a new statistical procedure that can in some sense 
 overcome the curse of dimensionality without structural assumptions on the
  function to estimate. It relies on a least-squares type penalized criteri
 on and a new collection of models built from hyperbolic biorthogonal wavel
 et bases. We study its properties in a unifying intensity estimation frame
 work\, where an oracle-type inequality and adaptation to mixed dominating 
 smoothness are shown to hold. We also explain how to implement the estimat
 or with an algorithm whose complexity is manageable. (Reference: JMVA\, Vo
 lume 161\, p.32-57)<br><br><br><br>
LOCATION:Seminar Room 2\, Newton Institute
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