BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//CREST - ECPv5.1.3//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:CREST
X-ORIGINAL-URL:https://crest.science
X-WR-CALDESC:Events for CREST
BEGIN:VTIMEZONE
TZID:Europe/Paris
BEGIN:DAYLIGHT
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
TZNAME:CEST
DTSTART:20190331T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
DTSTART:20191027T010000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20191118T140000
DTEND;TZID=Europe/Paris:20191118T151500
DTSTAMP:20260713T011311
CREATED:20190918T135010Z
LAST-MODIFIED:20190918T135010Z
UID:12324-1574085600-1574090100@crest.science
SUMMARY:Sven WANG (Université de Cambridge) - "Convergence rates for penalised least squares estimators in PDE-constrained regression problems"
DESCRIPTION:\nThe Statistical Seminar: Every Monday at 2:00 pm.\nTime: 2:00 pm – 3:15 pm\nDate: 18th of November 2019\nPlace: Room 3001.\nSven WANG (Université de Cambridge) – “Convergence rates for penalised least squares estimators in PDE-constrained regression problems“ \nAbstract: In this talk\, we study the convergence rates for Tikhonov-type penalised least squares estimators (with Sobolev-norm type penalty) in non-linear statistical inverse problems. \nOur main example is a non-parametric statistical model where the parameter f is an unknown heat conductivity function in a steady state heat equation [which is second order elliptic PDE] and a ‘noisy version’ the solution u[f] to the boundary value problem corresponding to f is observed. Here\, the map from f to u[f] is non-linear and induces a set of functions with a PDE – constraint \, and f needs to be modelled with a non-negativity constraint. Under some general conditions on the map from f to u[f]\, we prove convergence rates for f and the associated plug-in estimator for u[f]. The PDE-constrained regression problem is solved a minimax-optimal way. \nOrganizers:\nCristina BUTUCEA\, Alexandre TSYBAKOV\, Julie JOSSE\, Eric MOULINES\, Mathieu ROSENBAUM\nSponsors:\nCREST-CMAP\n \n\n
URL:https://crest.science/event/sven-wang/
CATEGORIES:Statistics
ATTACH;FMTTYPE=:
END:VEVENT
END:VCALENDAR