統計数学セミナー

過去の記録 ~07/21次回の予定今後の予定 07/22~

担当者 吉田朋広、増田弘毅、荻原哲平、小池祐太
セミナーURL http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/
目的 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う.

2008年01月16日(水)

14:50-16:00   数理科学研究科棟(駒場) 122号室
Marc HOFFMANN 氏 (Universite Paris-est Marne la vallee)
Statistical analysis of fragmentation chains
[ 講演概要 ]
We address statistical inference in self-similar conservative fragmentation chains, when only observations on the size of the fragments below a given threshold are available. (Possibly, the measurement of the fragments themselves are subject to further systematic experimental noise.) This framework, introduced by Bertoin and Martinez is motivated by mineral crushing in mining industry. We compute upper and lower rates of estimation for several functionals of the dislocation measure, both in a semi-parametric and a non-parametric framework. The underlying estimated object is the step distribution of the random walk associated to a randomly tagged fragment that evolves along the genealogical tree representation of the fragmentation process. We establish a formal link with the statistical problem of estimating the overshoot of the distribution as the crossing level goes to infinity with the size of the dataset; in particular the difficulty of the estimation problem in the non-parametric case is comparable to ill-posed linear inverse problems of order 1 in signal denoising.
[ 参考URL ]
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2007/15.html