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Given a random sample of points from some unknown density, we propose a data-driven method for estimating density level sets under the r-convexity assumption. This shape condition generalizes the convexity property. However, the main…

Statistics Theory · Mathematics 2019-05-09 Alberto Rodríguez-Casal , Paula Saavedra-Nieves

We show that DBSCAN can estimate the connected components of the $\lambda$-density level set $\{ x : f(x) \ge \lambda\}$ given $n$ i.i.d. samples from an unknown density $f$. We characterize the regularity of the level set boundaries using…

Machine Learning · Statistics 2017-07-24 Heinrich Jiang

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…

Statistics Theory · Mathematics 2013-10-09 Thanh Mai Pham Ngoc

This paper addresses the following simple question about sparsity. For the estimation of an $n$-dimensional mean vector $\boldsymbol{\theta}$ in the Gaussian sequence model, is it possible to find an adaptive optimal threshold estimator in…

Statistics Theory · Mathematics 2013-12-31 Wenhua Jiang , Cun-Hui Zhang

We focus on the problem of manifold estimation: given a set of observations sampled close to some unknown submanifold $M$, one wants to recover information about the geometry of $M$. Minimax estimators which have been proposed so far all…

Statistics Theory · Mathematics 2021-10-27 Vincent Divol

We investigate the problem of center estimation in the high dimensional binary sub-Gaussian Mixture Model with Hidden Markov structure on the labels. We first study the limitations of existing results in the high dimensional setting and…

Statistics Theory · Mathematics 2024-06-19 Vahe Karagulyan , Mohamed Ndaoud

The Hausdorff distance is a measure of (dis-)similarity between two sets which is widely used in various applications. Most of the applied literature is devoted to the computation for sets consisting of a finite number of points. This has…

Metric Geometry · Mathematics 2020-09-22 Daniel Kraft

This paper studies density estimation under pointwise loss in the setting of contamination model. The goal is to estimate $f(x_0)$ at some $x_0\in\mathbb{R}$ with i.i.d. observations, $$ X_1,\dots,X_n\sim (1-\epsilon)f+\epsilon g, $$ where…

Statistics Theory · Mathematics 2018-07-30 Haoyang Liu , Chao Gao

A scheme for locally adaptive bandwidth selection is proposed which sensitively shrinks the bandwidth of a kernel estimator at lowest density regions such as the support boundary which are unknown to the statistician. In case of a…

Statistics Theory · Mathematics 2016-01-25 Tim Patschkowski , Angelika Rohde

We consider a circular deconvolution problem, in which the density $f$ of a circular random variable $X$ must be estimated nonparametrically based on an i.i.d. sample from a noisy observation $Y$ of $X$. The additive measurement error is…

Statistics Theory · Mathematics 2013-12-11 Jan Johannes , Maik Schwarz

This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate. The approach extends max-affine methods from convex shape-restricted…

Machine Learning · Statistics 2025-11-20 Gábor Balázs

We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known compactly supported density g with a finite number…

Methodology · Statistics 2012-10-29 Anestis Antoniadis , Marianna Pensky , Theofanis Sapatinas

We consider the estimation of the global mode of a density under some decay rate condition around the global mode. We show that the maximum of a histogram, with proper choice of bandwidth, achieves the minimax rate that we establish for the…

Statistics Theory · Mathematics 2021-04-19 Ery Arias-Castro , Wanli Qiao , Lin Zheng

We tackle the problem of the estimation of the level sets L_f({\lambda}) of the density f of a random vector X supported on a smooth manifold M\subsetR^d , from an iid sample of X. To do that we introduce a kernel-based estimator f^n,h ,…

Statistics Theory · Mathematics 2021-03-30 Alejandro Cholaquidis , Ricardo Fraiman , Leonardo Moreno

Density level sets can be estimated using plug-in methods, excess mass algorithms or a hybrid of the two previous methodologies. The plug-in algorithms are based on replacing the unknown density by some nonparametric estimator, usually the…

Statistics Theory · Mathematics 2016-11-26 A. Rodríguez-Casal , P. Saavedra-Nieves

This paper deals with the nonparametric estimation in heteroscedastic regression $ Y_i=f(X_i)+\xi_i, \: i=1,...,n $, with incomplete information, i.e. each real random variable $ \xi_i $ has a density $ g_{i} $ which is unknown to the…

Statistics Theory · Mathematics 2011-05-10 Michaël Chichignoud

In this paper we introduce a method for nonparametric density estimation on geometric networks. We define fused density estimators as solutions to a total variation regularized maximum-likelihood density estimation problem. We provide…

Methodology · Statistics 2018-12-06 Robert Bassett , James Sharpnack

A popular class of problem in statistics deals with estimating the support of a density from $n$ observations drawn at random from a $d$-dimensional distribution. The one-dimensional case reduces to estimating the end points of a univariate…

Statistics Theory · Mathematics 2018-04-27 Victor-Emmanuel Brunel , Jason M. Klusowski , Dana Yang

An important estimation problem that is closely related to large-scale multiple testing is that of estimating the null density and the proportion of nonnull effects. A few estimators have been introduced in the literature; however, several…

Statistics Theory · Mathematics 2010-01-12 T. Tony Cai , Jiashun Jin

It is a typical standard assumption in the density deconvolution problem that the characteristic function of the measurement error distribution is non-zero on the real line. While this condition is assumed in the majority of existing works…

Statistics Theory · Mathematics 2021-01-08 Alexander Goldenshluger , Taeho Kim
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