Related papers: Consistance d'un estimateur de minimum de variance…

Quantum metrology offers an enhanced performance in experiments such as gravitational wave-detection, magnetometry or atomic clocks frequency calibration. The enhancement, however, requires a delicate tuning of relevant quantum features…

We give a general unified method that can be used for $L_1$ {\em closeness testing} of a wide range of univariate structured distribution families. More specifically, we design a sample optimal and computationally efficient algorithm for…

Inspired by the key principle behind the EM algorithm, we propose a general methodology for conducting wavelet estimation with irregularly-spaced data by viewing the data as the observed portion of an augmented regularly-spaced data set. We…

This paper describes a generalization of the Hellinger distance which we call the S -Hellinger distance; this general family connects the Hellinger distance smoothly with the $L_2$-divergence by a tuning parameter $\alpha$ and is indeed a…

Gradient descent is a widely used iterative algorithm for finding local minima in multivariate functions. However, the final iterations often either overshoot the minima or make minimal progress, making it challenging to determine an…

We consider the problem of estimating the covariance structure of a random vector $Y\in \mathbb R^d$ from a sample $Y_1,\ldots,Y_n$. We are interested in the situation when $d$ is large compared to $n$ but the covariance matrix $\Sigma$ of…

kNN based ensemble methods minimise the effect of outliers by identifying a set of data points in the given feature space that are nearest to an unseen observation in order to predict its response by using majority voting. The ordinary…

We consider the problem of joint estimation of structured covariance matrices. Assuming the structure is unknown, estimation is achieved using heterogeneous training sets. Namely, given groups of measurements coming from centered…

In the setting of real vector spaces, we establish a general set-valued Ekeland variational principle (briefly, denoted by EVP), where the objective function is a set-valued map taking values in a real vector space quasi-ordered by a convex…

Biological and physical systems often exhibit distinct structures at different spatial/temporal scales. Persistent homology is an algebraic tool that provides a mathematical framework for analyzing the multi-scale structures frequently…

We give a simple conceptual proof of the consistency of a test for multivariate uniformity in a bounded set $K \subset \mathbb{R}^d$ that is based on the maximal spacing generated by i.i.d. points $X_1, \ldots,X_n$ in $K$, i.e., the volume…

We show that a simple modification of the 1-nearest neighbor classifier yields a strongly Bayes consistent learner. Prior to this work, the only strongly Bayes consistent proximity-based method was the k-nearest neighbor classifier, for k…

Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and tau-estimators among others. However, the finite-sample efficiency of…

This paper explores methods for estimating or approximating the total variation distance and the chi-squared divergence of probability measures within topological sample spaces, using independent and identically distributed samples. Our…

In this paper, we address the classification of instances each characterized not by a singular point, but by a distribution on a vector space. We employ the Wasserstein metric to measure distances between distributions, which are then used…

We prove a series of results on the size of distance sets corresponding to sets in the Euclidean space. These distances are generated by bounded convex sets and the results depend explicitly on the geometry of these sets. We also use a…

Many authors have studied the phenomenon of typically Gaussian marginals of high-dimensional random vectors; e.g., for a probability measure on $\R^d$, under mild conditions, most one-dimensional marginals are approximately Gaussian if $d$…

The mean ergodic theorem is equivalent to the assertion that for every function K and every epsilon, there is an n with the property that the ergodic averages A_m f are stable to within epsilon on the interval [n,K(n)]. We show that even…

Log-Euclidean distances are commonly used to quantify the similarity between positive definite matrices using geometric considerations. This paper analyzes the behavior of this distance when it is used to measure closeness between…

This paper proposes minimum sliced distance estimation in structural econometric models with possibly parameter-dependent supports. In contrast to likelihood-based estimation, we show that under mild regularity conditions, the minimum…