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Several measures of non-convexity (departures from convexity) have been introduced in the literature, both for sets and functions. Some of them are of geometric nature, while others are more of topological nature. We address the statistical…

Statistics Theory · Mathematics 2022-11-23 Alejandro Cholaquidis , Ricardo Fraiman , Leonardo Moreno , Beatriz Pateiro-López

Statistical inference based on optimal transport offers a different perspective from that of maximum likelihood, and has increasingly gained attention in recent years. In this paper, we study univariate nonparametric shape-constrained…

Statistics Theory · Mathematics 2026-04-13 Takeru Matsuda , Ting-Kam Leonard Wong

With the internet, a massive amount of information on species abundance can be collected under citizen science programs. However, these data are often difficult to use directly in statistical inference, as their collection is generally…

Applications · Statistics 2015-02-27 Christophe Giraud , Clément Calenge , Camille Coron , Romain Julliard

We introduce several new estimation methods that leverage shape constraints in auction models to estimate various objects of interest, including the distribution of a bidder's valuations, the bidder's ex ante expected surplus, and the…

Econometrics · Economics 2019-12-17 Joris Pinkse , Karl Schurter

We consider the problem of estimating the population probability distribution given a finite set of multivariate samples, using the maximum entropy approach. In strict keeping with Jaynes' original definition, our precise formulation of the…

Data Analysis, Statistics and Probability · Physics 2007-07-13 Sabbir Rahman , Mahbub Majumdar

We present an alternative approach to the Bayesian nonparametric analysis of conditional species richness under two-parameter Poisson Dirichlet priors. We rely on a known characterization by deletion of classes property and on results for…

Probability · Mathematics 2010-02-03 Annalisa Cerquetti

Global species richness is a key biodiversity metric. Despite recent efforts to estimate global species richness, the resulting estimates have been highly uncertain and often logically inconsistent. Estimates lower down either the taxonomic…

Applications · Statistics 2017-11-10 Huan Lin , M. J. Caley , Scott A. Sisson

We consider a binary branching process structured by a stochastic trait that evolves according to a diffusion process that triggers the branching events, in the spirit of Kimmel's model of cell division with parasite infection. Based on the…

Statistics Theory · Mathematics 2019-02-27 Marc Hoffmann , Aline Marguet

The number of elements (N) and types (S) sampled from an ecological system are among the most powerful constraints on observations of abundance, distribution, and diversity. Together, N and S determine sets of possible forms (i.e., feasible…

Populations and Evolution · Quantitative Biology 2021-03-08 Gabriel Arellano

Comparison of two univariate distributions based on independent samples from them is a fundamental problem in statistics, with applications in a wide variety of scientific disciplines. In many situations, we might hypothesize that the two…

Methodology · Statistics 2021-07-08 Ted Westling , Kevin J. Downes , Dylan S. Small

We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…

Machine Learning · Statistics 2016-06-03 Jinghui Chen , Quanquan Gu

Let $S$ be a finite set, and $X_1,\ldots,X_n$ an i.i.d. uniform sample from $S$. To estimate the size $|S|$, without further structure, one can wait for repeats and use the birthday problem. This requires a sample size of the order…

Statistics Theory · Mathematics 2026-04-28 Sourav Chatterjee , Persi Diaconis , Susan Holmes

We propose two classes of nonparametric point estimators of $\theta=P(X<Y)$ in the case where $(X,Y)$ are paired, possibly dependent, absolutely continuous random variables. The proposed estimators are based on nonparametric estimators of…

Methodology · Statistics 2013-03-27 J. A. Montoya , F. J. Rubio

We here adopt Bayesian nonparametric mixture models to extend multi-armed bandits in general, and Thompson sampling in particular, to scenarios where there is reward model uncertainty. In the stochastic multi-armed bandit, the reward for…

Machine Learning · Statistics 2022-08-26 Iñigo Urteaga , Chris H. Wiggins

The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different…

Machine Learning · Statistics 2013-02-28 Aleksandr Y. Aravkin , James V. Burke , Alessandro Chiuso , Gianluigi Pillonetto

A theory of relative species abundance on sparsely-connected networks is presented by investigating the replicator dynamics with symmetric interactions. Sparseness of a network involves difficulty in analyzing the fixed points of the…

Statistical Mechanics · Physics 2016-12-21 Tomoyuki Obuchi , Yoshiyuki Kabashima , Kei Tokita

This paper examines nonparametric regression with an exogenous threshold variable, allowing for an unknown number of thresholds. Given the number of thresholds and corresponding threshold values, we first establish the asymptotic properties…

Economics · Quantitative Finance 2018-02-26 Yan-Yu Chiou , Mei-Yuan Chen , Jau-er Chen

We consider nonparametric Bayesian estimation of a probability density $p$ based on a random sample of size $n$ from this density using a hierarchical prior. The prior consists, for instance, of prior weights on the regularity of the…

Statistics Theory · Mathematics 2009-09-29 Subhashis Ghosal , Jüri Lember , Aad van der Vaart

A confidence distribution is a complete tool for making frequentist inference for a parameter of interest $\psi$ based on an assumed parametric model. Indeed, it allows to reach point estimates, to assess their precision, to set up tests…

Methodology · Statistics 2022-12-20 Elena Bortolato , Laura Ventura

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…

Methodology · Statistics 2022-12-02 Joel L. Horowitz , Sokbae Lee