Theory of Adaptive Estimation

Theory of Adaptive Estimation

International Mathematical Union via YouTube Direct link

Intro

1 of 17

1 of 17

Intro

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Theory of Adaptive Estimation

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  1. 1 Intro
  2. 2 Outline of the talk.
  3. 3 Statistical experiment and estimation target.
  4. 4 Statistical experiment. C-risk.
  5. 5 Examples of statistical experiments. Density mod
  6. 6 Examples of statistical experiments. WGN model
  7. 7 Examples of estimation targets.
  8. 8 Minimax approach.
  9. 9 Minimax adaptive approach. Criterion of optimali
  10. 10 Minimax adaptive approach. Fundamental proble
  11. 11 Minimax adaptive approach. Example.
  12. 12 Minimax adaptive approach. Estimation of || | || 2.
  13. 13 Problem formulation.
  14. 14 Selection rule. Notations and assumptions.
  15. 15 E-selection rule for estimating G.
  16. 16 Relation to the adaptive estimation.
  17. 17 Examples of estimator's families satisfying Apert

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