Related papers: Quantized Nonparametric Estimation over Sobolev El…
This paper studies a Bayesian approach to non-asymptotic minimax adaptation in nonparametric estimation. Estimating an input function on the basis of output functions in a Gaussian white-noise model is discussed. The input function is…
We study nonparametric regression over Besov spaces from noisy observations under sub-exponential noise, aiming to achieve minimax-optimal guarantees on the integrated squared error that hold with high probability and adapt to the unknown…
We quantify the minimax rate for a nonparametric regression model over a star-shaped function class $\mathcal{F}$ with bounded diameter. We obtain a minimax rate of ${\varepsilon^{\ast}}^2\wedge\mathrm{diam}(\mathcal{F})^2$ where…
Learning kernels in operators from data lies at the intersection of inverse problems and statistical learning, providing a powerful framework for capturing non-local dependencies in function spaces and high-dimensional settings. In contrast…
In this work, we introduce a novel estimator of the predictive risk with Poisson data, when the loss function is the Kullback-Leibler divergence, in order to define a regularization parameter's choice rule for the Expectation Maximization…
The Chebyshev or $\ell_{\infty}$ estimator is an unconventional alternative to the ordinary least squares in solving linear regressions. It is defined as the minimizer of the $\ell_{\infty}$ objective function \begin{align*}…
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…
Parameter estimation is a critical step in continuous-variable quantum key distribution (CV-QKD), especially in the finite-size regime where worst-case confidence intervals can significantly reduce the achievable secret-key rate. We provide…
We study the problem of estimating the probability density function of a circular random variable subject to censoring. To this end, we propose a fully computable quotient estimator that combines a projection estimator on linear sieves with…
Non-parametric maximum likelihood estimation encompasses a group of classic methods to estimate distribution-associated functions from potentially censored and truncated data, with extensive applications in survival analysis. These methods,…
We consider the design of identical one-bit probabilistic quantizers for distributed estimation in sensor networks. We assume the parameter-range to be finite and known and use the maximum Cram\'er-Rao Lower Bound (CRB) over the…
A minimax estimator has the minimum possible error ("risk") in the worst case. We construct the first minimax estimators for quantum state tomography with relative entropy risk. The minimax risk of non-adaptive tomography scales as…
We consider the problem of solving a distributed optimization problem using a distributed computing platform, where the communication in the network is limited: each node can only communicate with its neighbours and the channel has a…
In this article we propose a locally adaptive strategy for estimating a function from its Exponential Radon Transform (ERT) data, without prior knowledge of the smoothness of functions that are to be estimated. We build a non-parametric…
Finite mixture models provide a flexible framework for approximating and estimating multivariate probability densities. We study mixtures formed from translated and rescaled copies of a fixed density kernel and obtain explicit results for…
Recently we find several candidates of quantum algorithms that may be implementable in near-term devices for estimating the amplitude of a given quantum state, which is a core sub- routine in various computing tasks such as the Monte Carlo…
The latest theoretical advances in the field of unlimited sampling framework (USF) show the potential to avoid clipping problems of analog-to-digital converters (ADC). To date, most of the related works have focused on real-valued modulo…
We consider statistics for stochastic evolution equations in Hilbert space with emphasis on stochastic partial differential equations (SPDEs). We observe a solution process under additional measurement errors and want to estimate a real or…
We address the problem of non-parametric density estimation under the additional constraint that only privatised data are allowed to be published and available for inference. For this purpose, we adopt a recent generalisation of classical…
We consider the non-parametric Poisson regression problem where the integer valued response $Y$ is the realization of a Poisson random variable with parameter $\lambda(X)$. The aim is to estimate the functional parameter $\lambda$ from…