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We propose a general method for constructing confidence intervals and statistical tests for single or low-dimensional components of a large parameter vector in a high-dimensional model. It can be easily adjusted for multiplicity taking…

Statistics Theory · Mathematics 2014-06-24 Sara van de Geer , Peter Bühlmann , Ya'acov Ritov , Ruben Dezeure

We study the sample paths properties of Operator scaling Gaussian random fields. Such fields are anisotropic generalizations of anisotropic self-similar random fields as anisotropic Fractional Brownian Motion. Some characteristic properties…

Probability · Mathematics 2013-02-05 M. Clausel , B. Vedel

The article is devoted to the nonparametric estimation of the quadratic covariation of non-synchronously observed It\^o processes in an additive microstructure noise model. In a high-frequency setting, we aim at establishing an asymptotic…

Statistics Theory · Mathematics 2011-06-22 Markus Bibinger

The application of deep neural networks in geospatial data has become a trending research problem in the present day. A significant amount of statistical research has already been introduced, such as generalized least square optimization by…

Machine Learning · Statistics 2024-11-07 Debjoy Thakur

Two dynamical indicators, the local dimension and the extremal index, used to quantify persistence in phase space have been developed and applied to different data across various disciplines. These are computed using the asymptotic limit of…

Dynamical Systems · Mathematics 2024-11-26 Ignacio del Amo , George Datseris , Mark Holland

Density estimation represents one of the most successful applications of Bayesian nonparametrics. In particular, Dirichlet process mixtures of normals are the gold standard for density estimation and their asymptotic properties have been…

Statistics Theory · Mathematics 2015-07-02 Antonio Canale , Pierpaolo De Blasi

The Support Vector Machine (SVM) is one of the most widely used classification methods. In this paper, we consider the soft-margin SVM used on data points with independent features, where the sample size $n$ and the feature dimension $p$…

Machine Learning · Statistics 2019-08-02 Haoyang Liu

This paper presents a method for computing local mean, variance, standard deviation, and effective sample count on incomplete gridded data using boundary-aware spectral operators. The framework combines normalized convolution with explicit…

Atmospheric and Oceanic Physics · Physics 2026-04-27 Jairo M. Valdivia-Prado , William E. Chapman , Katja Friedrich

We derive asymptotic normality of kernel type deconvolution estimators of the density, the distribution function at a fixed point, and of the probability of an interval. We consider the so called super smooth case where the characteristic…

Statistics Theory · Mathematics 2007-06-13 A. J. van Es , H. -W. Uh

Non-convex optimization plays a central role in many statistics and machine learning problems. Despite the landscape irregularities for general non-convex functions, some recent work showed that for many learning problems with random data…

Statistics Theory · Mathematics 2025-09-30 Yuchen Chen , Yandi Shen

We study a non local approximation of the Gaussian perimeter, proving the Gamma convergence to the local one. Surprisingly, in contrast with the local setting, the halfspace turns out to be a volume constrained stationary point if and only…

Analysis of PDEs · Mathematics 2020-11-17 Antonio De Rosa , Domenico Angelo La Manna

In this contribution we present an overview of our work on the numerical simulation of the perturbation of a black hole space-time by incoming gravitational waves. The formulation we use is based on Friedrich's general conformal equations…

General Relativity and Quantum Cosmology · Physics 2025-03-25 Breanna Camden , Jörg Frauendiener , Joseph Galinski , Kaushal Pillay , Chris Stevens , Sebenele Thwala

This paper introduces an intuitive and easy-to-implement nonparametric density estimator based on local polynomial techniques. The estimator is fully boundary adaptive and automatic, but does not require pre-binning or any other…

Econometrics · Economics 2019-06-11 Matias D. Cattaneo , Michael Jansson , Xinwei Ma

This paper deals with subspace estimation in the small sample size regime, where the number of samples is comparable in magnitude with the observation dimension. The traditional estimators, mostly based on the sample correlation matrix, are…

Methodology · Statistics 2015-06-19 Pascal Vallet , Xavier Mestre , Philippe Loubaton

It is becoming increasingly common to see large collections of network data objects -- that is, data sets in which a network is viewed as a fundamental unit of observation. As a result, there is a pressing need to develop network-based…

Statistics Theory · Mathematics 2019-02-08 Eric Kolaczyk , Lizhen Lin , Steven Rosenberg , Jie Xu , Jackson Walters

We further study averaged and firmly nonexpansive mappings in the setting of geodesic spaces with a main focus on the asymptotic behavior of their Picard iterates. We use methods of proof mining to obtain an explicit quantitative version of…

Functional Analysis · Mathematics 2013-10-03 Adriana Nicolae

Asymptotic uniform confidence bands are constructed for a multivariate nonparametric regression model with heteroscedastic noise, employing histogram estimators under flexible partition conditions. The construction is especially applicable…

Statistics Theory · Mathematics 2026-03-02 Natalie Neumeyer , Jan Rabe , Mathias Trabs

The joint estimation of means and scatter matrices is often a core problem in multivariate analysis. In order to overcome robustness issues, such as outliers from Gaussian assumption, M-estimators are now preferred to the traditional sample…

Signal Processing · Electrical Eng. & Systems 2019-01-24 Bruno Mériaux , Chengfang Ren , Mohammed Nabil El Korso , Arnaud Breloy , Philippe Forster

The defect of a function $f:M\rightarrow \mathbb{R}$ is defined as the difference between the measure of the positive and negative regions. In this paper, we begin the analysis of the distribution of defect of random Gaussian spherical…

Mathematical Physics · Physics 2015-05-27 Domenico Marinucci , Igor Wigman

We give two asymptotic results for the empirical distance covariance on separable metric spaces without any iid assumption on the samples. In particular, we show the almost sure convergence of the empirical distance covariance for any…

Probability · Mathematics 2021-01-07 Marius Kroll