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Let $H$ be a real separable Hilbert space and $(a_k)_{k\in\mathbb{Z}}$ a sequence of bounded linear operators from $H$ to $H$. We consider the linear process $X$ defined for any $k$ in $\mathbb{Z}$ by…

Probability · Mathematics 2010-07-07 Mohamed EL Machkouri

Convergence rates of kernel density estimators for stationary time series are well studied. For invertible linear processes, we construct a new density estimator that converges, in the supremum norm, at the better, parametric, rate…

Statistics Theory · Mathematics 2009-09-29 Anton Schick , Wolfgang Wefelmeyer

We address the question of a Berry Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial…

Operator Algebras · Mathematics 2007-12-19 Roland Speicher

Assume one observes independent categorical variables or, equivalently, one observes the corresponding multinomial variables. Estimating the distribution of the observed sequence amounts to estimating the expectation of the multinomial…

Statistics Theory · Mathematics 2009-06-15 C. Durot , E. Lebarbier , A. -S. Tocquet

We study the learning properties of nonparametric ridge-less least squares. In particular, we consider the common case of estimators defined by scale dependent kernels, and focus on the role of the scale. These estimators interpolate the…

Machine Learning · Statistics 2021-11-11 Nicolò Pagliana , Alessandro Rudi , Ernesto De Vito , Lorenzo Rosasco

We construct a density estimator and an estimator of the distribution function in the uniform deconvolution model. The estimators are based on inversion formulas and kernel estimators of the density of the observations and its derivative.…

Statistics Theory · Mathematics 2011-01-06 Bert van Es

We study accuracy of bootstrap procedures for estimation of quantiles of a smooth function of a sum of independent sub-Gaussian random vectors. We establish higher-order approximation bounds with error terms depending on a sample size and a…

Statistics Theory · Mathematics 2020-09-21 Mayya Zhilova

We present a new adaptive kernel density estimator based on linear diffusion processes. The proposed estimator builds on existing ideas for adaptive smoothing by incorporating information from a pilot density estimate. In addition, we…

Statistics Theory · Mathematics 2010-11-12 Z. I. Botev , J. F. Grotowski , D. P. Kroese

We prove a law of the iterated logarithm (LIL) for an infinite sum of independent indicators parameterized by $t$ as $t\to\infty$. It is shown that if the expectation $b$ and the variance $a$ of the sum are comparable, then the…

Probability · Mathematics 2025-03-04 Dariusz Buraczewski , Alexander Iksanov , Valeriya Kotelnikova

We introduce the Binless Multidimensional Thermodynamic Integration (BMTI) method for nonparametric, robust, and data-efficient density estimation. BMTI estimates the logarithm of the density by initially computing log-density differences…

Machine Learning · Statistics 2026-05-18 Matteo Carli , Alex Rodriguez , Alessandro Laio , Aldo Glielmo

We analyze a set of bidirectional wave experiments in a linear wave flume of which some are conducive to integrable turbulence. In all experiments the wavemaker forcing is sinusoidal and the wave motion is recorded by seven high-resolution…

Fluid Dynamics · Physics 2022-10-11 Ivan Redor , Hervé Michallet , Nicolas Mordant , Eric Barthélemy

Inverse probability weighting (IPW) is widely used in many areas when data are subject to unrepresentativeness, missingness, or selection bias. An inevitable challenge with the use of IPW is that the IPW estimator can be remarkably unstable…

Methodology · Statistics 2021-11-29 Yukun Liu , Yan Fan

Multiple light scattering is widely used to characterize dense colloidal systems as well as in deep tissue imaging; experiments are often interpreted via a theory of diffusion of the light intensity within a sample, neglecting the vector…

Soft Condensed Matter · Physics 2007-05-23 A. C. Maggs , V. Rossetto

Recent works emphasized the interest of numerical solution of PDE's with wavelets. In their works, A.Cohen, W.Dahmen and R.DeVore focussed on the non linear approximation aspect of the wavelet approximation of PDE's to prove the relevance…

Numerical Analysis · Mathematics 2007-05-23 Erwan Deriaz

In this paper, we characterize the convergence of the (rescaled logarithmic) empirical spectral distribution of wavelet random matrices. We assume a moderately high-dimensional framework where the sample size $n$, the dimension $p(n)$ and,…

Probability · Mathematics 2024-01-08 Patrice Abry , Gustavo Didier , Oliver Orejola , Herwig Wendt

We present a detailed review of large-scale structure (LSS) study using the discrete wavelet transform (DWT). After describing how one constructs a wavelet decomposition we show how this bases can be used as a complete statistical…

Astrophysics · Physics 2016-08-30 Li-Zhi Fang , Jesus Pando

Wavelet shrinkage estimators are widely applied in several fields of science for denoising data in wavelet domain by reducing the magnitudes of empirical coefficients. In nonparametric regression problem, most of the shrinkage rules are…

Methodology · Statistics 2021-09-14 Alex Rodrigo dos Santos Sousa , Nancy Lopes Garcia

This short study reformulates the statistical Bayesian learning problem using a quantum mechanics framework. Density operators representing ensembles of pure states of sample wave functions are used in place probability densities. We show…

Statistics Theory · Mathematics 2023-01-18 Yann Berquin

This paper deals with statistical inference for the scale mixture models. We study an estimation approach based on the Mellin -- Stieltjes transform that can be applied to both discrete and absolute continuous mixing distributions. The…

Methodology · Statistics 2024-01-23 Denis Belomestny , Ekaterina Morozova , Vladimir Panov

This paper considers the problem of adaptive estimation of a mean pattern in a randomly shifted curve model. We show that this problem can be transformed into a linear inverse problem, where the density of the random shifts plays the role…

Statistics Theory · Mathematics 2010-10-21 Jérémie Bigot , Sébastien Gadat