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Activity Number: 591 - On Shape-Constrained Estimation and Inference
Type: Invited
Date/Time: Thursday, August 3, 2017 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract #324656 View Presentation
Title: Estimation of a Convex Density Support Using Contaminated Data
Author(s): Victor-Emmanuel Brunel*
Companies: MIT

Estimation of the convex support of a density is already well understood, if direct observations from that density are available. In general, very natural estimators, such as the convex hull of the sample, turn out to be optimal in a minimax sense. In this talk, we investigate the following inverse problem: How can one estimate the support of a density, when it is known to be convex, but when the observations are contaminated by some additive noise ?

Authors who are presenting talks have a * after their name.

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