dc.contributor.author | Marteau, C. | en |
dc.contributor.author | Sapatinas, Theofanis | en |
dc.creator | Marteau, C. | en |
dc.creator | Sapatinas, Theofanis | en |
dc.date.accessioned | 2019-12-02T10:36:55Z | |
dc.date.available | 2019-12-02T10:36:55Z | |
dc.date.issued | 2015 | |
dc.identifier.issn | 1935-7516 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57270 | |
dc.description.abstract | We are concerned with minimax signal detection. In this setting, we discuss non-asymptotic and asymptotic approaches through a unified treatment. In particular, we consider a Gaussian sequence model that contains classical models as special cases, such as, direct, well-posed inverse and ill-posed inverse problems. Working with certain ellipsoids in the space of squared-summable sequences of real numbers, with a ball of positive radius removed, we compare the construction of lower and upper bounds for the minimax separation radius (non-asymptotic approach) and the minimax separation rate (asymptotic approach) that have been proposed in the literature. Some additional contributions, bringing to light links between non-asymptotic and asymptotic approaches to minimax signal, are also presented. An example of a mildly ill-posed inverse problem is used for illustrative purposes. In particular, it is shown that tools used to derive ‘asymptotic’ results can be exploited to draw ‘non-asymptotic’ conclusions, and vice-versa. In order to enhance our understanding of these two minimax signal detection paradigms, we bring into light hitherto unknown similarities and links between non-asymptotic and asymptotic approaches. © 2015, Institute of Mathematical Statistics. All rights reserved. | en |
dc.source | Statistics Surveys | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84961793591&doi=10.1214%2f15-SS112&partnerID=40&md5=dc90475b5a7079bde2d4063a52381e8f | |
dc.subject | Gaussian sequence models | en |
dc.subject | Ill-posed and wellposed inverse problems | en |
dc.subject | Minimax signal detection | en |
dc.title | A unified treatment for non-asymptotic and asymptotic approaches to minimax signal detection | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1214/15-SS112 | |
dc.description.volume | 9 | |
dc.description.startingpage | 253 | |
dc.description.endingpage | 297 | |
dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
dc.type.uhtype | Article | en |
dc.source.abbreviation | Stat.Surv | en |
dc.contributor.orcid | Sapatinas, Theofanis [0000-0002-6126-4654] | |
dc.gnosis.orcid | 0000-0002-6126-4654 | |