Estimation of convex bodies

Stochastics Seminar
Friday, October 3, 2014 - 2:05pm
1 hour (actually 50 minutes)
Skiles 006
CREST and Yale University
In this talk we will consider a finite sample of i.i.d. random variables which are uniformly distributed in some convex body in R^d. We will propose several estimators of the support, depending on the information that is available about this set: for instance, it may be a polytope, with known or unknown number of vertices. These estimators will be studied in a minimax setup, and minimax rates of convergence will be given.