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We provide a complete picture of asymptotically minimax estimation of $L_r$-norms (for any $r\ge 1$) of the mean in Gaussian white noise model over Nikolskii-Besov spaces. In this regard, we complement the work of Lepski, Nemirovski and…

Statistics Theory · Mathematics 2021-03-04 Yanjun Han , Jiantao Jiao , Rajarshi Mukherjee

We consider the problem of parameter estimation by the observations of deterministic signal in white gaussian noise. It is supposed that the signal has a singularity of cusp-type. The properties of the maximum likelihood and bayesian…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Serguei Dachian , Yury Kutoyants

Biased stochastic estimators, such as finite-differences for noisy gradient estimation, often contain parameters that need to be properly chosen to balance impacts from the bias and the variance. While the optimal order of these parameters…

Methodology · Statistics 2019-02-14 Henry Lam , Xinyu Zhang , Xuhui Zhang

There are many models, often called unnormalized models, whose normalizing constants are not calculated in closed form. Maximum likelihood estimation is not directly applicable to unnormalized models. Score matching, contrastive divergence…

Machine Learning · Statistics 2018-08-27 Masatoshi Uehara , Takeru Matsuda , Fumiyasu Komaki

There is an intense and partly recent literature focussing on the problem of selecting the bandwidth parameter for kernel density estimators. Available methods are largely `very nonparametric', in the sense of not requiring any knowledge…

Methodology · Statistics 2026-02-17 Nils Lid Hjort

We introduce and discuss shape based models for finding the best interpolation data in compression of images with noise. The aim is to reconstruct missing regions by means of minimizing data fitting term in the $L^2$-norm between the images…

Numerical Analysis · Mathematics 2020-11-05 Zakaria Belhachmi , Thomas Jacumin

Optimal estimation and inference for both the minimizer and minimum of a convex regression function under the white noise and nonparametric regression models are studied in a nonasymptotic local minimax framework, where the performance of a…

Statistics Theory · Mathematics 2024-03-12 T. Tony Cai , Ran Chen , Yuancheng Zhu

In this paper we deal with the regression problem in a random design setting. We investigate asymptotic optimality under minimax point of view of various Bayesian rules based on warped wavelets and show that they nearly attain optimal…

Statistics Theory · Mathematics 2009-08-21 Thanh Mai Pham Ngoc

Towards understanding the fundamental limits of estimation from data of varied quality, we study the problem of estimating a mean parameter from heteroskedastic Gaussian observations where the variances are unknown and may vary arbitrarily…

Statistics Theory · Mathematics 2026-03-17 Yanjun Han , Abhishek Shetty , Jacob Shkrob

An unbiased estimator for the ellipticity of an object in a noisy image is given in terms of the image moments. Three assumptions are made: i) the pixel noise is normally distributed, although with arbitrary covariance matrix, ii) the image…

Cosmology and Nongalactic Astrophysics · Physics 2017-08-09 Nicolas Tessore

This paper establishes a nearly optimal algorithm for estimating the frequencies and amplitudes of a mixture of sinusoids from noisy equispaced samples. We derive our algorithm by viewing line spectral estimation as a sparse recovery…

Information Theory · Computer Science 2013-04-02 Gongguo Tang , Badri Narayan Bhaskar , Benjamin Recht

In many statistical problems, stochastic signals can be represented as a sequence of noisy wavelet coefficients. In this paper, we develop general empirical Bayes methods for the estimation of true signal. Our estimators approximate certain…

Statistics Theory · Mathematics 2007-06-13 Cun-Hui Zhang

The aim of this paper is twofold: In the first part, we leverage recent results on scenario design to develop randomized algorithmsfor approximating the image set of a nonlinear mapping, that is, a (possibly noisy) mapping of a set via a…

Optimization and Control · Mathematics 2015-07-30 Fabrizio Dabbene , Didier Henrion , Constantino Lagoa , Pavel Shcherbakov

This work is intended as a contribution to a wavelet-based adaptive estimator of the memory parameter in the classical semi-parametric framework for Gaussian stationary processes. In particular we introduce and develop the choice of a…

Statistics Theory · Mathematics 2008-03-27 Jean-Marc Bardet , Hatem Bibi , Abdellatif Jouini

We derive non-asymptotic minimax bounds for the Hausdorff estimation of $d$-dimensional submanifolds $M \subset \mathbb{R}^D$ with (possibly) non-empty boundary $\partial M$. The model reunites and extends the most prevalent…

Statistics Theory · Mathematics 2023-03-13 Eddie Aamari , Catherine Aaron , Clément Levrard

Rank estimation is a classical model order selection problem that arises in a variety of important statistical signal and array processing systems, yet is addressed relatively infrequently in the extant literature. Here we present sample…

Methodology · Statistics 2011-08-25 Patrick O. Perry , Patrick J. Wolfe

Estimation and prediction problems for dense signals are often framed in terms of minimax problems over highly symmetric parameter spaces. In this paper, we study minimax problems over l2-balls for high-dimensional linear models with…

Statistics Theory · Mathematics 2012-03-22 Lee Dicker

In this paper, we propose and study construction of confidence bands for shape-constrained regression functions when the predictor is multivariate. In particular, we consider the continuous multidimensional white noise model given by $d…

Statistics Theory · Mathematics 2024-01-24 Ashley , Datta , Somabha Mukherjee , Bodhisattva Sen

Nonparametric density and regression estimators commonly depend on a bandwidth. The asymptotic properties of these estimators have been widely studied when bandwidths are nonstochastic. In practice, however, in order to improve finite…

Statistics Theory · Mathematics 2014-09-02 Carlos Martins-Filho , Paulo Saraiva

Bandwidth selection is crucial in the kernel estimation of density level sets. A risk based on the symmetric difference between the estimated and true level sets is usually used to measure their proximity. In this paper we provide an…

Statistics Theory · Mathematics 2020-01-01 Wanli Qiao