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BEGIN:VEVENT
DTSTART;TZID=UTC+2:20190211T140000
DTEND;TZID=UTC+2:20190211T151500
DTSTAMP:20190223T004244
CREATED:20190209T112936Z
LAST-MODIFIED:20190211T094221Z
UID:9780-1549893600-1549898100@crest.science
SUMMARY:Olga KLOPP (CREST and ESSEC) - "Graphon Estimation in cut distance" (Canceled)
DESCRIPTION:The Statistical Seminar: Every Monday at 2:00 pm. \nTime: 2:00 pm – 3:15 pm\nDate: February 11\, 2019\nPlace: Room 3001 \nOlga KLOPP (CREST and ESSEC) – “Graphon Estimation in cut distance” \nAbstract: \nWe consider the twin problems of estimating the connection probability matrix of an inhomogeneous random graph and the graphon of a W-random graph. We establish the minimax estimation rates with respect to the cut metric for classes of block constant matrices and step function graphons. Surprisingly\, our results imply that\, from the minimax point of view\, the raw data\, that is\, the adjacency matrix of the observed graph\, is already optimal and more involved procedures cannot improve the convergence rates for this metric. This phenomenon contrasts with optimal rates of convergence with respect to other classical distances for graphons. \n
URL:http://crest.science/event/olga-klopp-crest-and-essec-graphon-estimation-in-cut-distance
CATEGORIES:Statistics,Statistics and Finance
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