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In this paper, we study the nonparametric estimation of the density $f_\Delta$ of an increment of a L\'evy process $X$ based on $n$ observations with a sampling rate $\Delta$. The class of L\'evy processes considered is broad, including…

Statistics Theory · Mathematics 2024-11-04 Céline Duval , Taher Jalal , Ester Mariucci

This paper deals with minimax rates of convergence for estimation of density functions on the real line. The densities are assumed to be location mixtures of normals, a global regularity requirement that creates subtle difficulties for the…

Statistics Theory · Mathematics 2014-10-22 Arlene K. H. Kim

Bayesian density deconvolution using nonparametric prior distributions is a useful alternative to the frequentist kernel based deconvolution estimators due to its potentially wide range of applicability, straightforward uncertainty…

Statistics Theory · Mathematics 2013-09-10 Abhra Sarkar , Debdeep Pati , Bani K. Mallick , Raymond J. Carroll

In this article, we investigate the orthonormal Strichartz estimates and the convergence problem of the density function associated with $\partial_{x}^{3}+\partial_{x}^{-1}$. Firstly, when $\gamma_{0}\in\mathfrak{S}^{\beta}(\dot{H}^{s})$…

Analysis of PDEs · Mathematics 2025-03-19 Xiangqian Yan , Yongsheng Li , Wei Yan

We propose a generative model that achieves minimax-optimal convergence rates for estimating probability distributions supported on unknown low-dimensional manifolds. Building on Fefferman's solution to the geometric Whitney problem, our…

Statistics Theory · Mathematics 2025-06-25 Arthur Stéphanovitch

We develop an adaptive-metric framework for norm-minimization-based outer approximation algorithms in bounded convex vector optimization. The key idea is to let the scalarization metric vary across iterations while measuring approximation…

Optimization and Control · Mathematics 2026-05-15 Mohammed Alshahrani

We derive non-asymptotic minimax bounds for the Hausdorff estimation of $d$-dimensional submanifolds $M \subset \mathbb{R}^D$ with (possibly) non-empty boundary $\partial M$. The model reunites and extends the most prevalent…

Statistics Theory · Mathematics 2023-03-13 Eddie Aamari , Catherine Aaron , Clément Levrard

We investigate the uniform convergence of subdifferential mappings from empirical risk to population risk in nonsmooth, nonconvex stochastic optimization. This question is key to understanding how empirical stationary points approximate…

Optimization and Control · Mathematics 2025-08-26 Feng Ruan

In this paper, we consider adaptive estimation of an unknown planar compact, convex set from noisy measurements of its support function on a uniform grid. Both the problem of estimating the support function at a point and that of estimating…

Statistics Theory · Mathematics 2015-08-18 Tony Cai , Adityanand Guntuboyina , Yuting Wei

In this paper, we investigate the Hausdorff dimension of naturally occurring sets of inhomogeneous well-approximable points with a sequence of real invertible matrices $\mathcal{A}=(A_n)_{n\in\mathbb{N}}$. Specifically, for a given point…

Number Theory · Mathematics 2025-12-17 Zhang-nan Hu , Junjie Huang , Bing Li , Jun Wu

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,…

Machine Learning · Computer Science 2024-03-12 Werner Zellinger , Stefan Kindermann , Sergei V. Pereverzyev

The level set estimation problem seeks to find all points in a domain ${\cal X}$ where the value of an unknown function $f:{\cal X}\rightarrow \mathbb{R}$ exceeds a threshold $\alpha$. The estimation is based on noisy function evaluations…

Machine Learning · Statistics 2021-11-03 Blake Mason , Romain Camilleri , Subhojyoti Mukherjee , Kevin Jamieson , Robert Nowak , Lalit Jain

This paper continues the research started in \cite{LW16}. In the framework of the convolution structure density model on $\bR^d$, we address the problem of adaptive minimax estimation with $\bL_p$--loss over the scale of anisotropic…

Statistics Theory · Mathematics 2017-04-17 Oleg Lepski , Thomas Willer

Regression problems are traditionally analyzed via univariate characteristics like the regression function, scale function and marginal density of regression errors. These characteristics are useful and informative whenever the association…

Statistics Theory · Mathematics 2008-12-18 Sam Efromovich

We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…

Optimization and Control · Mathematics 2021-09-28 Monika Eisenmann , Tony Stillfjord , Måns Williamson

We propose a new numerical scheme for approximating level-sets of Lipschitz multivariate functions which is robust to stochastic noise. The algorithm's main feature is an adaptive grid-based stochastic approximation strategy which…

Numerical Analysis · Mathematics 2025-09-19 Matteo Croci , Abdul-Lateef Haji-Ali , Ian C. J. Powell

We investigate density estimation from a $n$-sample in the Euclidean space $\mathbb R^D$, when the data is supported by an unknown submanifold $M$ of possibly unknown dimension $d < D$ under a reach condition. We study nonparametric kernel…

Statistics Theory · Mathematics 2020-11-02 Clément Berenfeld , Marc Hoffmann

Distributed minimax estimation and distributed adaptive estimation under communication constraints for Gaussian sequence model and white noise model are studied. The minimax rate of convergence for distributed estimation over a given Besov…

Statistics Theory · Mathematics 2021-07-02 T. Tony Cai , Hongji Wei

We introduce a notion of inexact model of a convex objective function, which allows for errors both in the function and in its gradient. For this situation, a gradient method with an adaptive adjustment of some parameters of the model is…

Optimization and Control · Mathematics 2021-10-12 Fedor S. Stonyakin

The first part of this paper is devoted to introducing an approach to compute the approximate minimum time function of control problems which is based on reachable set approximation and uses arithmetic operations for convex compact sets. In…

Optimization and Control · Mathematics 2016-01-01 Robert Baier , Thuy Thi Thien Le