Séminaire de Probabilités et Statistique
lundi 17 décembre 2007 à 10:30 - UM2 - Bât 09 - Salle 331 (3 ème ét)
Peter Kim (University of Guelph)
Weyl Eigenvalue Asymptotics and Sharp Adaptation on Vector Bundles
This paper examines the estimation of an indirect signal embedded in white noise on vector bundles. It is found that the sharp minimax bound is determined by the degree to which the indirect signal is embedded in the linear operator. Thus when the linear operator has polynomial decay, recovery of the signal is polynomial where the exact minimax constant and rate are determined. Adaptive sharp estimation is carried out using a blockwise shrinkage estimator. Application to the spherical deconvolution problem for the ordinary smooth case is made.