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We prove a structure theorem for any $n$-rectifiable set $E\subset \mathbb{R}^{n+1}$, $n\ge 1$, satisfying a weak version of the lower ADR condition, and having locally finite $H^n$ ($n$-dimensional Hausdorff) measure. Namely, that…

Classical Analysis and ODEs · Mathematics 2019-07-25 Murat Akman , Simon Bortz , Steve Hofmann , José Maria Martell

In this paper we will consider the estimation of a monotone regression (or density) function in a fixed point by the least squares (Grenander) estimator. We will show that this estimator is fully adaptive, in the sense that the attained…

Statistics Theory · Mathematics 2009-09-11 Eric Cator

State estimation for discrete-time linear systems with quantized measurements is addressed. By exploiting the set-theoretic nature of the information provided by the quantizer, the problem is cast in the set membership estimation setting.…

Systems and Control · Electrical Eng. & Systems 2023-12-05 Marco Casini , Andrea Garulli , Antonio Vicino

We analyze an adaptive boundary element method for the weakly-singular and hypersingular integral equations for the 2D and 3D Helmholtz problem. The proposed adaptive algorithm is steered by a residual error estimator and does not rely on…

Numerical Analysis · Mathematics 2019-03-21 Alex Bespalov , Timo Betcke , Alexander Haberl , Dirk Praetorius

We obtain estimation error rates and sharp oracle inequalities for regularization procedures of the form \begin{equation*} \hat f \in argmin_{f\in F}\left(\frac{1}{N}\sum_{i=1}^N\ell(f(X_i), Y_i)+\lambda \|f\|\right) \end{equation*} when…

Statistics Theory · Mathematics 2017-02-08 Pierre Alquier , Vincent Cottet , Guillaume Lecué

We establish minimax optimal rates of convergence for estimation in a high dimensional additive model assuming that it is approximately sparse. Our results reveal an interesting phase transition behavior universal to this class of high…

Statistics Theory · Mathematics 2015-03-11 Ming Yuan , Ding-Xuan Zhou

This paper studies the minimax rate of nonparametric conditional density estimation under a weighted absolute value loss function in a multivariate setting. We first demonstrate that conditional density estimation is impossible if one only…

Statistics Theory · Mathematics 2021-03-15 Michael Li , Matey Neykov , Sivaraman Balakrishnan

This is the second part of the research project initiated in Cleanthous et al (2024). 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…

Statistics Theory · Mathematics 2024-05-28 Galatia Cleanthous , Athanasios G. Georgiadis , Oleg V. Lepski

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set G up to the smallest possible additive term, called the convergence rate. When the reference set…

Statistics Theory · Mathematics 2008-03-04 Jean-Yves Audibert

In this paper, we analyze the behavior of various non-parametric local regression estimators, i.e. estimators that are based on local averaging, for estimating a Lipschitz regression function at a fixed point, or in sup-norm. We first prove…

Statistics Theory · Mathematics 2025-07-11 Jérémy Bettinger , François Portier , Adrien Saumard

Asymptotic properties of three estimators of probability density function of sample maximum $f_{(m)}:=mfF^{m-1}$ are derived, where $m$ is a function of sample size $n$. One of the estimators is the parametrically fitted by the…

Statistics Theory · Mathematics 2022-06-13 Taku Moriyama

In this paper, we study inhomogeneous Diophantine approximation over the completion $K_v$ of a global function field $K$ (over a finite field) for a discrete valuation $v$, with affine algebra $R_v$. We obtain an effective upper bound for…

Number Theory · Mathematics 2023-04-26 Taehyeong Kim , Seonhee Lim , Frédéric Paulin

Stochastic processes are often used to model complex scientific problems in fields ranging from biology and finance to engineering and physical science. This paper investigates rate-optimal estimation of the volatility matrix of a…

Statistics Theory · Mathematics 2014-01-30 Minjing Tao , Yazhen Wang , Harrison H. Zhou

This paper is devoted to a new modification of a recently proposed adaptive stochastic mirror descent algorithm for constrained convex optimization problems in the case of several convex functional constraints. Algorithms, standard and its…

Optimization and Control · Mathematics 2020-01-22 Mohammad S. Alkousa

This paper is devoted to studying the maximal-in-time estimates and Strichartz estimates for orthonormal functions and convergence problem of density functions related to Boussinesq operator on manifolds. Firstly, we present the pointwise…

Analysis of PDEs · Mathematics 2024-11-15 Xiangqian Yan , Yongsheng Li , Wei Yan , Xin Liu

A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…

Optimization and Control · Mathematics 2021-04-07 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

The spectral density function describes the second-order properties of a stationary stochastic process on $\mathbb{R}^d$. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process…

Statistics Theory · Mathematics 2023-02-07 Rafail Kartsioukas , Stilian Stoev , Tailen Hsing

We consider the Hausdorff dimension of the divergence set on which the pointwise convergence $\lim_{t\rightarrow 0} e^{it\sqrt{-\Delta}} f(x) = f(x)$ fails when $f \in H^s(\mathbb R^d)$. We especially prove the conjecture raised by…

Analysis of PDEs · Mathematics 2021-02-26 Seheon Ham , Hyerim Ko , Sanghyuk Lee

We show both adaptive and non-adaptive minimax rates of convergence for a family of weighted Laplacian-Eigenmap based nonparametric regression methods, when the true regression function belongs to a Sobolev space and the sampling density is…

Statistics Theory · Mathematics 2023-11-02 Zhaoyang Shi , Krishnakumar Balasubramanian , Wolfgang Polonik

The construction and theoretical analysis of the most popular universally consistent nonparametric density estimators hinge on one functional property: smoothness. In this paper we investigate the theoretical implications of incorporating a…

Statistics Theory · Mathematics 2022-04-05 Robert A. Vandermeulen , Antoine Ledent
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