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Detecting abrupt changes in random fields
Chambaz, Antoine
HAL, hal-00143663 / Harvested from HAL
This paper is devoted to the study of some asymptotic properties of a M-estimator in a framework of detection of abrupt changes in random field's distribution. This class of problems includes e.g. recovery of sets. It involves various techniques, including M-estimation method, concentration inequalities, maximal inequalities for dependent random variables and phi-mixing. Penalization of the criterion function when the size of the true model is unknown is performed. All the results apply under mild, discussed assumptions. Simple examples are provided.
Publié le : 2002-11-01
Classification:  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]
@article{hal-00143663,
     author = {Chambaz, Antoine},
     title = {Detecting abrupt changes in random fields},
     journal = {HAL},
     volume = {2002},
     number = {0},
     year = {2002},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00143663}
}
Chambaz, Antoine. Detecting abrupt changes in random fields. HAL, Tome 2002 (2002) no. 0, . http://gdmltest.u-ga.fr/item/hal-00143663/