Theofanis Sapatinas

  1. Nonparametric Regression Estimation with Incomplete Data: Minimax Global Convergence Rates and Adaptivity.

    Authors: Marianna Pensky, Theofanis Sapatinas, Anestis Antoniadis
    Subjects: Methodology
    Abstract

    We consider the nonparametric regression estimation problem of recovering an
    unknown response function $f$ on the basis of incomplete data when the design
    points follow a known density $g$ with a finite number of well separated zeros.
    In particular, we consider two different cases: when $g$ has zeros of a
    polynomial order and when $g$ has zeros of an exponential order. These two
    cases correspond to moderate and severe data losses, respectively.

  2. Minimax image detection from noisy tomographic data.

    Authors: Theofanis Sapatinas, Yuri I. Ingster, Irina A. Suslina
    Subjects: Statistics
    Abstract

    We consider the detection problem of a two-dimensional function from noisy
    observations of its integrals over lines. We study both rate and sharp
    asymptotics for the error probabilities in the minimax setup. By construction,
    the derived tests are non-adaptive. We also construct a minimax rate-optimal
    adaptive test of rather simple structure.

  3. Multichannel Boxcar Deconvolution with Growing Number of Channels.

    Authors: Marianna Pensky, Theofanis Sapatinas
    Subjects: Statistics
    Abstract

    We consider the problem of estimating the unknown response function in the
    multichannel deconvolution model with a boxcar-like kernel which is of
    particular interest in signal processing. It is known that, when the number of
    channels is finite, the precision of reconstruction of the response function
    increases as the number of channels $M$ grow (even when the total number of
    observations $n$ for all channels $M$ remains constant) and this requires that
    the parameter of the channels form a Badly Approximable $M$-tuple.

  4. Minimax Signal Detection in Ill-Posed Inverse Problems.

    Authors: Theofanis Sapatinas, Yurai I. Ingster, Irina A. Suslina
    Subjects: Statistics
    Abstract

    We consider the signal detection problem for mildly, severely and extremely
    ill-posed inverse problems with Sobolev, analytic and generalized analytic
    classes of functions under the Gaussian white noise model. We study both rate
    and sharp asymptotics for the error probabilities in the minimax setup. By
    construction, the derived tests are non-adaptive. For the ill-posed inverse
    problems under consideration, we also construct minimax rate-optimal adaptive
    tests of rather simple structure.

  5. On Bayesian "testimation" and its application to wavelet thresholding.

    Authors: Theofanis Sapatinas, Felix Abramovich, Vadim Grinshtein, Athanasia Petsa
    Subjects: Statistics
    Abstract

    We consider the problem of estimating the unknown response function in the
    Gaussian white noise model. We first utilize the recently developed Bayesian
    maximum a posteriori "testimation" procedure of Abramovich et al. (2007) for
    recovering an unknown high-dimensional Gaussian mean vector. The existing
    results for its upper error bounds over various sparse $l_p$-balls are extended
    to more general cases.

  6. Minimax Goodness-of-Fit Testing in Multivariate Nonparametric Regression.

    Authors: Theofanis Sapatinas, Yuri I. Ingster
    Subjects: Statistics
    Abstract

    We consider an unknown response function $f$ defined on $\Delta=[0,1]^d$,
    $1\le d\le\infty$, taken at $n$ random uniform design points and observed with
    Gaussian noise of known variance.

  7. Minimax Goodness-of-Fit Testing in Multivariate Nonparametric Regression.

    Authors: Theofanis Sapatinas, Yuri I. Ingster
    Subjects: Statistics
    Abstract

    We consider an unknown response function $f$ defined on $\Delta=[0,1]^d$,
    $1\le d\le\infty$, taken at $n$ random uniform design points and observed with
    Gaussian noise of known variance.

  8. Moment properties of multivariate infinitely divisible laws and criteria for self-decomposability.

    Authors: Theofanis Sapatinas, Damodar N. Shanbhag
    Subjects: Statistics
    Abstract

    Ramachandran (1969, Theorem 8) has shown that for any univariate infinitely
    divisible distribution and any positive real number $\alpha$, an absolute
    moment of order $\alpha$ relative to the distribution exists (as a finite
    number) if and only if this is so for a certain truncated version of the
    corresponding L$\acute{\rm e}$vy measure. A generalized version of this result
    in the case of multivariate infinitely divisible distributions, involving the
    concept of g-moments, is given by Sato (1999, Theorem 25.3).

  9. Moment properties of multivariate infinitely divisible laws and criteria for self-decomposability.

    Authors: Theofanis Sapatinas, Damodar N. Shanbhag
    Subjects: Statistics
    Abstract

    Ramachandran (1969, Theorem 8) has shown that for any univariate infinitely
    divisible distribution and any positive real number $\alpha$, an absolute
    moment of order $\alpha$ relative to the distribution exists (as a finite
    number) if and only if this is so for a certain truncated version of the
    corresponding L$\acute{\rm e}$vy measure. A generalized version of this result
    in the case of multivariate infinitely divisible distributions, involving the
    concept of g-moments, is given by Sato (1999, Theorem 25.3).

  10. On Convergence Rates Equivalency and Sampling Strategies in Functional Deconvolution Models.

    Authors: Marianna Pensky, Theofanis Sapatinas
    Subjects: gr. Statistics
    Abstract

    Using the asymptotical minimax framework, we examine convergence rates
    equivalency between a continuous functional deconvolution model and its
    real-life discrete counterpart, over a wide range of Besov balls and for the
    $L^2$-risk. For this purpose, all possible models are divided into three
    groups: {\it uniform}, {\it regular} and {\it irregular}. We formulate the
    conditions when each of these situations takes place.

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