Displaying similar documents to “Numerical solution of parabolic equations in high dimensions”

Minimax nonparametric hypothesis testing for ellipsoids and Besov bodies

Yuri I. Ingster, Irina A. Suslina (2010)

ESAIM: Probability and Statistics

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We observe an infinitely dimensional Gaussian random vector where is a sequence of standard Gaussian variables and is an unknown mean. We consider the hypothesis testing problem alternatives H ε , τ : v V ε for the sets V ε = V ε ( τ , ρ ε ) l 2 . The sets are -ellipsoids of semi-axes with -ellipsoid of semi-axes removed or similar Besov bodies with Besov bodies removed. Here τ = ( κ , R ) or τ = ( κ , h , t , R ) ; κ = ( p , q , r , s ) are the parameters which define the sets for given radii , 0 < ; is the asymptotical...