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We investigate minimax testing for detecting local signals or linear combinations of such signals when only indirect data is available. Naturally, in the presence of noise, signals that are too small cannot be reliably detected. In a…

Statistics Theory · Mathematics 2023-02-21 Markus Pohlmann , Frank Werner , Axel Munk

Given observations from a circular random variable contaminated by an additive measurement error, we consider the problem of minimax optimal goodness-of-fit testing in a non-asymptotic framework. We propose direct and indirect testing…

Statistics Theory · Mathematics 2020-07-14 Sandra Schluttenhofer , Jan Johannes

Ill-posed inverse problems arise in various scientific fields. We consider the signal detection problem for mildly, severely and extremely ill-posed inverse problems with $l^q$-ellipsoids (bodies), $q\in(0,2]$, for Sobolev, analytic and…

Statistics Theory · Mathematics 2012-09-26 Yuri I. Ingster , Theofanis Sapatinas , Irina A. Suslina

We consider exact asymptotics of the minimax risk for global testing against sparse alternatives in the context of high dimensional linear regression. Our results characterize the leading order behavior of this minimax risk in several…

Statistics Theory · Mathematics 2020-03-03 Rajarshi Mukherjee , Subhabrata Sen

In the inverse Gaussian sequence space model with additional noisy observations of the operator, we derive nonasymptotic minimax radii of testing for ellipsoid-type alternatives simultaneously for both the signal detection problem (testing…

Statistics Theory · Mathematics 2020-02-19 Sandra Schluttenhofer , Jan Johannes

Motivated by applications in cybersecurity and epidemiology, we consider the problem of detecting an abrupt change in the intensity of a Poisson process, characterised by a jump (non transitory change) or a bump (transitory change) from…

Statistics Theory · Mathematics 2021-06-09 Magalie Fromont , Fabrice Grela , Ronan Le Guével

We introduce two novel procedures to test the nullity of the slope function in the functional linear model with real output. The test statistics combine multiple testing ideas and random projections of the input data through functional…

Statistics Theory · Mathematics 2013-02-12 Nadine Hilgert , André Mas , Nicolas Verzelen

This paper is concerned with the problem of goodness-of-fit for curve registration, and more precisely for the shifted curve model, whose application field reaches from computer vision and road traffic prediction to medicine. We give bounds…

Statistics Theory · Mathematics 2012-07-05 Olivier Collier

This work is concerned with the estimation of multidimensional regression and the asymptotic behaviour of the test involved in selecting models. The main problem with such models is that we need to know the covariance matrix of the noise to…

Statistics Theory · Mathematics 2008-02-20 Joseph Rynkiewicz

Transfer learning for nonparametric regression is considered. We first study the non-asymptotic minimax risk for this problem and develop a novel estimator called the confidence thresholding estimator, which is shown to achieve the minimax…

Machine Learning · Statistics 2024-01-24 T. Tony Cai , Hongming Pu

The minimax theory for estimating linear functionals is extended to the case of a finite union of convex parameter spaces. Upper and lower bounds for the minimax risk can still be described in terms of a modulus of continuity. However in…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Mark G. Low

We consider the nonparametric estimation of the intensity function of a Poisson point process in a circular model from indirect observations $N_1,\ldots,N_n$. These observations emerge from hidden point process realizations with the target…

Statistics Theory · Mathematics 2019-02-19 Martin Kroll

We provide a new algorithm for the treatment of the noisy inversion of the Radon transform using an appropriate thresholding technique adapted to a well-chosen new localized basis. We establish minimax results and prove their optimality. In…

Statistics Theory · Mathematics 2012-05-11 Gerard Kerkyacharian , Erwan Le Pennec , Dominique Picard

In this article, we consider the problem of inverting the exponential Radon transform of a function in the presence of noise. We propose a kernel estimator to estimate the true function, analogous to the one proposed by Korostel\"{e}v and…

Statistics Theory · Mathematics 2020-09-16 Anuj Abhishek

We consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises. An adaptive model selection procedure is proposed. Under general moment conditions on the noise distribution a sharp…

Statistics Theory · Mathematics 2017-03-28 Vlad Barbu , Slim Beltaif , Serguei Pergamenchtchikov

The problem of optimal estimation of linear functionals constructed from the unobserved values of a stochastic sequence with periodically stationary increments based on observations of the sequence with stationary noise is considered. For…

Statistics Theory · Mathematics 2021-10-18 Maksym Luz , Mikhail Moklyachuk

Estimation problems with constrained parameter spaces arise in various settings. In many of these problems, the observations available to the statistician can be modelled as arising from the noisy realization of the image of a random linear…

Statistics Theory · Mathematics 2023-03-23 Reese Pathak , Martin J. Wainwright , Lin Xiao

This work addresses various open questions in the theory of active learning for nonparametric classification. Our contributions are both statistical and algorithmic: -We establish new minimax-rates for active learning under common…

Machine Learning · Statistics 2017-03-20 Andrea Locatelli , Alexandra Carpentier , Samory Kpotufe

In this article we propose a locally adaptive strategy for estimating a function from its Exponential Radon Transform (ERT) data, without prior knowledge of the smoothness of functions that are to be estimated. We build a non-parametric…

Statistics Theory · Mathematics 2020-11-16 Anuj Abhishek , Sakshi Arya

We propose a new adaptive hypothesis test for inequality (e.g., monotonicity, convexity) and equality (e.g., parametric, semiparametric) restrictions on a structural function in a nonparametric instrumental variables (NPIV) model. Our test…

Econometrics · Economics 2024-11-08 Christoph Breunig , Xiaohong Chen
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