Displaying similar documents to “Change-point estimation from indirect observations. 1. Minimax complexity”

Iterative feature selection in least square regression estimation

Pierre Alquier (2008)

Annales de l'I.H.P. Probabilités et statistiques

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This paper presents a new algorithm to perform regression estimation, in both the inductive and transductive setting. The estimator is defined as a linear combination of functions in a given dictionary. Coefficients of the combinations are computed sequentially using projection on some simple sets. These sets are defined as confidence regions provided by a deviation (PAC) inequality on an estimator in one-dimensional models. We prove that every projection the algorithm actually improves...

On mean central limit theorems for stationary sequences

Jérôme Dedecker, Emmanuel Rio (2008)

Annales de l'I.H.P. Probabilités et statistiques

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In this paper, we give estimates of the minimal 𝕃 1 distance between the distribution of the normalized partial sum and the limiting gaussian distribution for stationary sequences satisfying projective criteria in the style of Gordin or weak dependence conditions.

Comparison between criteria leading to the weak invariance principle

Olivier Durieu, Dalibor Volný (2008)

Annales de l'I.H.P. Probabilités et statistiques

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The aim of this paper is to compare various criteria leading to the central limit theorem and the weak invariance principle. These criteria are the martingale-coboundary decomposition developed by Gordin in (1969), the projective criterion introduced by Dedecker in (1998), which was subsequently improved by Dedecker and Rio in (2000) and the condition introduced by Maxwell and Woodroofe in (2000) later improved upon...

Non-similarity of Walsh and trigonometric systems

P. Wojtaszczyk (2000)

Studia Mathematica

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We show that in L p for p ≠ 2 the constants of equivalence between finite initial segments of the Walsh and trigonometric systems have power type growth. We also show that the Riemann ideal norms connected with those systems have power type growth.

Oscillations of anharmonic Fourier series and the wave equation.

Alain Haraux, Vilmos Komornik (1985)

Revista Matemática Iberoamericana

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In this paper we have collected some partial results on the sign of u(t,x) where u is a (sufficiently regular) solution of ⎧     utt + (-1)m Δmu = 0     (t,x) ∈ R x Ω ⎨ ⎩     u = ... = Δm-1 u = 0     t ∈ R. These results rely on the study of a sign of almost periodic functions of a special...