24 research outputs found
Model selection, large deviations and consistency of data-driven tests
We consider three general classes of data-driven statistical tests. Neyman's smooth tests, data-driven score tests and data-driven score tests for statistical inverse problems serve as important special examples for the classes of tests under consideration. Our tests are additionally incorporated with model selection rules. The rules are based on the penalization idea. Most of the optimal penalties, derived in statistical literature, can be used in our tests. We prove general consistency theorems for the tests from those classes. Our proofs make use of large deviations inequalities for deterministic and random quadratic forms. The paper shows that the tests can be applied for simple and composite parametric, semi- and nonparametric hypotheses. Applications to testing in statistical inverse problems and statistics for stochastic processes are also presented
Robust nonparametric detection of objects in noisy images
We propose a novel statistical hypothesis testing method for detection of objects in noisy images. The method uses results from percolation theory and random graph theory. We present an algorithm that allows to detect objects of unknown shapes in the presence of nonparametric noise of unknown level and of unknown distribution. No boundary shape constraints are imposed on the object, only a weak bulk condition for the object's interior is required. The algorithm has linear complexity and exponential accuracy and is appropriate for real-time systems. In this paper, we develop further the mathematical formalism of our method and explore important connections to the mathematical theory of percolation and statistical physics. We prove results on consistency and algorithmic complexity of our testing procedure. In addition, we address not only an asymptotic behavior of the method, but also a finite sample performance of our test
Robust nonparametric detection of objects in noisy images
We propose a novel statistical hypothesis testing method for detection of
objects in noisy images. The method uses results from percolation theory and
random graph theory. We present an algorithm that allows to detect objects of
unknown shapes in the presence of nonparametric noise of unknown level and of
unknown distribution. No boundary shape constraints are imposed on the object,
only a weak bulk condition for the object's interior is required. The algorithm
has linear complexity and exponential accuracy and is appropriate for real-time
systems. In this paper, we develop further the mathematical formalism of our
method and explore important connections to the mathematical theory of
percolation and statistical physics. We prove results on consistency and
algorithmic complexity of our testing procedure. In addition, we address not
only an asymptotic behavior of the method, but also a finite sample performance
of our test.Comment: This paper initially appeared in 2010 as EURANDOM Report 2010-049.
Link to the abstract at EURANDOM repository:
http://www.eurandom.tue.nl/reports/2010/049-abstract.pdf Link to the paper at
EURANDOM repository: http://www.eurandom.tue.nl/reports/2010/049-report.pd
Data-driven efficient score tests for deconvolution problems
We consider testing statistical hypotheses about densities of signals in
deconvolution models. A new approach to this problem is proposed. We
constructed score tests for the deconvolution with the known noise density and
efficient score tests for the case of unknown density. The tests are
incorporated with model selection rules to choose reasonable model dimensions
automatically by the data. Consistency of the tests is proved
Model selection, large deviations and consistency of data-driven tests
We consider three general classes of data-driven statistical tests. Neyman's smooth tests, data-driven score tests and data-driven score tests for statistical inverse problems serve as important special examples for the classes of tests under consideration. Our tests are additionally incorporated with model selection rules. The rules are based on the penalization idea. Most of the optimal penalties, derived in statistical literature, can be used in our tests. We prove general consistency theorems for the tests from those classes. Our proofs make use of large deviations inequalities for deterministic and random quadratic forms. The paper shows that the tests can be applied for simple and composite parametric, semi- and nonparametric hypotheses. Applications to testing in statistical inverse problems and statistics for stochastic processes are also presented.
Algebraic polynomials and moments of stochastic integrals
Introduction.
Connections between special algebraic polynomials and stochastic integrals have a long history (see Wiener [1938], Ito [1951]), and received considerable attention in stochastic analysis (Ikeda and Watanabe [1989], Carlen and Kree [1991], Borodin and Salminen [2002]). Fruitful applications of special polynomials have been found in the theory of Markov processes (Kendall [1959], Karlin and Mc-Gregor [1957]), financial mathematics (Schoutens [2000]), statistics (Diaconis and Zabell [1991]). The book Schoutens [2000] contains an extensive overview of this field of stochastic analysis and its applications.
In this paper, we study a different type of applications of polynomials to stochastic integration. We show that not only properties of special systems of orthogonal polynomials can be used in stochastic analysis, but in fact that elementary properties of many general classes of polynomials lead to fruitful applications in stochastics
Detection of objects in noisy images and site percolation on square lattices
We propose a novel probabilistic method for detection of objects in noisy images. The method uses results from percolation and random graph theories. We present an algorithm that allows to detect objects of unknown shapes in the presence of random noise. Our procedure substantially differs from wavelets-based algorithms. The algorithm has linear complexity and exponential accuracy and is appropriate for real-time systems. We prove results on consistency and algorithmic complexity of our procedure