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Adaptive estimation of convex and polytopal support

25 September 2013
Victor-Emmanuel Brunel
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Abstract

We estimate the support of a uniform density, when it is assumed to be a convex polytope or, more generally, a convex body in Rd\R^dRd. In the polytopal case, we construct an estimator achieving a rate which does not depend on the dimension ddd, unlike the other estimators that have been proposed so far. For d≥3d\geq 3d≥3, our estimator has a better risk than the previous ones, and it is nearly minimax, up to a logarithmic factor. We also propose an estimator which is adaptive with respect to the structure of the boundary of the unknown support.

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