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A defining feature of non-stationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for…

Data Analysis, Statistics and Probability · Physics 2020-10-08 Rudi Schäfer , Sonja Barkhofen , Thomas Guhr , Hans-Jürgen Stöckmann , Ulrich Kuhl

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate…

Econometrics · Economics 2024-06-19 Matthew D. Cocci , Mikkel Plagborg-Møller

We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…

Statistics Theory · Mathematics 2019-07-09 Ankit Pensia , Varun Jog , Po-Ling Loh

Descriptive statistics for parametric models are currently highly sensative to departures, gross errors, and/or random errors. Here, leveraging the structures of parametric distributions and their central moment kernel distributions, a…

Statistics Theory · Mathematics 2024-09-11 Li Tuobang

In the context of computer models, calibration is the process of estimating unknown simulator parameters from observational data. Calibration is variously referred to as model fitting, parameter estimation/inference, an inverse problem, and…

Methodology · Statistics 2023-10-16 Richard D. Wilkinson , Christopher W. Lanyon

This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level sets of criterion functions whose boundary points may depend…

Econometrics · Economics 2018-04-12 Hiroaki Kaido , Jiaxuan Li , Marc Rysman

This work addresses the finite-time enclosing control problem where a set of followers are deployed to encircle and rotate around multiple moving targets with a predefined spacing pattern in finite time. A novel distributed and continuous…

Optimization and Control · Mathematics 2022-02-02 Liang Zhang

Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…

Statistics Theory · Mathematics 2024-11-22 Clément Dombry , Ahmed Zaoui

In the literature, points and conics have been major features for camera geometric calibration. Although conics are more informative features than points, the loss of the conic property under distortion has critically limited the utility of…

Computer Vision and Pattern Recognition · Computer Science 2024-03-12 Chaehyeon Song , Jaeho Shin , Myung-Hwan Jeon , Jongwoo Lim , Ayoung Kim

This paper presents a general framework for the estimation of regression models with circular covariates, where the conditional distribution of the response given the covariate can be specified through a parametric model. The estimation of…

Methodology · Statistics 2023-06-06 María Alonso-Pena , Irène Gijbels , Rosa M. Crujeiras

Regression models are essential for a wide range of real-world applications. However, in practice, target values are not always precisely known; instead, they may be represented as intervals of acceptable values. This challenge has led to…

Machine Learning · Computer Science 2025-12-08 Tung L Nguyen , Toby Dylan Hocking

We introduce a novel family of projected distributions on the circle and the sphere, namely the circular and spherical projected Cauchy distributions, as promising alternatives for modelling circular and spherical data. The circular…

Methodology · Statistics 2024-09-12 Michail Tsagris , Omar Alzeley

In decision theoretic estimation of parameters in Euclidean space $\mathbb{R}^p$, the action space is chosen to be the convex closure of the estimand space. In this paper, the concept has been extended to the estimation of circular…

Statistics Theory · Mathematics 2016-06-28 Kanika , Somesh Kumar

Singularities of a statistical model are the elements of the model's parameter space which make the corresponding Fisher information matrix degenerate. These are the points for which estimation techniques such as the maximum likelihood…

Statistics Theory · Mathematics 2019-07-25 Nhat Ho , XuanLong Nguyen

Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…

Methodology · Statistics 2020-07-14 Fernand A. Quintana , Peter Mueller , Alejandro Jara , Steven N. MacEachern

We study the problem of adaptively controlling a known discrete-time nonlinear system subject to unmodeled disturbances. We prove the first finite-time regret bounds for adaptive nonlinear control with matched uncertainty in the stochastic…

Machine Learning · Computer Science 2020-11-30 Nicholas M. Boffi , Stephen Tu , Jean-Jacques E. Slotine

The estimation of parameters from data is a common problem in many areas of the physical sciences, and frequently used algorithms rely on sets of simulated data which are fit to data. In this article, an analytic solution for…

Data Analysis, Statistics and Probability · Physics 2022-09-27 Daniel Britzger

We study the problem of robustly estimating the mean of a $d$-dimensional distribution given $N$ examples, where most coordinates of every example may be missing and $\varepsilon N$ examples may be arbitrarily corrupted. Assuming each…

Data Structures and Algorithms · Computer Science 2021-05-04 Lunjia Hu , Omer Reingold

Consider a square matrix with independent and identically distributed entries of zero mean and unit variance. It is well known that if the entries have a finite fourth moment, then, in high dimension, with high probability, the spectral…

Combinatorics · Mathematics 2018-05-31 Charles Bordenave , Pietro Caputo , Djalil Chafai , Konstantin Tikhomirov