Thursday, October 11, 17:00, room 615
Adaptive nonparametric estimation by selection of estimators
A. V. Gol"denshlyuger
Abstract: The talk is about methods of adaptive nonparametric estimation based on selection of an estimator from a fixed family of linear estimators. We propose a general selection procedure and show that this procedure leads to adaptive minimax estimators in a wide variety of estimation settings. In particular, the resulting estimators can adapt both to unknown smoothness and structure of the function to be estimated.
| 06.10.2012 | Leonid Petrov |