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We formally map the problem of sampling from an unknown distribution with a density in $\mathbb{R}^d$ to the problem of learning and sampling a smoother density in $\mathbb{R}^{Md}$ obtained by convolution with a fixed factorial kernel: the…

Machine Learning · Statistics 2022-06-17 Saeed Saremi , Rupesh Kumar Srivastava

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…

Machine Learning · Computer Science 2022-06-22 Siavash Ameli , Shawn C. Shadden

The authors consider the problem of estimating the density $g$ of independent and identically distributed variables $X\_i$, from a sample $Z\_1, ..., Z\_n$ where $Z\_i=X\_i+\sigma\epsilon\_i$, $i=1, ..., n$, $\epsilon$ is a noise…

Statistics Theory · Mathematics 2008-02-11 Fabienne Comte , Yves Rozenholc , Marie-Luce Taupin

We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary distribution over an interval $I$ which is…

Machine Learning · Computer Science 2013-05-15 Siu-On Chan , Ilias Diakonikolas , Rocco A. Servedio , Xiaorui Sun

We estimate the density and its derivatives using a local polynomial approximation to the logarithm of an unknown density $f$. The estimator is guaranteed to be nonnegative and achieves the same optimal rate of convergence in the interior…

Econometrics · Economics 2020-06-03 Joris Pinkse , Karl Schurter

Robins et al. (2008, 2017) applied the theory of higher order influence functions (HOIFs) to derive an estimator of the mean $\psi$ of an outcome Y in a missing data model with Y missing at random conditional on a vector X of continuous…

Statistics Theory · Mathematics 2026-01-27 Lin Liu , Rajarshi Mukherjee , Whitney K. Newey , James M. Robins

In the context of statistical supervised learning, the noiseless linear model assumes that there exists a deterministic linear relation $Y = \langle \theta_*, X \rangle$ between the random output $Y$ and the random feature vector $\Phi(U)$,…

Machine Learning · Computer Science 2020-10-28 Raphaël Berthier , Francis Bach , Pierre Gaillard

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…

Statistics Theory · Mathematics 2012-02-27 I. Dattner , A. Goldenshluger , A. Juditsky

Convolutional sparse coding (CSC) can learn representative shift-invariant patterns from multiple kinds of data. However, existing CSC methods can only model noises from Gaussian distribution, which is restrictive and unrealistic. In this…

Machine Learning · Computer Science 2020-04-22 Yaqing Wang , James T. Kwok , Lionel M. Ni

We study nonparametric estimation of the diffusion coefficient from discrete data, when the observations are blurred by additional noise. Such issues have been developed over the last 10 years in several application fields and in particular…

Statistics Theory · Mathematics 2011-12-30 Marc Hoffmann , Axel Munk , Johannes Schmidt-Hieber

An algorithm is said to be adaptive to a certain parameter (of the problem) if it does not need a priori knowledge of such a parameter but performs competitively to those that know it. This dissertation presents our work on adaptive…

Machine Learning · Computer Science 2023-07-10 Zhenxun Zhuang

We define a general method for finding a quasi-best approximant in sup-norm to a target density belonging to a given model, based on independent samples drawn from distributions which average to the target (which does not necessarily belong…

Statistics Theory · Mathematics 2025-06-26 Guillaume Maillard

We study a non-parametric approach to multivariate density estimation. The estimators are piecewise constant density functions supported by binary partitions. The partition of the sample space is learned by maximizing the likelihood of the…

Statistics Theory · Mathematics 2015-08-21 Linxi Liu , Wing Hung Wong

Constitutive model discovery refers to the task of identifying an appropriate model structure, usually from a predefined model library, while simultaneously inferring its material parameters. The data used for model discovery are measured…

Machine Learning · Computer Science 2026-01-27 David Anton , Henning Wessels , Ulrich Römer , Alexander Henkes , Jorge-Humberto Urrea-Quintero

Let f_n denote a kernel density estimator of a continuous density f in d dimensions, bounded and positive. Let \Psi(t) be a positive continuous function such that \|\Psi f^{\beta}\|_{\infty}<\infty for some 0<\beta<1/2. Under natural…

Probability · Mathematics 2016-09-07 Evarist Gine , Vladimir Koltchinskii , Joel Zinn

We study the estimation of quadratic Sobolev-type integral functionals of an unknown density on the unit sphere. The functional is defined through fractional powers of the Laplace--Beltrami operator and provides a global measure of…

Statistics Theory · Mathematics 2026-02-05 Claudio Durastanti

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…

Probability · Mathematics 2013-12-03 Erfan Salavati , Bijan Z. Zangeneh

A new gradient-based adaptive sampling method is proposed for design of experiments applications which balances space filling, local refinement, and error minimization objectives while reducing reliance on delicate tuning parameters. High…

Methodology · Statistics 2024-05-09 Lucas Caparini , Gwynn J. Elfring , Mauricio Ponga

We consider the problem of deriving from experimental data an approximation of an unknown function, whose derivatives also approximate the unknown function derivatives. Solving this problem is useful, for instance, in the context of…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Carlo Novara , Angelo Nicolì , Giuseppe C. Calafiore

We consider the problem of estimating an unknown function f* and its partial derivatives from a noisy data set of n observations, where we make no assumptions about f* except that it is smooth in the sense that it has square integrable…

Machine Learning · Statistics 2024-05-17 Eunji Lim