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Estimators derived from a divergence criterion such as $\varphi-$divergences are generally more robust than the maximum likelihood ones. We are interested in particular in the so-called MD$\varphi$DE, an estimator built using a dual…

Computation · Statistics 2016-06-14 Diaa Al Mohamad , Michel Broniatowski

Entropy measures quantify the amount of information and correlation present in a quantum system. In practice, when the quantum state is unknown and only copies thereof are available, one must resort to the estimation of such entropy…

Quantum Physics · Physics 2024-03-27 Ziv Goldfeld , Dhrumil Patel , Sreejith Sreekumar , Mark M. Wilde

We study the problem of parameters estimation in Indirect Observability contexts, where $X_t \in R^r$ is an unobservable stationary process parametrized by a vector of unknown parameters and all observable data are generated by an…

Probability · Mathematics 2016-01-20 Robert Azencott , Peng Ren , Ilya Timofeyev

Small area estimators that ignore the sampling design lack design consistency when the sampling mechanism is complex and may be severely biased under informative designs. Existing procedures that account for the survey weights under…

Methodology · Statistics 2026-03-12 William Acero , Domingo Morales , Isabel Molina

We derive new inequalities for the probabilities of projective measurements in mutually unbiased bases of a qudit system. These inequalities lead to wider ranges of validity and tighter bounds on entropic uncertainty inequalities previously…

Quantum Physics · Physics 2009-11-13 Shengjun Wu , Sixia Yu , Klaus Mølmer

We investigate the theoretical foundations of a recently introduced entropy-based formulation of weighted least squares for the approximation of overdetermined linear systems, motivated by robust data fitting in the presence of sparse gross…

Numerical Analysis · Mathematics 2026-03-17 Felice Iavernaro , Monica Lazzo , Lorenzo Pisani

We introduce an algorithm for estimating the entropy of pairwise, probabilistic graph models by leveraging bridges between social communities and an accurate entropy estimator on sparse samples. We propose using a measure of investment from…

Computational Physics · Physics 2023-01-13 Edward D. Lee

Relative error estimation has been recently used in regression analysis. A crucial issue of the existing relative error estimation procedures is that they are sensitive to outliers. To address this issue, we employ the $\gamma$-likelihood…

Methodology · Statistics 2018-10-17 Kei Hirose , Hiroki Masuda

Nonresponse is a common problem in survey sampling. Appropriate treatment can be challenging, especially when dealing with detailed breakdowns of totals. Often, the nearest neighbor imputation method is used to handle such incomplete…

Methodology · Statistics 2023-02-24 Chenyin Gao , Katherine Jenny Thompson , Shu Yang , Jae Kwang Kim

In this paper we propose a new method of joint nonparametric estimation of probability density and its support. As is well known, nonparametric kernel density estimator has "boundary bias problem" when the support of the population density…

Statistics Theory · Mathematics 2024-07-19 Taku Moriyama

Given an implicit $n\times n$ matrix $A$ with oracle access $x^TA x$ for any $x\in \mathbb{R}^n$, we study the query complexity of randomized algorithms for estimating the trace of the matrix. This problem has many applications in quantum…

Computational Complexity · Computer Science 2014-05-29 Karl Wimmer , Yi Wu , Peng Zhang

Safety-critical navigation applications require that estimation errors be reliably quantified and bounded. This can be challenging for linear dynamic systems if the process noise or measurement errors have uncertain time correlation. In…

Signal Processing · Electrical Eng. & Systems 2020-09-22 Omar Garcia Crespillo , Mathieu Joerger , Steve Langel

We define two minimum distance estimators for dependent data by minimizing some approximated Maximum Mean Discrepancy distances between the true empirical distribution of observations and their assumed (parametric) model distribution. When…

Methodology · Statistics 2026-01-19 Pierre Alquier , Jean-David Fermanian , Benjamin Poignard

In the present paper we propose a new estimator of entropy based on smooth estimators of quantile density. The consistency and asymptotic distribution of the proposed estimates are obtained. As a consequence, a new test of normality is…

Statistics Theory · Mathematics 2019-03-06 Salim Bouzebda , Issam Elhattab , Amor Keziou , Tewfik Lounis

The density matrices are positively semi-definite Hermitian matrices of unit trace that describe the state of a quantum system. The goal of the paper is to develop minimax lower bounds on error rates of estimation of low rank density…

Machine Learning · Statistics 2016-04-19 Vladimir Koltchinskii , Dong Xia

Estimating the altimeters a cyclist has climbed from noisy GPS data is a challenging problem. In this article a method is proposed that assumes that a person locally takes the shortest path. This results in an algorithm that does not need…

Data Analysis, Statistics and Probability · Physics 2019-08-20 Fetze Pijlman

In the era of deep learning, understanding over-fitting phenomenon becomes increasingly important. It is observed that carefully designed deep neural networks achieve small testing error even when the training error is close to zero. One…

Machine Learning · Statistics 2018-12-04 Yue Xing , Qifan Song , Guang Cheng

Purpose: To develop neural network (NN)-based quantitative MRI parameter estimators with minimal bias and a variance close to the Cram\'er-Rao bound. Theory and Methods: We generalize the mean squared error loss to control the bias and…

Medical Physics · Physics 2024-05-07 Andrew Mao , Sebastian Flassbeck , Jakob Assländer

When constructing models of the world, we aim for optimal compressions: models that include as few details as possible while remaining as accurate as possible. But which details -- or features measured in data -- should we choose to include…

Quantitative Methods · Quantitative Biology 2025-05-06 David P. Carcamo , Nicholas J. Weaver , Purushottam D. Dixit , Christopher W. Lynn

Since weak measurements are known to produce measurement values that can be much larger than the maximal eigenvalues of the measured observable, it is an interesting question how this enhancement of the measurement signal relates to the…

Quantum Physics · Physics 2012-11-21 Holger F. Hofmann
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