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