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Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…

Statistics Theory · Mathematics 2023-01-05 Shayan Hundrieser , Gilles Mordant , Christoph Alexander Weitkamp , Axel Munk

Analysis of non-asymptotic estimation error and structured statistical recovery based on norm regularized regression, such as Lasso, needs to consider four aspects: the norm, the loss function, the design matrix, and the noise model. This…

Machine Learning · Statistics 2015-12-01 Arindam Banerjee , Sheng Chen , Farideh Fazayeli , Vidyashankar Sivakumar

We study the problem of estimating the convex hull of the image $f(X)\subset\mathbb{R}^n$ of a compact set $X\subset\mathbb{R}^m$ with smooth boundary through a smooth function $f:\mathbb{R}^m\to\mathbb{R}^n$. Assuming that $f$ is a…

Optimization and Control · Mathematics 2024-03-11 Thomas Lew , Riccardo Bonalli , Lucas Janson , Marco Pavone

Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this paper we establish asymptotic normality of estimating function…

Statistics Theory · Mathematics 2019-11-18 Frédéric Lavancier , Arnaud Poinas , Rasmus Waagepetersen

Motivated by recent progress of structural optimization problems, the paper presents a new method for constructing the distance function to the boundary of given sets of interest, which simplifies the optimization procedure. We extend the…

Analysis of PDEs · Mathematics 2024-02-01 Takahiro Hasebe , Jun Masamune , Tomoyuki Oka , Kota Sakai , Takayuki Yamada

Functional error estimates are well-established tools for a posteriori error estimation and related adaptive mesh-refinement for the finite element method (FEM). The present work proposes a first functional error estimate for the boundary…

Numerical Analysis · Mathematics 2020-10-29 Stefan Kurz , Dirk Pauly , Dirk Praetorius , Sergey Repin , Daniel Sebastian

This paper begins with a description of methods for estimating image probability density functions that reflects the observation that such data is usually constrained to lie in restricted regions of the high-dimensional image space-not…

Computer Vision and Pattern Recognition · Computer Science 2023-11-14 Peter Tu , Zhaoyuan Yang , Richard Hartley , Zhiwei Xu , Jing Zhang , Yiwei Fu , Dylan Campbell , Jaskirat Singh , Tianyu Wang

Random geometric graphs are random graph models defined on metric spaces. Such a model is defined by first sampling points from a metric space and then connecting each pair of sampled points with probability that depends on their distance,…

Machine Learning · Computer Science 2026-04-10 Han Huang , Pakawut Jiradilok , Elchanan Mossel

Statistical procedures rarely retain all features of the observed data. A sufficient statistic removes information irrelevant to a parameter; a maximum likelihood estimate compresses an empirical objective into an optimizing point; and a…

Methodology · Statistics 2026-05-27 Yuan-chin Ivan Chang

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

This article proposes a new discrete framework for approximating solutions to shape optimization problems under convexity constraints. The numerical method, based on the support function or the gauge function, is guaranteed to generate…

Optimization and Control · Mathematics 2022-03-15 Beniamin Bogosel

We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding on a recent randomized iterated projection algorithm of…

Optimization and Control · Mathematics 2008-06-19 D. Leventhal , A. S. Lewis

A distance mean function measures the average distance of points from the elements of a given set of points (focal set) in the space. The level sets of a distance mean function are called generalized conics. In case of infinite focal points…

Optimization and Control · Mathematics 2026-04-08 Csaba Vincze , Ábris Nagy

The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…

Machine Learning · Statistics 2022-11-15 Hideitsu Hino , Shotaro Akaho , Noboru Murata

In this paper we study Probability Measures (PM) from a functional point of view: we show that PMs can be considered as functionals (generalized functions) that belong to some functional space endowed with an inner product. This approach…

Methodology · Statistics 2015-04-08 Alberto Muñoz , Gabriel Martos , Javier González

Surveillance and surveying are two important applications of empirical research. A major part of terrain modelling is supported by photographic surveys which are used for capturing expansive natural surfaces using a wide range of sensors --…

Image and Video Processing · Electrical Eng. & Systems 2023-05-16 Maniratnam Mandal , Venkatesh K. Subramanian

Abundant literature has been published on approximation methods for the forward initial margin. The most popular ones being the family of regression methods. This paper describes the mathematical foundations on which these regression…

Risk Management · Quantitative Finance 2022-09-30 Lucia Cipolina Kun , Simone Caenazzo , Ksenia Ponomareva

We develop a general assumption-lean framework for constructing uniformly valid confidence sets for functionals defined by moment equalities, referred to as $Z$-functionals. Our approach combines self-normalized statistics with a test…

Statistics Theory · Mathematics 2025-07-11 Woonyoung Chang , Arun Kumar Kuchibhotla

Evaluating the value of new clinical treatment rules based on patient characteristics is important but often complicated by hidden confounding factors in observational studies. Standard methods for estimating the average patient outcome if…

Methodology · Statistics 2025-08-21 Johannes Hruza , Erin Gabriel , Arvid Sjölander , Samir Bhatt , Michael Sachs

Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerated versions. What are…

Machine Learning · Statistics 2020-03-04 Michael Celentano , Andrea Montanari , Yuchen Wu