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CATEGORIES:Isaac Newton Institute Seminar Series
SUMMARY:Adaptive Confidence Bands for Shape-Restricted Reg
ression in Multi-dimension using Multiscale Tests
- Bodhisattva Sen (Columbia University)
DTSTART;TZID=Europe/London:20180319T133000
DTEND;TZID=Europe/London:20180319T143000
UID:TALK102571AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/102571
DESCRIPTION:Co-author: Pratyay Datta (Columbia Universi
ty)
We consider a mult
idimensional (continuous) Gaussian white noise reg
ression model. We define suitable multiscale tests
in this scenario. Utilizing these tests we constr
uct confidence bands for the underlying regression
function with guaranteed coverage probability\,
assuming that the underlying function is isotonic
or convex. These confidence bands are shown to be
asymptotically optimal in an appropriate sense. C
omputational issues will also be discussed.
LOCATION:Seminar Room 1\, Newton Institute
CONTACT:INI IT
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