Related papers: A Smirnov-Bickel-Rosenblatt theorem for compactly-…
We investigate the random variable defined by the volume of the zero set of a smooth Gaussian field, on a general Riemannian manifold possibly with boundary, a fundamental object in probability and geometry. We prove a new explicit formula…
We estimate the density and its derivatives using a local polynomial approximation to the logarithm of an unknown density $f$. The estimator is guaranteed to be nonnegative and achieves the same optimal rate of convergence in the interior…
We deduce the non-asymptotical (bilateral) estimates for moment inequalities for multiple sums of non-negative (more precisely, non-negative) independent random variables, on the other words, the well known U or V-statistics. Our…
We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…
This paper shows how to carry out efficient asymptotic variance reduction when estimating volatility in the presence of stochastic volatility and microstructure noise with the realized kernels (RK) from [Barndorff-Nielsen et al., 2008] and…
In Mombeni et al. (2019), Birnbaum-Saunders and Weibull kernel estimators were introduced for the estimation of cumulative distribution functions (c.d.f.s) supported on the half-line $[0,\infty)$. They were the first authors to use…
In this paper it is showed that if a time-varying uncertain system is robustly completely detectable then there exists an estimator for this system, i.e. we can estimate asymptotically the state vector of the system. Moreover, if a…
In a recent paper, we analyzed the properties of a new kind of spherical wavelets (called needlets) for statistical inference procedures on spherical random fields; the investigation was mainly motivated by applications to cosmological…
Denoising by frame thresholding is one of the most basic and efficient methods for recovering a discrete signal or image from data that are corrupted by additive Gaussian white noise. The basic idea is to select a frame of analyzing…
Assume that $(X_t)_{t\in\Z}$ is a real valued time series admitting a common marginal density $f$ with respect to Lebesgue's measure. Donoho {\it et al.} (1996) propose a near-minimax method based on thresholding wavelets to estimate $f$ on…
We establish some new non-asymptotical lower bounds for deviation of regular unbiased estimation of unknown parameter from its true value in different norms, alike the classical Rao-Kramer's inequality. We show that if the new norm is…
We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal uniform (i.e. sup-norm) convergence rate $(n/\log n)^{-p/(2p+d)}$ of Stone (1982), where $d$ is the number of regressors and $p$…
We consider the problem of characterizing the Sobolev wavefront set of a tempered distribution $u\in\mathcal{S}'(\mathbb{R}^{d})$ in terms of its continuous wavelet transform, with the latter being defined with respect to a suitably chosen…
In machine learning, we are given a dataset of the form $\{(\mathbf{x}_j,y_j)\}_{j=1}^M$, drawn as i.i.d. samples from an unknown probability distribution $\mu$; the marginal distribution for the $\mathbf{x}_j$'s being $\mu^*$. We propose…
We evaluate the variance of the number of lattice points in a small randomly rotated spherical ball on a surface of 3-dimensional sphere centered at the origin. Previously, Bourgain, Rudnick, and Sarnak showed conditionally on the…
We consider the task of recovering a Sobolev function on a connected compact Riemannian manifold $M$ when given a sample on a finite point set. We prove that the quality of the sample is given by the $L_\gamma(M)$-average of the geodesic…
When the copula of the conditional distribution of two random variables given a covariate does not depend on the value of the covariate, two conflicting intuitions arise about the best possible rate of convergence attainable by…
Wavelet thresholding generally assumes independent, identically distributed normal errors when estimating functions in a nonparametric regression setting. VisuShrink and SureShrink are just two of the many common thresholding methods based…
We consider linear processes, not necessarily Gaussian, with long, short or negative memory. The memory parameter is estimated semi-parametrically using wavelets from a sample $X_1,...,X_n$ of the process. We treat both the log-regression…
We study the problem of nonparametric estimation of the fractional derivative of unknown distribution function and of spectral function and show that these problems are well posed when the order of derivative is less than 0.5. We prove also…