• Media type: Text; Report; E-Book
  • Title: On estimation and detection of smooth high-dimensional function
  • Contributor: Ingster, Yuri I. [Author]; Suslina, Irina [Author]
  • Published: Weierstrass Institute for Applied Analysis and Stochastics publication server, 2004
  • Language: English
  • DOI: https://doi.org/10.20347/WIAS.PREPRINT.960
  • Keywords: 62G10 ; article ; 62G20 ; high-dimensional estimation -- high-dimensional signal detection -- minimax hypothesis testing -- separation rates -- Sobolev norms -- lattice problem
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  • Description: Observing an unknown $n$-variables function $f(t), t\in [0,1]^n$ in the white Gaussian noise of a level $\e>0$. We suppose that there exist $1$-periodical (in each variable) $\sigma$-smooth extensions of functions $f(t)$ on $\R^n$ and $f$ belongs to a Sobolev ball, i.e., $\ f\ _{\sigma,2}\leq 1$, where $\ \cdot\ _{\sigma,2}$ is a Sobolev norm (we consider two variants of one). We study two problem: estimation of $f$ and testing of the null hypothesis $H_0: f=0$ against alternatives $\ f\ _2\geq r_\e$. We study the asymptotics (as $\e\to 0,\ n\to\infty$) of the minimax risk for square losses, for estimation problem, and of minimax error probabilities and of minimax separation rates in the detection problem. We show that of $n\to\infty$, then there exist ``sharp separation rates'' in the detection problem. The asymptotics of minimax risks of estimation and of separation rates of testing are of different type for $n\ll \log\e^{-1}$ and for $n\gg \log\e^{-1}$. The problems under consideration are closely related with ``lattice problem'' in the numerical theory.