Related papers: Measurement error and deconvolution in spaces of g…
Using the recently defined concept of Taylor measures, we propose a generalization of Taylor's theorem to measurable, non-analytic functions, that do not require differentiation. We study consequences of the generalization, including the…
As machine learning becomes more and more available to the general public, theoretical questions are turning into pressing practical issues. Possibly, one of the most relevant concerns is the assessment of our confidence in trusting machine…
Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…
Situations in many fields of research, such as digital communications, nuclear physics and mathematical finance, can be modelled with random matrices. When the matrices get large, free probability theory is an invaluable tool for describing…
In practice, data often contain discrete variables. But most of the popular nonparametric estimation methods have been developed in a purely continuous framework. A common trick among practitioners is to make discrete variables continuous…
We investigate random feature models in which neural networks sampled from a prescribed initialization ensemble are frozen and used as random features, with only the readout weights optimized. Adopting a statistical-physics viewpoint, we…
This paper addresses the deconvolution of an image that has been obtained by superimposing many copies of an underlying unknown image of interest. The superposition is assumed to not be exact due to noise, and is described using an error…
Uniform measures are the functionals on the space of bounded uniformly continuous functions that are continuous on every bounded uniformly equicontinuous set. This paper describes the role of uniform measures in the study of convolution on…
This paper studies the generalization error of invariant classifiers. In particular, we consider the common scenario where the classification task is invariant to certain transformations of the input, and that the classifier is constructed…
At the heart of machine learning lies the question of generalizability of learned rules over previously unseen data. While over-parameterized models based on neural networks are now ubiquitous in machine learning applications, our…
Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space--time. Consistency and asymptotic normality of…
We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…
We present a proposal to deal with the non-normality issue in the context of regression models with measurement errors when both the response and the explanatory variable are observed with error. We extend the normal model by jointly…
We study the local dimension of the convolution of two measures. We give conditions for bounding the local dimension of the convolution on the basis of the local dimension of one of them. Moreover, we give a formula for the local dimension…
We consider a continuous-time stochastic volatility model. The model contains a stationary volatility process, the multivariate density of the finite dimensional distributions of which we aim to estimate. We assume that we observe the…
We examine theoretical properties of the denoising score matching estimate. We model the density of observations with a nonparametric Gaussian mixture. We significantly relax the standard manifold assumption allowing the samples step away…
Demixing is the problem of identifying multiple structured signals from a superimposed, undersampled, and noisy observation. This work analyzes a general framework, based on convex optimization, for solving demixing problems. When the…
We consider the problem of denoising a function observed after a convolution with a random filter independent of the noise and satisfying some mean smoothness condition depending on an ill posedness coefficient. We establish the minimax…
High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…
There is extensive mathematical literature on the inverse problem of deautoconvolution for a function with support in the unit interval $[0,1] \subset \mathbb R$, but little is known about the multidimensional situation. This article tries…