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We propose a generalized version of the Dantzig selector. We show that it satisfies sparsity oracle inequalities in prediction and estimation. We consider then the particular case of high-dimensional linear regression model selection with…

Statistics Theory · Mathematics 2008-11-17 Karim Lounici

We consider the problem of sufficient dimensionality reduction (SDR), where the high-dimensional observation is transformed to a low-dimensional sub-space in which the information of the observations regarding the label variable is…

Machine Learning · Computer Science 2018-12-20 Ershad Banijamali , Amir-Hossein Karimi , Ali Ghodsi

We consider non-parametric estimation problems in the presence of dependent data, notably non-parametric regression with random design and non-parametric density estimation. The proposed estimation procedure is based on a dimension…

Statistics Theory · Mathematics 2016-02-02 Nicolas Asin , Jan Johannes

We consider the additive superimposition of an extensive number of independent Euclidean Random Matrices in the high-density regime. The resolvent is computed with techniques from free probability theory, as well as with the replica method…

Disordered Systems and Neural Networks · Physics 2020-05-27 Aldo Battista , Remi Monasson

This paper proposes IV-based estimators for the semiparametric distribution regression model in the presence of an endogenous regressor, which are based on an extension of IV probit estimators. We discuss the causal interpretation of the…

Econometrics · Economics 2022-12-08 Dominik Wied

Given i.i.d samples from some unknown continuous density on hyper-rectangle $[0, 1]^d$, we attempt to learn a piecewise constant function that approximates this underlying density non-parametrically. Our density estimate is defined on a…

Machine Learning · Statistics 2015-09-24 Kun Yang , Hao Su , Wing Hung Wang

In this paper, we study a class of non-parametric density estimators under Bayesian settings. The estimators are piecewise constant functions on binary partitions. We analyze the concentration rate of the posterior distribution under a…

Statistics Theory · Mathematics 2015-08-21 Linxi Liu , Wing Hung Wong

We study the non-parametric estimation of an unknown density f with support on R+^d based on an i.i.d. sample with multiplicative measurement errors. The proposed fully-data driven procedure is based on the estimation of the Mellin…

Statistics Theory · Mathematics 2022-03-03 Sergio Brenner Miguel

In this article we consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises observed in discrete time moments. An adaptive model selection procedure is proposed. A sharp…

Statistics Theory · Mathematics 2020-05-15 Vlad Stefan Barbu , Slim Beltaief , Serguei Pergamenshchikov

We propose a learning-based approach for estimating the spectrum of a multisinusoidal signal from a finite number of samples. A neural-network is trained to approximate the spectra of such signals on simulated data. The proposed methodology…

Machine Learning · Computer Science 2019-06-03 Gautier Izacard , Brett Bernstein , Carlos Fernandez-Granda

We consider the estimation of the global mode of a density under some decay rate condition around the global mode. We show that the maximum of a histogram, with proper choice of bandwidth, achieves the minimax rate that we establish for the…

Statistics Theory · Mathematics 2021-04-19 Ery Arias-Castro , Wanli Qiao , Lin Zheng

We investigate the inference of varifold structures in a statistical framework: assuming that we have access to i.i.d. samples in $\mathbb{R}^n$ obtained from an underlying $d$--dimensional shape $S$ endowed with a possibly non uniform…

Classical Analysis and ODEs · Mathematics 2026-04-21 Charly Boricaud , Blanche Buet

Here we present a new non-parametric approach to density estimation and classification derived from theory in Radon transforms and image reconstruction. We start by constructing a "forward problem" in which the unknown density is mapped to…

Numerical Analysis · Mathematics 2024-12-20 James Webber , Erika Hussey , Eric Miller , Shuchin Aeron

A new gradient-based adaptive sampling method is proposed for design of experiments applications which balances space filling, local refinement, and error minimization objectives while reducing reliance on delicate tuning parameters. High…

Methodology · Statistics 2024-05-09 Lucas Caparini , Gwynn J. Elfring , Mauricio Ponga

In this paper, we aim at tackling the problem of crowd counting in extremely high-density scenes, which contain hundreds, or even thousands of people. We begin by a comprehensive analysis of the most widely used density map-based methods,…

Computer Vision and Pattern Recognition · Computer Science 2018-01-23 Hanhui Li , Xiangjian He , Hefeng Wu , Saeed Amirgholipour Kasmani , Ruomei Wang , Xiaonan Luo , Liang Lin

Several regularization methods have been considered over the last decade for sparse high-dimensional linear regression models, but the most common ones use the least square (quadratic) or likelihood loss and hence are not robust against…

Statistics Theory · Mathematics 2020-08-03 Elena Castilla , Abhik Ghosh , María Jaenada , Leandro Pardo

In this paper we present new theoretical results for the Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model under sparsity constraints. Our focus is on oracle inequalities for both estimators and error…

Statistics Theory · Mathematics 2020-08-04 Gabriela Ciolek , Dmytro Marushkevych , Mark Podolskij

3D object detection from point clouds is crucial in safety-critical autonomous driving. Although many works have made great efforts and achieved significant progress on this task, most of them suffer from expensive annotation cost and poor…

Computer Vision and Pattern Recognition · Computer Science 2023-04-20 Qianjiang Hu , Daizong Liu , Wei Hu

Multivariate density estimation is a popular technique in statistics with wide applications including regression models allowing for heteroskedasticity in conditional variances. The estimation problems become more challenging when…

Methodology · Statistics 2018-08-15 Zhen Li , Lili Wu , Weilian Zhou , Sujit Ghosh

Solutions of the bivariate, linear errors-in-variables estimation problem with unspecified errors are expected to be invariant under interchange and scaling of the coordinates. The appealing model of normally distributed true values and…

Statistics Theory · Mathematics 2012-02-07 David Leonard