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In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…

Statistics Theory · Mathematics 2007-06-13 Pierre Alquier

There is a growing interest in cell-type-specific analysis from bulk samples with a mixture of different cell types. A critical first step in such analyses is the accurate estimation of cell-type proportions in a bulk sample. Although many…

Methodology · Statistics 2022-09-12 Biao Cai , Jingfei Zhang , Hongyu Li , Chang Su , Hongyu Zhao

We consider a multiplicative deconvolution problem, in which the density $f$ or the survival function $S^X$ of a strictly positive random variable $X$ is estimated nonparametrically based on an i.i.d. sample from a noisy observation $Y =…

Statistics Theory · Mathematics 2025-09-30 Sergio Brenner Miguel , Jan Johannes , Maximilian Siebel

We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…

Mathematical Physics · Physics 2008-10-31 Dang-Zheng Liu , Zheng-Dong Wang , Kui-Hua Yan

We propose a new testing procedure for detecting localized departures from monotonicity of a signal embedded in white noise. In fact, we perform simultaneously several tests that aim at detecting departures from concavity for the integrated…

Statistics Theory · Mathematics 2014-03-10 Nathalie Akakpo , Fadoua Balabdaoui , Cécile Durot

We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…

Methodology · Statistics 2024-02-19 Nils Sturma , Mathias Drton , Dennis Leung

Density deconvolution is the task of estimating a probability density function given only noise-corrupted samples. We can fit a Gaussian mixture model to the underlying density by maximum likelihood if the noise is normally distributed, but…

Machine Learning · Statistics 2020-07-14 Tim Dockhorn , James A. Ritchie , Yaoliang Yu , Iain Murray

A density matrix describes the statistical state of a quantum system. It is a powerful formalism to represent both the quantum and classical uncertainty of quantum systems and to express different statistical operations such as measurement,…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Alejandro Gallego , Santiago Toledo-Cortés , Vladimir Vargas-Calderón

Image classification models tend to make decisions based on peripheral attributes of data items that have strong correlation with a target variable (i.e., dataset bias). These biased models suffer from the poor generalization capability…

Machine Learning · Computer Science 2021-10-26 Jungsoo Lee , Eungyeup Kim , Juyoung Lee , Jihyeon Lee , Jaegul Choo

We consider the problem of estimating a spatially varying density function, motivated by problems that arise in large-scale radiological survey and anomaly detection. In this context, the density functions to be estimated are the background…

Methodology · Statistics 2017-11-17 Wesley Tansey , Alex Athey , Alex Reinhart , James G. Scott

We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven by Brownian motion, it has been shown that in order for the…

Statistics Theory · Mathematics 2025-05-14 Pablo Ramses Alonso-Martin , Horatio Boedihardjo , Anastasia Papavasiliou

We propose tests for the convexity/linearity/concavity of a transformation of the dependent variable in a semiparametric transformation model. These tests can be used to verify monotonicity of the treatment effect, or, equivalently,…

Econometrics · Economics 2025-12-16 Arkadiusz Szydłowski

We study the estimation of the invariant density of additive fractional stochastic differential equations with Hurst parameter $H \in (0,1)$. We first focus on continuous observations and develop a kernel-based estimator achieving faster…

Statistics Theory · Mathematics 2025-12-23 Chiara Amorino , Eulalia Nualart , Fabien Panloup , Julian Sieber

Differential equations may possess coefficients that vary on a spectrum of scales. Because coefficients are typically multiplicative in real space, they turn into convolution operators in spectral space, mixing all wavenumbers. However, in…

Numerical Analysis · Mathematics 2016-04-20 Shravan Hanasoge

The density estimation is one of the core problems in statistics. Despite this, existing techniques like maximum likelihood estimation are computationally inefficient due to the intractability of the normalizing constant. For this reason an…

Machine Learning · Computer Science 2021-01-14 Tsimboy Olga , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

In the framework of shape constrained estimation, we review methods and works done in convex set estimation. These methods mostly build on stochastic and convex geometry, empirical process theory, functional analysis, linear programming,…

Statistics Theory · Mathematics 2018-08-22 Victor-Emmanuel Brunel

The density deconvolution problem involves recovering a target density g from a sample that has been corrupted by noise. From the perspective of Le Cam's local asymptotic normality theory, we show that non-parametric density deconvolution…

Statistics Theory · Mathematics 2015-07-06 Stefan Wager

In a multiple linear regression model, the algebraic formula of the decomposition theorem explains the relationship between the univariate regression coefficient and partial regression coefficient using geometry. It was found that…

Methodology · Statistics 2021-05-04 Xingguo Wu

In medical research, often, genomic or proteomic data are collected, with measurements frequently subject to uncertainties or errors, making it crucial to accurately separate the signals of the genes or proteins, respectively, from the…

Methodology · Statistics 2025-06-03 Akin Anarat , Jean Krutmann , Holger Schwender

Electronic nearsightedness is one of the fundamental principles governing the behavior of condensed matter and supporting its description in terms of local entities such as chemical bonds. Locality also underlies the tremendous success of…

Computational Physics · Physics 2020-09-01 Andrea Grisafi , Jigyasa Nigam , Michele Ceriotti
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