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A new multivariate density estimator for stationary sequences is obtained by Fourier inversion of the thresholded empirical characteristic function. This estimator does not depend on the choice of parameters related to the smoothness of the…

Statistics Theory · Mathematics 2023-05-24 Sinda Ammous , Jérôme Dedecker , Céline Duval

The constant center frequency to bandwidth ratio (Q-factor) of wavelet transforms provides a very natural representation for audio data. However, invertible wavelet transforms have either required non-uniform decimation -- leading to…

Audio and Speech Processing · Electrical Eng. & Systems 2023-01-20 Nicki Holighaus , Günther Koliander , Clara Hollomey , Friedrich Pillichshammer

In this paper we present a blind deconvolution scheme based on statistical wavelet estimation. We assume no prior knowledge of the wavelet, and do not select a reflector from the signal. Instead, the wavelet (ultrasound pulse) is…

Other Computer Science · Computer Science 2015-06-01 Roberto H. Herrera , Zhaorui Liu , Natasha Raffa , Paul Christensen , Adrianus Elvers

Wavelet shrinkage estimators are widely applied in several fields of science for denoising data in wavelet domain by reducing the magnitudes of empirical coefficients. In nonparametric regression problem, most of the shrinkage rules are…

Methodology · Statistics 2021-09-14 Alex Rodrigo dos Santos Sousa , Nancy Lopes Garcia

We conducted a simple experiment in which one pedestrian passed through a crowded area and measured the body-rotational angular velocity with commercial tablets. Then, we developed a new method for predicting crowd density by applying the…

Physics and Society · Physics 2019-03-20 Koki Nagao , Daichi Yanagisawa , Katsuhiro Nishinari

We consider a continuous-time stochastic volatility model. The model contains a stationary volatility process, the multivariate density of the finite dimensional distributions of which we aim to estimate. We assume that we observe the…

Statistics Theory · Mathematics 2014-07-08 Bert van Es , Peter Spreij

We prove optimal convergence results of a stochastic particle method for computing the classical solution of a multivariate McKean-Vlasov equation, when the measure variable is in the drift, following the classical approach of [BT97,…

Probability · Mathematics 2025-11-05 Marc Hoffmann , Yating Liu

One key issue in several astrophysical problems is the evaluation of the density probability function underlying an observational discrete data set. We here review two non-parametric density estimators which recently appeared in the…

Astrophysics · Physics 2009-10-30 Dario Fadda , Eric Slezak , Albert Bijaoui

The forward and inverse wavelet transform using the continuous Morlet basis may be symmetrized by using an appropriate normalization factor. The loss of response due to wavelet truncation is addressed through a renormalization of the…

Data Analysis, Statistics and Probability · Physics 2012-02-28 Robert W. Johnson

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…

Methodology · Statistics 2022-11-29 Arkaprava Roy , Abhra Sarkar

We show that rate-adaptive multivariate density estimation can be performed using Bayesian methods based on Dirichlet mixtures of normal kernels with a prior distribution on the kernel's covariance matrix parameter. We derive sufficient…

Statistics Theory · Mathematics 2013-08-22 Weining Shen , Surya T. Tokdar , Subhashis Ghosal

We construct an adaptive estimator of a density function on $d$ dimensional unit sphere $S^d$ ($d \geq 2 $), using a new type of spherical frames. The frames, or as we call them, stereografic wavelets are obtained by transforming a wavelet…

Statistics Theory · Mathematics 2018-10-15 Bogdan Ćmiel , Karol Dziedziul , Natalia Jarzębkowska

We introduce the concept of compressed convolution, a technique to convolve a given data set with a large number of non-orthogonal kernels. In typical applications our technique drastically reduces the effective number of computations. The…

Instrumentation and Methods for Astrophysics · Physics 2014-01-08 F. Elsner , B. D. Wandelt

Masked Image Modeling (MIM) has garnered significant attention in self-supervised learning, thanks to its impressive capacity to learn scalable visual representations tailored for downstream tasks. However, images inherently contain…

Computer Vision and Pattern Recognition · Computer Science 2025-03-04 Wenzhao Xiang , Chang Liu , Hongyang Yu , Xilin Chen

Estimating the marginal and joint densities of the long-term average intakes of different dietary components is an important problem in nutritional epidemiology. Since these variables cannot be directly measured, data are usually collected…

Methodology · Statistics 2022-05-18 Abhra Sarkar

In the multidimensional setting, we consider the errors-in-variables model. We aim at estimating the unknown nonparametric multivariate regression function with errors in the covariates. We devise an adaptive estimator based on projection…

Statistics Theory · Mathematics 2016-01-13 Michaël Chichignoud , Van Ha Hoang , Thanh Mai Pham Ngoc , Vincent Rivoirard

The empirical wavelet transform is a fully adaptive time-scale representation that has been widely used in the last decade. Inspired by the empirical mode decomposition, it consists of filter banks based on harmonic mode supports. Recently,…

Image and Video Processing · Electrical Eng. & Systems 2024-11-21 Charles-Gérard Lucas , Jérôme Gilles

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…

Statistics Theory · Mathematics 2009-08-21 Jan Johannes

The problem of estimation of density functionals like entropy and mutual information has received much attention in the statistics and information theory communities. A large class of estimators of functionals of the probability density…

Statistics Theory · Mathematics 2013-03-05 Kumar Sricharan , Dennis Wei , Alfred O. Hero

In this paper, we will discuss how to generalize nonparametric density estimators to MLE parametric estimators. Basing on the Parzen window theory and using the advantages of probability amplitude of quantum theory, we model a nonlinear…

Statistics Theory · Mathematics 2008-11-13 Yeong-Shyeong Tsai
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