Related papers: Identification and well-posedness in nonparametric…
Nonparametric series regression often involves specification search over the tuning parameter, i.e., evaluating estimates and confidence intervals with a different number of series terms. This paper develops pointwise and uniform inferences…
A choice of first-order variables for the characteristic problem of the linearized Einstein equations is found which casts the system into manifestly well-posed form. The concept of well-posedness for characteristic problems invoked is that…
The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable model leads to estimators that may suffer from a very slow, logarithmic rate of convergence. In this paper, we show that…
This paper studies the well-posedness of a class of nonlocal parabolic partial differential equations (PDEs), or equivalently equilibrium Hamilton-Jacobi-Bellman equations, which has a strong tie with the characterization of the equilibrium…
We consider a nonlinear fourth order in space partial differential equation arising in the context of the modeling of nonlinear acoustic wave propagation in thermally relaxing viscous fluids. We use the theory of operator semigroups in…
The empirical success of machine learning models with many more parameters than measurements has generated an interest in the theory of overparameterisation, i.e., underdetermined models. This paradigm has recently been studied in domains…
We study uniform consistency in nonparametric mixture models as well as closely related mixture of regression (also known as mixed regression) models, where the regression functions are allowed to be nonparametric and the error…
Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these…
This paper presents a mathematical foundation for physical models in nonlinear optics through the lens of evolutionary equations. It focuses on two key concepts: well-posedness and exponential stability of Maxwell equations, with models…
We develop a methodology for proving well-posedness in optimal regularity spaces for a wide class of nonlinear parabolic initial-boundary value systems, where the standard monotone operator theory fails. A motivational example of a problem…
In acoustics, higher-order-in-time equations arise when taking into account a class of thermal relaxation laws in the modeling of sound wave propagation. In this work, we analyze initial boundary value problems for a family of such…
We investigate the unsupervised learning of non-invertible observation functions in nonlinear state-space models. Assuming abundant data of the observation process along with the distribution of the state process, we introduce a…
This paper studies the problems of identifiability and estimation in high-dimensional nonparametric latent structure models. We introduce an identifiability theorem that generalizes existing conditions, establishing a unified framework…
The integration of first-principles models with learning-based components, i.e., model augmentation, has gained increasing attention, as it offers higher model accuracy and faster convergence properties compared to black-box approaches,…
We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…
Identifiability is a desirable property of a statistical model: it implies that the true model parameters may be estimated to any desired precision, given sufficient computational resources and data. We study identifiability in the context…
Ensuring that a PDE model is well-posed is a necessary precursor to any form of analysis, control, or numerical simulation. Although the Lumer-Phillips theorem provides necessary and sufficient conditions for well-posedness of dissipative…
We develop a model-free theory of general types of parametric regression for iid observations. The theory replaces the parameters of parametric models with statistical functionals, to be called "regression functionals'', defined on large…
This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient conditions for well-posedness, in the sense of robust Lipschitzian…
A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…