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This paper revisits a fundamental problem in statistical inference from a non-asymptotic theoretical viewpoint $\unicode{x2013}$ the construction of confidence sets. We establish a finite-sample bound for the estimator, characterizing its…

Statistics Theory · Mathematics 2023-01-03 Lang Liu , Zaid Harchaoui

There has been substantial recent work on methods for estimating the slope function in linear regression for functional data analysis. However, as in the case of more conventional finite-dimensional regression, much of the practical…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Peter Hall

We present a theoretical analysis of the approximation properties of convolutional architectures when applied to the modeling of temporal sequences. Specifically, we prove an approximation rate estimate (Jackson-type result) and an inverse…

Machine Learning · Computer Science 2023-05-31 Haotian Jiang , Qianxiao Li

We derive the optimal estimates of the free energies of an arbitrary number of thermodynamic states from nonequilibrium work measurements; the work data are collected from forward and reverse switching processes and obey a fluctuation…

Statistical Mechanics · Physics 2009-11-11 Paul Maragakis , Martin Spichty , Martin Karplus

We study an inverse problem for the wave equation where localized wave sources in random scattering media are to be determined from time resolved measurements of the waves at an array of receivers. The sources are far from the array, so the…

Mathematical Physics · Physics 2016-07-18 Liliana Borcea , Ilker Kocyigit

This paper studies an intriguing phenomenon related to the good generalization performance of estimators obtained by using large learning rates within gradient descent algorithms. First observed in the deep learning literature, we show that…

Machine Learning · Statistics 2022-06-06 Gaspard Beugnot , Julien Mairal , Alessandro Rudi

Transition path sampling is a rare-event method that estimates state-to-state timecorrelation functions in many-body systems from samples of short trajectories. In this framework, it is proposed to bias the importance function using the…

Chemical Physics · Physics 2015-03-13 Manuel Athènes , Mihai-Cosmin Marinica , Thomas Jourdan

In a linear transformation model, there exists an unknown monotone nonlinear transformation function such that the transformed response variable and the predictor variables satisfy a linear regression model. In this paper, we present CENet,…

Methodology · Statistics 2016-04-26 Xin Lu Tan

It is shown that the inert properties of a stationary random process can be expressed in terms of the ratio of its correlation interval to the doubled variance. When using a fixed value of the Planck constant h as a proportionality factor,…

General Physics · Physics 2022-10-10 Mikhail Batanov-Gaukhman

This paper presents adaptive boundary element methods for positive, negative, as well as zero order operator equations, together with proofs that they converge at certain rates. The convergence rates are quasi-optimal in a certain sense…

Numerical Analysis · Mathematics 2012-12-21 Tsogtgerel Gantumur

The nonparametric estimators built by minimizing the mean squared relative error are gaining in popularity for their robustness in the presence of outliers in comparison to the Nadaraya Watson estimators. In this paper we build a relative…

Statistics Theory · Mathematics 2023-11-21 Adel Boucetta , Zohra Guessoum , Elias Ould-Said

In decision-making problems under uncertainty, probabilistic constraints are a valuable tool to express safety of decisions. They result from taking the probability measure of a given set of random inequalities depending on the decision…

Optimization and Control · Mathematics 2021-02-09 Yassine Laguel , Wim van Ackooij , Jérôme Malick , Guilherme Ramalho

This paper presents solutions to the following two common quaternion attitude estimation problems: (i) estimation of attitude using measurement of two reference vectors, and (ii) estimation of attitude using rate measurement and measurement…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Yujendra Mitikiri , Kamran Mohseni

Large-scale kernel approximation is an important problem in machine learning research. Approaches using random Fourier features have become increasingly popular [Rahimi and Recht, 2007], where kernel approximation is treated as empirical…

Machine Learning · Computer Science 2017-05-25 Wei-Cheng Chang , Chun-Liang Li , Yiming Yang , Barnabas Poczos

Nonresponse after probability sampling is a universal challenge in survey sampling, often necessitating adjustments to mitigate sampling and selection bias simultaneously. This study explored the removal of bias and effective utilization of…

Methodology · Statistics 2025-11-13 Kosuke Morikawa , Kenji Beppu , Wataru Aida

We propose an efficient novel path sampling-based framework designed to accelerate the investigation of rare events in complex molecular systems. A key innovation is the shift from sampling restricted path ensemble distributions, as in…

Chemical Physics · Physics 2025-03-28 Gianmarco Lazzeri , Peter G. Bolhuis , Roberto Covino

Frequency estimation from measurements corrupted by noise is a fundamental challenge across numerous engineering and scientific fields. Among the pivotal factors shaping the resolution capacity of any frequency estimation technique are…

Signal Processing · Electrical Eng. & Systems 2024-09-23 Sampath Kumar Dondapati , Omkar Nitsure , Satish Mulleti

The properties of the square bias transformation are studied, in particular, the precise moment-type estimate for the $L_1$-metric between the transformed and the original distributions is proved, a relation between their characteristic…

Probability · Mathematics 2013-12-16 Irina Shevtsova

We study a Bayesian persuasion setting with binary actions (adopt and reject) for Receiver. We examine the following question - how well can Sender perform, in terms of persuading Receiver to adopt, when ignorant of Receiver's utility? We…

Computer Science and Game Theory · Computer Science 2021-05-31 Yakov Babichenko , Inbal Talgam-Cohen , Haifeng Xu , Konstantin Zabarnyi

Ratios of normalizing constants for two distributions are needed in both Bayesian statistics, where they are used to compare models, and in statistical physics, where they correspond to differences in free energy. Two approaches have long…

Statistics Theory · Mathematics 2007-06-13 Radford M. Neal