Related papers: Adaptive density estimation: a curse of support?
We propose a new wavelet-based method for density estimation when the data are size-biased. More specifically, we consider a power of the density of interest, where this power exceeds 1/2. Warped wavelet bases are employed, where warping is…
We deal with the problem of the adaptive estimation of the $\mathbb{L}_2$-norm of a probability density on $\mathbb{R}^d$, $d\geq 1$, from independent observations. The unknown density is assumed to be uniformly bounded and to belong to the…
A major challenge in data-driven decision-making is accurate policy evaluation-i.e., guaranteeing that a learned decision-making policy achieves the promised benefits. A popular strategy is model-based policy evaluation, which estimates a…
We investigate the estimation of a weighted density taking the form $g=w(F)f$, where $f$ denotes an unknown density, $F$ the associated distribution function and $w$ is a known (non-negative) weight. Such a class encompasses many examples,…
Many nonparametric regressors were recently shown to converge at rates that depend only on the intrinsic dimension of data. These regressors thus escape the curse of dimension when high-dimensional data has low intrinsic dimension (e.g. a…
The paper deals with finite element approximations of elliptic Dirichlet boundary control problems posed on two-dimensional polygonal domains. Error estimates are derived for the approximation of the control and the state variables. Special…
We prove that the gradient descent training of a two-layer neural network on empirical or population risk may not decrease population risk at an order faster than $t^{-4/(d-2)}$ under mean field scaling. Thus gradient descent training for…
Learning under one-sided feedback (i.e., where we only observe the labels for examples we predicted positively on) is a fundamental problem in machine learning -- applications include lending and recommendation systems. Despite this, there…
We consider the problem of model selection and estimation in situations where the number of parameters diverges with the sample size. When the dimension is high, an ideal method should have the oracle property [J. Amer. Statist. Assoc. 96…
Most approximations for stochastic differential equations with high-dimensional, non-Gaussian inputs suffer from a rapid (e.g., exponential) increase of computational cost, an issue known as the curse of dimensionality. In astrodynamics,…
We study the performances of an adaptive procedure based on a convex combination, with data-driven weights, of term-by-term thresholded wavelet estimators. For the bounded regression model, with random uniform design, and the nonparametric…
Estimating the ratio of two probability densities from finitely many observations of the densities is a central problem in machine learning and statistics with applications in two-sample testing, divergence estimation, generative modeling,…
The reversal curse--a language model's inability to infer an unseen fact "B is A" from a learned fact "A is B"--is widely considered a fundamental limitation. We show that this is not an inherent failure but an artifact of how models encode…
The purpose of this paper is to study the problem of estimating a compactly supported density of probability from noisy observations of its moments. In fact, we provide a statistical approach to the famous Hausdorff classical moment…
We consider the problem of repetitive scenario design where one has to solve repeatedly a scenario design problem and can adjust the sample size (number of scenarios) to obtain a desired level of risk (constraint violation probability). We…
We study nonparametric covariance function estimation for functional data observed with noise at discrete locations on a $d$-dimensional domain. Estimating the covariance function from discretely observed data is a challenging nonparametric…
The density ratio is an important metric for evaluating the relative likelihood of two probability distributions, with extensive applications in statistics and machine learning. However, existing estimation theories for density ratios often…
The concentration of measure phenomena were discovered as the mathematical background of statistical mechanics at the end of the XIX - beginning of the XX century and were then explored in mathematics of the XX-XXI centuries. At the…
Conformal prediction constructs a set of labels instead of a single point prediction, while providing a probabilistic coverage guarantee. Beyond the coverage guarantee, adaptiveness to example difficulty is an important property. It means…
Many real phenomena may be modelled as random closed sets in $\mathbb{R}^d$, of different Hausdorff dimensions. In many real applications, such as fiber processes and $n$-facets of random tessellations of dimension $n\leq d$ in spaces of…