How to Benefit From Noise

TitleHow to Benefit From Noise
Publication TypeTechnical Report
Year of Publication1995
AuthorsPlaskota, L.
Other Numbers996

We compare nonadaptive and adaptive designs for estimating linear functionals in the (minimax) statistical setting. It is known that adaptive designs are no better in the worst case setting for convex and symmetric classes, as well as in the average case setting with Gaussian distributions.In the statistical setting, the opposite is true. Namely, adaptive designs can be significantly better. Moreover, using adaptive designs one can obtain much better estimators for noisy data than for exact data. These results hold because adaption and noisy data make the Monte Carlo simulation possible.

Bibliographic Notes

ICSI Technical Report TR-95-056

Abbreviated Authors

L. Plaskota

ICSI Publication Type

Technical Report