Nonparametric adaptive time-dependent multivariate function estimation

We consider the nonparametric estimation problem of time-dependent multivariate functions observed in a presence of additive cylindrical Gaussian white noise of a small intensity. We derive minimax lower bounds for the $L^2$-risk in the proposed spatio-temporal model as the intensity goes to zero, when the underlying unknown response function is assumed to belong to a ball of appropriately constructed inhomogeneous time-dependent multivariate functions, motivated by practical applications. Furthermore, we propose both non-adaptive linear and adaptive non-linear wavelet estimators that are asymptotically optimal (in the minimax sense) in a wide range of the so-constructed balls of inhomogeneous time-dependent multivariate functions. The usefulness of the suggested adaptive nonlinear wavelet estimator is illustrated with the help of simulated and real-data examples.

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Additional Info

Field Value
Source https://hal.science/hal-00746516
Author Bigot, Jérémie, Sapatinas, Theofanis
Maintainer CCSD
Last Updated October 30, 2026, 05:23 (UTC)
Created October 30, 2026, 05:23 (UTC)
Identifier hal-00746516
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Département de Mathématiques, Informatique, Automatique (DMIA) ; Institut Supérieur de l'Aéronautique et de l'Espace (ISAE-SUPAERO)
creator Bigot, Jérémie
date 2012-10-29T00:00:00
harvest_object_id b18e1f6f-af91-4b93-a440-1007afdd27fa
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2024-11-14T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1210.7640
set_spec type:UNDEFINED