Related papers: Spatially Adaptive Density Estimation by Localised…
Soft-thresholding is a sparse modeling method that is typically applied to wavelet denoising in statistical signal processing and analysis. It has a single parameter that controls a threshold level on wavelet coefficients and,…
Active domain adaptation has emerged as a solution to balance the expensive annotation cost and the performance of trained models in semantic segmentation. However, existing works usually ignore the correlation between selected samples and…
A scheme for estimating atmospheric parameters T$_{eff}$, log$~g$, and [Fe/H] is proposed on the basis of Least Absolute Shrinkage and Selection Operator (LASSO) algorithm and Haar wavelet. The proposed scheme consists of three processes. A…
The purpose is to study qualitative and quantitative rates of image compression by using different Haar wavelet banks. The experimental results of adaptive compression are provided. The paper deals with specific examples of orthogonal Haar…
Let $(X_i)_{i\geq 1}$ be an i.i.d. sample on $\RRR^d$ having density $f$. Given a real function $\phi$ on $\RRR^d$ with finite variation and given an integer valued sequence $(j_n)$, let $\fn$ denote the estimator of $f$ by wavelet…
Rejecting the null hypothesis in two-sample testing is a fundamental tool for scientific discovery. Yet, aside from concluding that two samples do not come from the same probability distribution, it is often of interest to characterize how…
In this paper we consider the problem of estimating $f$, the conditional density of $Y$ given $X$, by using an independent sample distributed as $(X,Y)$ in the multivariate setting. We consider the estimation of $f(x,.)$ where $x$ is a…
We consider the nonparametric regression with a random design model, and we are interested in the adaptive estimation of the regression at a point $x\_0$ where the design is degenerate. When the design density is $\beta$-regularly varying…
Density estimation and inference methods are widely used in empirical work. When the underlying distribution has compact support, conventional kernel-based density estimators are no longer consistent near or at the boundary because of their…
We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known compactly supported density g with a finite number…
We develop a convex framework for spatially varying coefficient quantile regression that, for each predictor, separates a location-invariant \emph{global} effect from a \emph{spatial deviation}. An adaptive group penalty selects whether a…
We define a general method for finding a quasi-best approximant in sup-norm to a target density belonging to a given model, based on independent samples drawn from distributions which average to the target (which does not necessarily belong…
Suppose $X_1,\dots, X_n$ is a random sample from a bounded and decreasing density $f_0$ on $[0,\infty)$. We are interested in estimating such $f_0$, with special interest in $f_0(0)$. This problem is encountered in various statistical…
It is common, in deconvolution problems, to assume that the measurement errors are identically distributed. In many real-life applications, however, this condition is not satisfied and the deconvolution estimators developed for…
Let $X_1,...,X_n$ be a random sample from some unknown probability density $f$ defined on a compact homogeneous manifold $\mathbf M$ of dimension $d \ge 1$. Consider a 'needlet frame' $\{\phi_{j \eta}\}$ describing a localised projection…
Consider the case that we observe $n$ independent and identically distributed copies of a random variable with a probability distribution known to be an element of a specified statistical model. We are interested in estimating an infinite…
In this paper, we address the problem of estimating a multidimensional density $f$ by using indirect observations from the statistical model $Y=X+\varepsilon$. Here, $\varepsilon$ is a measurement error independent of the random vector $X$…
We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional array to estimate is a low-rank probability matrix. In the…
A new multivariate density estimator for stationary sequences is obtained by Fourier inversion of the thresholded empirical characteristic function. This estimator does not depend on the choice of parameters related to the smoothness of the…
Estimating expected polynomials of density functions from samples is a basic problem with numerous applications in statistics and information theory. Although kernel density estimators are widely used in practice for such functional…