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Estimation of Extreme Values and Associated Level Sets of a Regression Function via Selective Sampling

Published on Aug 09, 20132868 Views

We propose a new method for estimating the locations and the value of an absolute maximum (minimum) of a function from the observations contaminated by random noise. Our goal is to solve the problem u

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Estimation of Extreme Values and Associated Level Sets of a Regression Function via Selective Sampling00:00
Estimation framework00:13
“Passive" and “Active" frameworks - 103:45
“Passive" and “Active" frameworks - 204:09
Previous work - 106:55
Previous work - 207:15
Previous work - 307:50
Previous work - 408:30
Motivation09:08
Main results: Lower bound10:27
Description of an Algorithm - 111:29
Description of an Algorithm - 211:51
Description of an Algorithm - 312:18
Description of an Algorithm - 412:40
Description of an Algorithm - 513:21
Theoretical guarantees: rates of convergence - 113:42
Theoretical guarantees: rates of convergence - 214:37
Theoretical guarantees: rates of convergence - 314:58
Theoretical guarantees: rates of convergence15:39
Comments16:56
Simulation17:45
Scenario 1 - 118:22
Scenario 1 - 218:27
Scenario 2 - 119:03
Scenario 2 - 219:08
Scenario 2 - 319:21
Thank you for your attention!19:53