Related papers: Data-driven wavelet-Fisz methodology for nonparame…
This paper deals with the problem of accurately determining guaranteed suboptimal values of an unknown cost function on the basis of noisy measurements. We consider a set-valued variant to regression where, instead of finding a best…
We consider the models Y_{i,n}=\int_0^{i/n} \sigma(s)dW_s+\tau(i/n)\epsilon_{i,n}, and \tilde Y_{i,n}=\sigma(i/n)W_{i/n}+\tau(i/n)\epsilon_{i,n}, i=1,...,n, where W_t denotes a standard Brownian motion and \epsilon_{i,n} are centered i.i.d.…
This work presents an original experimental device conceived to characterise the viscoelastic properties of wood. Classically, the dynamic mechanical analysis of wood is performed using a commercial apparatus like a DMA (Dynamic Mechanical…
We consider the problem of decentralized estimation using wireless sensor networks. Specifically, we propose a novel framework based on level-triggered sampling, a non-uniform sampling strategy, and sequential estimation. The proposed…
Nonstationary high-dimensional time series are increasingly encountered in biomedical research as measurement technologies advance. Owing to the homeostatic nature of physiological systems, such datasets are often located on, or can be well…
A $d$-dimensional nonparametric additive regression model with dependent observations is considered. Using the marginal integration technique and wavelets methodology, we develop a new adaptive estimator for a component of the additive…
This paper considers the nonparametric regression model with negatively super-additive dependent (NSD) noise and investigates the convergence rates of thresholding estimators. It is shown that the term-by-term thresholding estimator…
We investigate function estimation in nonparametric regression models with random design and heteroscedastic correlated noise. Adaptive properties of warped wavelet nonlinear approximations are studied over a wide range of Besov scales,…
For signals belonging to balls in smoothness classes and noise with enough moments, the asymptotic behavior of the minimax quadratic risk among soft-threshold estimates is investigated. In turn, these results, combined with a median…
We propose a nonlinear, wavelet based signal representation that is translation invariant and robust to both additive noise and random dilations. Motivated by the multi-reference alignment problem and generalizations thereof, we analyze the…
Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…
Wavelets are waveform functions that describe transient and unstable variations, such as noises. In this work, we study the advantages of discrete and continuous wavelet transforms (DWT and CWT) of microlensing data to denoise them and…
The algorithm of modified wavelet analysis is discussed. It is based on the weighted least squares approximation. Contrary to the Gaussian as a weight function, we propose to use a compact weight function. The accuracy estimates using the…
This paper studies a Bayesian approach to non-asymptotic minimax adaptation in nonparametric estimation. Estimating an input function on the basis of output functions in a Gaussian white-noise model is discussed. The input function is…
We present a general M-estimation framework for inference on the wavelet variance. This framework generalizes the results on the scale-wise properties of the standard estimator and extends them to deliver the joint asymptotic properties of…
We consider the statistical problem of estimating constituent curves from observations of their aggregated curves, referred to as \textit{aggregated functional data}, in models with strictly positive random errors following a Gamma…
This paper introduces a data-adaptive non-parametric approach for the estimation of time-varying spectral densities from nonstationary time series. Time-varying spectral densities are commonly estimated by local kernel smoothing. The…
We study a distributionally robust mean square error estimation problem over a nonconvex Wasserstein ambiguity set containing only normal distributions. We show that the optimal estimator and the least favorable distribution form a Nash…
This work aims to estimate the drift and diffusion functions in stochastic differential equations (SDEs) driven by a particular class of L\'evy processes with finite jump intensity, using neural networks. We propose a framework that…
This paper proposes an event-triggered variational Bayesian filter for remote state estimation with unknown and time-varying noise covariances. After presetting multiple nominal process noise covariances and an initial measurement noise…