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Covariance matrices play a major role in statistics, signal processing and machine learning applications. This paper focuses on the \textit{semiparametric} covariance/scatter matrix estimation problem in elliptical distributions. The class…

Signal Processing · Electrical Eng. & Systems 2020-10-28 Stefano Fortunati , Alexandre Renaux , Frédéric Pascal

This paper reviews advances in Stein-type shrinkage estimation for spherically symmetric distributions. Some emphasis is placed on developing intuition as to why shrinkage should work in location problems whether the underlying population…

Methodology · Statistics 2012-03-22 Ann Cohen Brandwein , William E. Strawderman

We study the existence, strong consistency and asymptotic normality of estimators obtained from estimating functions, that are p-dimensional martingale transforms. The problem is motivated by the analysis of evolutionary clustered data,…

Statistics Theory · Mathematics 2020-12-01 Laura Dumitrescu , Ioana Schiopu-Kratina

A celebrated result of Legendre and Gauss determines which integers can be represented as a sum of three squares, and for those it is typically the case that there are many ways of doing so. These different representations give collections…

Number Theory · Mathematics 2015-03-18 Jean Bourgain , Peter Sarnak , Zeév Rudnick

Consider the design based situation where an $r$-regular set is sampled on a random lattice. A fast algorithm for estimating the integrated mean curvature based on this observation is to use a weighted sum of $2\times \dotsm \times 2$…

Statistics Theory · Mathematics 2016-02-24 Anne Marie Svane

The paper considers the stationary Poisson Boolean model with spherical grains and proposes a family of nonparametric estimators for the radius distribution. These estimators are based on observed distances and radii, weighted in an…

Probability · Mathematics 2013-01-09 Daniel Hug , Günter Last , Zbyněk Pawlas , Wolfgang Weil

We present new algorithms for $M$-estimators of multivariate scatter and location and for symmetrized $M$-estimators of multivariate scatter. The new algorithms are considerably faster than currently used fixed-point and related algorithms.…

Computation · Statistics 2015-12-10 Lutz Duembgen , Klaus Nordhausen , Heike Schuhmacher

We derive an optimal shrinkage sample covariance matrix (SCM) estimator which is suitable for high dimensional problems and when sampling from an unspecified elliptically symmetric distribution. Specifically, we derive the optimal (oracle)…

Methodology · Statistics 2017-07-03 Esa Ollila

We propose nonparametric estimators for the second-order central moments of possibly anisotropic spherical random fields, within a functional data analysis context. We consider a measurement framework where each random field among an…

Statistics Theory · Mathematics 2022-06-28 Alessia Caponera , Julien Fageot , Matthieu Simeoni , Victor M. Panaretos

This paper is devoted to the estimation of the shift parameter in a semiparametric regression model when the distribution of the observation times is unknown. Hence, we propose to use a stochastic algorithm which takes into account the…

Statistics Theory · Mathematics 2013-12-23 Philippe Fraysse

We study the problem of signal source localization using received signal strength measurements. We begin by presenting verifiable geometric conditions for sensor deployment that ensure the model's asymptotic localizability. Then we…

Systems and Control · Electrical Eng. & Systems 2025-05-20 Shenghua Hu , Guangyang Zeng , Wenchao Xue , Haitao Fang , Junfeng Wu , Biqiang Mu

We introduce a new paradigm, $\textit{measure synchronization}$, for synchronizing graphs with measure-valued edges. We formulate this problem as maximization of the cycle-consistency in the space of probability measures over relative…

Computer Vision and Pattern Recognition · Computer Science 2020-04-03 Tolga Birdal , Michael Arbel , Umut Şimşekli , Leonidas Guibas

In this paper, the problem of robust estimation and validation of location-scale families is revisited. The proposed methods exploit the joint asymptotic normality of sample quantiles (of i.i.d random variables) to construct the ordinary…

Methodology · Statistics 2025-07-04 Mohammed Adjieteh , Vytaras Brazauskas

Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…

Methodology · Statistics 2017-04-03 Nina Munkholt Jakobsen , Michael Sørensen

We construct new testing procedures for spherical and elliptical symmetry based on the characterization that a random vector $X$ with finite mean has a spherical distribution if and only if $\Ex[u^\top X | v^\top X] = 0$ holds for any two…

Statistics Theory · Mathematics 2020-04-29 Isaia Albisetti , Fadoua Balabdaoui , Hajo Holzmann

We use a statistical-mechanical identity closely related to the familiar virial theorem, to derive unbiased estimators for spatial distribution functions of classical fluids. In particular, we obtain estimators for both the fluid density…

Statistical Mechanics · Physics 2009-11-10 Artur B. Adib , Christopher Jarzynski

Testing uniformity on the $p$-dimensional unit sphere is arguably the most fundamental problem in directional statistics. In this paper, we consider this problem in the framework of axial data, that is, under the assumption that the $n$…

Statistics Theory · Mathematics 2019-10-22 Christine Cutting , Davy Paindaveine , Thomas Verdebout

The objective of this work is to propose a new algorithm to fit a sphere on a noisy 3D point cloud distributed around a complete or a truncated sphere. More precisely, we introduce a projected Robbins-Monro algorithm and its averaged…

Statistics Theory · Mathematics 2016-06-15 Antoine Godichon-Baggioni , Bruno Portier

We study random spherical harmonics at shrinking scales. We compare the mass assigned to a small spherical cap with its area, and find the smallest possible scale at which, with high probability, the discrepancy between them is small…

Probability · Mathematics 2017-11-07 Matthew de Courcy-Ireland

We extend the position-space renormalization procedure, where renormalization factors are calculated from Green's functions in position space, by introducing a technique to take the average of Green's functions over spheres. In addition to…

High Energy Physics - Lattice · Physics 2019-02-06 Masaaki Tomii , Norman H. Christ