Related papers: On deconvolution with repeated measurements
We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where…
We study the problem nonparametric classification with repeated observations. Let $\bX$ be the $d$ dimensional feature vector and let $Y$ denote the label taking values in $\{1,\dots ,M\}$. In contrast to usual setup with large sample size…
This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing…
Here we present a new non-parametric approach to density estimation and classification derived from theory in Radon transforms and image reconstruction. We start by constructing a "forward problem" in which the unknown density is mapped to…
The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…
We consider the problem of multivariate density deconvolution where the distribution of a random vector needs to be estimated from replicates contaminated with conditionally heteroscedastic measurement errors. We propose a conceptually…
We consider testing statistical hypotheses about densities of signals in deconvolution models. A new approach to this problem is proposed. We constructed score tests for the deconvolution with the known noise density and efficient score…
We survey classical kernel methods for providing nonparametric solutions to problems involving measurement error. In particular we outline kernel-based methodology in this setting, and discuss its basic properties. Then we point to close…
We consider drawing statistical inferences based on data subject to non-Gaussian measurement error. Unlike most existing methods developed under the assumption of Gaussian measurement error, the proposed strategy exploits hypercomplex…
Kernel density estimation is a popular method for estimating unseen probability distributions. However, the convergence of these classical estimators to the true density slows down in high dimensions. Moreover, they do not define meaningful…
This paper considers the deconvolution problem in the case where the target signal is multidimensional and no information is known about the noise distribution. More precisely, no assumption is made on the noise distribution and no samples…
Let $X$ and $Y$ be two independent identically distributed random variables with density $p(x)$ and $Z=\alpha X+\beta Y$ for some constants $\alpha>0$ and $\beta>0$. We consider the problem of estimating $p(x)$ by means of the samples from…
The subject of this paper is the problem of nonparametric estimation of a continuous distribution function from observations with measurement errors. We study minimax complexity of this problem when unknown distribution has a density…
A basic issue in both teaching of and practice of statistics is the interplay between modelling assumptions and inference performance. The general message conveyed is that stronger assumptions lead to better statistical performance of the…
Unlinked regression, in which covariates and responses are observed separately without known correspondence, has recently gained increasing attention. Deconvolution, on the other hand, is a fundamental and challenging problem in…
We consider the problem of estimating a density $f_X$ using a sample $Y_1,...,Y_n$ from $f_Y=f_X\star f_{\epsilon}$, where $f_{\epsilon}$ is an unknown density. We assume that an additional sample $\epsilon_1,...,\epsilon_m$ from…
We propose a new learning-based approach to solve ill-posed inverse problems in imaging. We address the case where ground truth training samples are rare and the problem is severely ill-posed - both because of the underlying physics and…
Let $X_1,...,X_n$ be i.i.d. observations, where $X_i=Y_i+\sigma_n Z_i$ and the $Y$'s and $Z$'s are independent. Assume that the $Y$'s are unobservable and that they have the density $f$ and also that the $Z$'s have a known density $k.$…
We derive multiscale statistics for deconvolution in order to detect qualitative features of the unknown density. An important example covered within this framework is to test for local monotonicity on all scales simultaneously. We…
This paper extends the sample complexity theory for ill-posed inverse problems developed in a recent work by the authors [`Compressed sensing for inverse problems and the sample complexity of the sparse Radon transform', J. Eur. Math. Soc.,…