Title（标题）：Optimal estimation of a Nonsmooth Functional

Speaker（汇报人）：Professor Mark G. Low Department of Statistics, University of Pennsylvania

Time（功夫）：2011年7月5日（周二）上午9:30 — 10:20

Place（地址）：北京大学理科一号楼（数学学院）1418教室

Abstract（提要）：In this talk I will discuss some recent joint work with Tony Cai on optimal estimation of nonsmooth functionals. These problems exhibit some interesting features that are significantly different from those that occur in estimating smooth functionals. This is a setting where standard techniques fail. I will discuss a new general lower bound technique and illustrate the ideas by focusing on optimal estimation of the L1 norm of a high dimensional normal mean vector. An asymptotically sharp minimax estimator will be presented using approximation theory and Hermite polynomials.

About the speaker（汇报人介绍）：

北京大学统计科学中心