The UNIVERSITY OF EDINBURGH
SCHOOL OF MATHEMATICS
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Date: Friday 9 November 2012 at 4pm
Location: 5215 JCMB
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* note an unusual time and room
Oleg Lepski (Universite de Provence, France)
"Upper functions for a collection of random variables and adaptive
estimation"
(joint with School of Mathematics Colloquium)
Abstract
The main objective of the talk is to look from a unique point of view at
some phenomena arising in different areas of probability theory and
mathematical statistics. In particular we will try to understand what is
common between classical probabilistic results, such as the law of
iterated logarithm for example, and a well-known problem in adaptive
estimation called price to pay for adaptation. Why do there exist two
different kinds of this price? It turns out that all of these and many
others problems can be reduced to finding an upper function for a
collection of positive random variables.
There will be tea and coffee *before* the talk.
This seminar series is a part of Maxwell Institute seminar series.
The seminar website (in google calendar):
http://www.maths.ed.ac.uk/events/statistics
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