minimax estimation
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Minimax estimation for time series models

METRON ◽  
2021 ◽  
Author(s):  
Yan Liu ◽  
Masanobu Taniguchi
Keyword(s):  
Time Series ◽  
Minimax Estimation ◽  
Time Series Models

Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory

2021 ◽  
pp. 109177
Author(s):  
Qihu Zhang ◽  
Cheolwoo Park ◽  
Jongik Chung
Keyword(s):  
Time Series ◽  
Long Memory ◽  
Minimax Estimation ◽  
High Dimensional

Minimax estimation of a restricted mean for a one-parameter exponential family

2021 ◽  
Vol 212 ◽  
pp. 114-125
Author(s):  
Éric Marchand ◽  
Fanny Rancourt ◽  
William E. Strawderman
Keyword(s):  
Exponential Family ◽  
Minimax Estimation

scholarly journals Minimax estimation of smooth optimal transport maps

2021 ◽  
Vol 49 (2) ◽  
Author(s):  
Jan-Christian Hütter ◽  
Philippe Rigollet
Keyword(s):  
Optimal Transport ◽  
Minimax Estimation ◽  
Transport Maps

scholarly journals Exact Minimax Estimation for Phase Synchronization

2021 ◽  
pp. 1-1
Author(s):  
Chao Gao ◽  
Anderson Y. Zhang
Keyword(s):  
Phase Synchronization ◽  
Minimax Estimation

Approximate Minimax Estimation of Functionals of Solutions to the Wave Equation under Nonlinear Observations

2020 ◽  
Vol 56 (5) ◽  
pp. 793-801
Author(s):  
O. A. Kapustian ◽  
O. G. Nakonechnyi
Keyword(s):  
Wave Equation ◽  
Minimax Estimation

scholarly journals Minimax estimation of large precision matrices with bandable Cholesky factor

2020 ◽  
Vol 48 (4) ◽  
pp. 2428-2454
Author(s):  
Yu Liu ◽  
Zhao Ren
Keyword(s):  
Minimax Estimation ◽  
Cholesky Factor

scholarly journals Minimax Estimation of Divergences between Discrete Distributions

2020 ◽  
pp. 1-1
Author(s):  
Yanjun Han ◽  
Jiantao Jiao ◽  
Tsachy Weissman
Keyword(s):  
Minimax Estimation ◽  
Discrete Distributions

scholarly journals ADAPTIVE MINIMAX ESTIMATION OF VIDEO-DATA IN AEROSPACE MONITORING APPLICATIONS

2020 ◽  
pp. 27-32
Author(s):  
V.V. Vasilevskiy
Keyword(s):  
Data Processing ◽  
Computational Algorithm ◽  
Adaptive Estimation ◽  
Video Data ◽  
Minimax Estimation ◽  
Model Parameters ◽  
Image Model ◽  
Minimax Estimate ◽  
Monitoring Applications ◽  
Aerospace Monitoring

This article is dedicated to the problem of increasing the performance of aerospace monitoring and automatic video-data processing under prior uncertainty. The development of adaptive minimax estimate for the image model parameters is proposed, and the computational algorithm for adaptive estimation of video-data is described.

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