Adaptive M-Estimation

In der Zeit vom 28. Februar bis zum 12. März hielt Herr Prof. J.M. Loubes einen Kompaktkurs, bestehend aus acht Vorträgen und Übungen, über das Thema "Adaptive M-Estimation". Der Veranstaltungsort war der Seminarraum im Institut für Mathematische Stochastik (IMS).



Abstract

"Adaptive estimation is concerned with the estimation of a signal when no prior assumption is made on the regularity of the observed functions. Yet, the estimator must be optimal, with regards to it´s rate of convergence. The function to be estimated can be directly observed (direct estimation) or observed through the image of a non invertible operator (inverse problem). The estimators we will construct will use wavelet basis and model selection theory. Applications abound in almost all areas of science and technology, including economics, geology, hydrology, medical imaging, signal processing and meteorology."