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Constructing Universal, Non-asymptotic Confidence Sets for Intrinsic Means on the Circle

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Geometric Science of Information (GSI 2017)

Part of the book series: Lecture Notes in Computer Science ((LNIP,volume 10589))

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Abstract

We construct confidence sets for the set of intrinsic means on the circle based on i.i.d. data which guarantee coverage of the entire latter set for finite sample sizes without any further distributional assumptions. Simulations demonstrate its applicability even when there are multiple intrinsic means.

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Author information

Authors and Affiliations

  1. Institut für Mathematik, Technische Universität Ilmenau, 98684, Ilmenau, Germany

    Matthias Glock & Thomas Hotz

Authors
  1. Matthias Glock
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  2. Thomas Hotz
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Corresponding author

Correspondence to Thomas Hotz .

Editor information

Editors and Affiliations

  1. Ecole Polytechnique, Palaiseau, France

    Frank Nielsen

  2. Thales Land and Air Systems, Limours, France

    Frédéric Barbaresco

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Glock, M., Hotz, T. (2017). Constructing Universal, Non-asymptotic Confidence Sets for Intrinsic Means on the Circle. In: Nielsen, F., Barbaresco, F. (eds) Geometric Science of Information. GSI 2017. Lecture Notes in Computer Science(), vol 10589. Springer, Cham. https://doi.org/10.1007/978-3-319-68445-1_56

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  • DOI: https://doi.org/10.1007/978-3-319-68445-1_56

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-68444-4

  • Online ISBN: 978-3-319-68445-1

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