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We consider the problem of estimating the structural function in nonparametric instrumental regression, where in the presence of an instrument W a response Y is modeled in dependence of an endogenous explanatory variable Z. The proposed…

Statistics Theory · Mathematics 2015-03-13 Jan Johannes , Maik Schwarz

In the present paper, we derive lower bounds for the risk of the nonparametric empirical Bayes estimators. In order to attain the optimal convergence rate, we propose generalization of the linear empirical Bayes estimation method which…

Statistics Theory · Mathematics 2013-06-12 Rida Benhaddou , Marianna Pensky

Asymptotic uniform confidence bands are constructed for a multivariate nonparametric regression model with heteroscedastic noise, employing histogram estimators under flexible partition conditions. The construction is especially applicable…

Statistics Theory · Mathematics 2026-03-02 Natalie Neumeyer , Jan Rabe , Mathias Trabs

We suggest an adaptive sampling rule for obtaining information from noisy signals using wavelet methods. The technique involves increasing the sampling rate when relatively high-frequency terms are incorporated into the wavelet estimator,…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Spiridon Penev

Unlike conventional imaging modalities, such as magnetic resonance imaging, which are often well described by a linear regression framework, coherent imaging systems follow a significantly more complex model. In these systems, the task is…

Statistics Theory · Mathematics 2025-11-19 Hao Xing , Soham Jana , Arian Maleki

This paper presents a Bayesian sampling approach to bandwidth estimation for the local linear estimator of the regression function in a nonparametric regression model. In the Bayesian sampling approach, the error density is approximated by…

Methodology · Statistics 2020-11-10 Han Lin Shang , Xibin Zhang

The paper deals with the non-parametric estimation in the regression with the multiplicative noise. Using the local polynomial fitting and the bayesian approach, we construct the minimax on isotropic H\"older class estimator. Next applying…

Statistics Theory · Mathematics 2012-07-24 M. Chichignoud

In this paper we are concerned with fully automatic and locally adaptive estimation of functions in a "signal + noise"-model where the regression function may additionally be blurred by a linear operator, e.g. by a convolution. To this end,…

Applications · Statistics 2015-03-17 Klaus Frick , Philipp Marnitz , Axel Munk

We present a novel approach for nonparametric regression using wavelet basis functions. Our proposal, $\texttt{waveMesh}$, can be applied to non-equispaced data with sample size not necessarily a power of 2. We develop an efficient proximal…

Machine Learning · Statistics 2019-03-13 Asad Haris , Noah Simon , Ali Shojaie

In this paper, we derive an asymptotic closed--form expression for the error bound on extrapolation of doubly selective mobile MIMO wireless channels. The bound shows the relationship between the prediction error and system design…

Information Theory · Computer Science 2014-07-25 Ramoni Adeogun , Paul Teal , Pawel Dmochowski

We want to reconstruct a signal based on inhomogeneous data (the amount of data can vary strongly), using the model of regression with a random design. Our aim is to understand the consequences of inhomogeneity on the accuracy of estimation…

Statistics Theory · Mathematics 2016-08-16 Stéphane Gaiffas

Recent medical imaging studies have given rise to distinct but inter-related datasets corresponding to multiple experimental tasks or longitudinal visits. Standard scalar-on-image regression models that fit each dataset separately are not…

Methodology · Statistics 2022-01-21 Xin Ma , Suprateek Kundu

The aim of this paper is to present an extension of the well-known as-ymptotic equivalence between density estimation experiments and a Gaussian white noise model. Our extension consists in enlarging the nonparametric class of the…

Probability · Mathematics 2015-03-18 Ester Mariucci

Many statistical practices involve choosing between a full model and reduced models where some coefficients are reduced to zero. Data were used to select a model with estimated coefficients. Is it possible to do so and still come up with an…

Statistics Theory · Mathematics 2007-06-13 Harrison H. Zhou , J. T. Gene Hwang

Many causal estimands, such as average treatment effects under unconfoundedness, can be written as continuous linear functionals of an unknown regression function. We study a weighting estimator that sets weights by a minimax procedure:…

Econometrics · Economics 2025-10-21 Jing Kong

A scheme for locally adaptive bandwidth selection is proposed which sensitively shrinks the bandwidth of a kernel estimator at lowest density regions such as the support boundary which are unknown to the statistician. In case of a…

Statistics Theory · Mathematics 2016-01-25 Tim Patschkowski , Angelika Rohde

We propose a computationally feasible estimator for the needlet trispectrum, which develops earlier work on the bispectrum by Donzelli et al. (2012). Our proposal seems to enjoy a number of useful properties, in particular a) the…

Cosmology and Nongalactic Astrophysics · Physics 2014-07-03 Antonino Troja , Simona Donzelli , Davide Maino , Domenico Marinucci

We study nonparametric change-point estimation from indirect noisy observations. Focusing on the white noise convolution model, we consider two classes of functions that are smooth apart from the change-point. We establish lower bounds on…

Statistics Theory · Mathematics 2007-06-13 A. Goldenshluger , A. Tsybakov , A. Zeevi

This paper presents minimax rates for density estimation when the data dimension $d$ is allowed to grow with the number of observations $n$ rather than remaining fixed as in previous analyses. We prove a non-asymptotic lower bound which…

Statistics Theory · Mathematics 2017-08-16 Daniel J. McDonald

A new image denoising algorithm to deal with the additive Gaussian white noise model is given. Like the non-local means method, the filter is based on the weighted average of the observations in a neighborhood, with weights depending on the…

Other Statistics · Statistics 2011-11-04 Qiyu Jin , Ion Grama , Quansheng Liu