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In the present paper we consider Laplace deconvolution for discrete noisy data observed on the interval whose length may increase with a sample size. Although this problem arises in a variety of applications, to the best of our knowledge,…

Statistics Theory · Mathematics 2013-01-15 Felix Abramovich , Marianna Pensky , Yves Rozenholc

Density level sets can be estimated using plug-in methods, excess mass algorithms or a hybrid of the two previous methodologies. The plug-in algorithms are based on replacing the unknown density by some nonparametric estimator, usually the…

Statistics Theory · Mathematics 2016-11-26 A. Rodríguez-Casal , P. Saavedra-Nieves

This paper considers a distributed adaptive optimization problem, where all agents only have access to their local cost functions with a common unknown parameter, whereas they mean to collaboratively estimate the true parameter and find the…

Optimization and Control · Mathematics 2025-09-03 Yaqun Yang , Jinlong Lei , Guanghui Wen , Yiguang Hong

Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence…

Statistics Theory · Mathematics 2009-09-29 Lawrence D. Brown , M. Levine

The authors consider the problem of estimating the density $g$ of independent and identically distributed variables $X\_i$, from a sample $Z\_1, ..., Z\_n$ where $Z\_i=X\_i+\sigma\epsilon\_i$, $i=1, ..., n$, $\epsilon$ is a noise…

Statistics Theory · Mathematics 2008-02-11 Fabienne Comte , Yves Rozenholc , Marie-Luce Taupin

We study the problem of modeling univariate distributions via their quantile functions. We introduce a flexible family of distributions whose quantile function is a linear combination of basis quantiles. Because the model is linear in its…

Methodology · Statistics 2026-02-05 Cheng Peng , Yizhou Li , Stan Uryasev

In characterization of quantum systems, adapting measurement settings based on data while it is collected can generally outperform in efficiency conventional measurements that are carried out independently of data. The existing methods for…

Quantum Physics · Physics 2016-11-21 Markku P. V. Stenberg , Frank K. Wilhelm

We consider the problem of quantum multi-parameter estimation with experimental constraints and formulate the solution in terms of a convex optimization. Specifically, we outline an efficient method to identify the optimal strategy for…

Quantum Physics · Physics 2013-05-29 Kevin C. Young , Mohan Sarovar , Robert Kosut , K. Birgitta Whaley

We consider the problem of discrete-time signal denoising, focusing on a specific family of non-linear convolution-type estimators. Each such estimator is associated with a time-invariant filter which is obtained adaptively, by solving a…

Statistics Theory · Mathematics 2018-06-13 Dmitrii Ostrovskii , Zaid Harchaoui

We derive multiscale statistics for deconvolution in order to detect qualitative features of the unknown density. An important example covered within this framework is to test for local monotonicity on all scales simultaneously. We…

Statistics Theory · Mathematics 2015-03-19 Johannes Schmidt-Hieber , Axel Munk , Lutz Duembgen

We investigate minimax results for the anisotropic functional deconvolution model when observations are affected by the presence of long-memory. Under specific conditions about the covariance matrices of the errors, we follow a standard…

Statistics Theory · Mathematics 2018-07-31 Rida Benhaddou

This paper concerns quantitative analysis of errors generated by incompletely known data in convex minimization problems. The problems are discussed in the mixed setting and the duality gap is used as the fundamental error measure. The…

Numerical Analysis · Mathematics 2015-06-17 Olli Mali

In experimental control of quantum systems, the precision is often hindered by imperfect applied electronics that distort control pulses delivered to target quantum devices. To mitigate such error, the deconvolution method is commonly used…

Quantum Physics · Physics 2018-10-02 Xi Cao , Bing Chu , Haijin Ding , Luyan Sun , Yu-xi Liu , Rebing Wu

Sampling and quantization are crucial in digital signal processing, but quantization introduces errors, particularly due to distribution mismatch between input signals and quantizers. Existing methods to reduce this error require precise…

Signal Processing · Electrical Eng. & Systems 2024-09-09 Aman Rishal Chemmala , Satish Mulleti

Various algorithms in reinforcement learning exhibit dramatic variability in their convergence rates and ultimate accuracy as a function of the problem structure. Such instance-specific behavior is not captured by existing global minimax…

Machine Learning · Statistics 2021-06-29 Koulik Khamaru , Eric Xia , Martin J. Wainwright , Michael I. Jordan

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. Recent advances using the distributed gradient…

Optimization and Control · Mathematics 2019-05-14 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

Blind deconvolution problems are severely ill-posed because neither the underlying signal nor the forward operator are not known exactly. Conventionally, these problems are solved by alternating between estimation of the image and kernel…

Image and Video Processing · Electrical Eng. & Systems 2023-12-06 Yash Sanghvi , Yiheng Chi , Stanley H. Chan

We determine the expected error by smoothing the data locally. Then we optimize the shape of the kernel smoother to minimize the error. Because the optimal estimator depends on the unknown function, our scheme automatically adjusts to the…

Methodology · Statistics 2019-11-19 Kurt S. Riedel , A. Sidorenko

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 $X$…

Statistics Theory · Mathematics 2015-05-15 Gilles Rebelles

The adaptive quasi-likelihood analysis is developed for a degenerate diffusion process. Asymptotic normality and moment convergence are proved for the quasi-maximum likelihood estimators and quasi-Bayesian estimators, in the adaptive…

Statistics Theory · Mathematics 2024-06-10 Arnaud Gloter , Nakahiro Yoshida