Adaptive robust estimation in sparse vector model

Jeudi 6 février 14:00-15:00 - Laëtitia Comminges - Paris Dauphine

Résumé : For the sparse vector model we consider estimation of the target vector, of its l2-norm and of the noise variance. We construct adaptive estimators and establish the optimal rates of adaptive estimation when adaptation is considered with respect to the triplet « noise level - noise distribution-sparsity ».

Adaptive robust estimation in sparse vector model  Version PDF