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Optimal Rates of Convergence of Transelliptical Component Analysis
Transelliptical component analysis Optimal rates of convergence Double asymptotics Minimax lower bound Elliptical copula
2013/6/14
Han and Liu (2012) proposed a method named transelliptical component analysis (TCA) for conducting scale-invariant principal component analysis on high dimensional data with transelliptical distributi...
Optimal rates of convergence for persistence diagrams in Topological Data Analysis
Optimal rates convergence persistence diagrams Topological Data Analysis
2013/6/14
Computational topology has recently known an important development toward data analysis, giving birth to the field of topological data analysis. Topological persistence, or persistent homology, appear...
Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing
Optimal rates convergence null density proportion nonnull effects large-scale multiple testing
2010/3/9
An important estimation problem that is closely related to largescale
multiple testing is that of estimating the null density and the
proportion of nonnull effects. A few estimators have been introd...
Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates
Bermudan options Nonparametric regression Boundary condition；Suboptimal stopping rule
2010/11/1
The problem of pricing Bermudan options using Monte Carlo and a nonparametric regression is considered. We derive optimal nonasymptotic bounds for a lower biased estimate based on the suboptimal stopp...