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Hung Chen

2012-09-21
12:30:00 - 14:30:00

103 , Mathematics Research Center Building (ori. New Math. Bldg.)

In this talk, we will go over the paper entitled “modern statistical estimation via oracle inequalities” by E.J. Candes (Acta Numerica, 2006). In particular, we will start with classical estimation problem known as ‘Wiener filtering’ in the electrical engineering literature and modern sequence space view. Then give a quick review on the theory of nonparametric estimation of the regression and density. We then present the basic results on minimax lower bounds and discuss Pinsker’s theorem, oracle inequalities, Stein shrinkage, and sharp minimax adaptivity.