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Consider the problem of estimating the $\gamma$-level set $G^*_{\gamma}=\{x:f(x)\geq\gamma\}$ of an unknown $d$-dimensional density function $f$ based on $n$ independent observations $X_1,...,X_n$ from the density. This problem has been…
Shrinkage estimators that possess the ability to produce sparse solutions have become increasingly important to the analysis of today's complex datasets. Examples include the LASSO, the Elastic-Net and their adaptive counterparts.…
Density ratio estimation (DRE) is a core technique in machine learning used to capture relationships between two probability distributions. $f$-divergence loss functions, which are derived from variational representations of $f$-divergence,…
This paper proposes a novel non-parametric multidimensional convex regression estimator which is designed to be robust to adversarial perturbations in the empirical measure. We minimize over convex functions the maximum (over Wasserstein…
We consider the problem of estimating the value l({\phi}) of a linear functional, where the structural function {\phi} models a nonparametric relationship in presence of instrumental variables. We propose a plug-in estimator which is based…
We investigate the nonparametric bivariate additive regression estimation in the random design and long-memory errors and construct adaptive thresholding estimators based on wavelet series. The proposed approach achieves asymptotically…
Bandwidth selection is crucial in the kernel estimation of density level sets. A risk based on the symmetric difference between the estimated and true level sets is usually used to measure their proximity. In this paper we provide an…
This paper addresses the problem of model selection in the sequence model $Y=\theta+\varepsilon\xi$, when $\xi$ is sub-Gaussian, for non-euclidian loss-functions. In this model, the Penalized Comparison to Overfitting procedure is studied…
High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…
This paper proposes the capped least squares regression with an adaptive resistance parameter, hence the name, adaptive capped least squares regression. The key observation is, by taking the resistant parameter to be data dependent, the…
We propose a nonparametric method to learn the L\'evy density from probability density data governed by a nonlocal Fokker-Planck equation. We recast the problem as identifying the kernel in a nonlocal integral operator from discrete data,…
Given i.i.d samples from some unknown continuous density on hyper-rectangle $[0, 1]^d$, we attempt to learn a piecewise constant function that approximates this underlying density non-parametrically. Our density estimate is defined on a…
This work concerns estimation of multidimensional nonlinear regression models using multilayer perceptron (MLP). The main problem with such model is that we have to know the covariance matrix of the noise to get optimal estimator. however…
Estimation of optical aberrations from volumetric intensity images is a key step in sensorless adaptive optics for 3D microscopy. Recent approaches based on deep learning promise accurate results at fast processing speeds. However,…
We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known compactly supported density g with a finite number…
Convolutional autoencoders have emerged as popular methods for unsupervised defect segmentation on image data. Most commonly, this task is performed by thresholding a pixel-wise reconstruction error based on an $\ell^p$ distance. This…
A posteriori error estimates are derived in the context of two-dimensional structural elastic shape optimization under the compliance objective. It is known that the optimal shape features are microstructures that can be constructed using…
In this article we study the asymptotic predictive optimality of a model selection criterion based on the cross-validatory predictive density, already available in the literature. For a dependent variable and associated explanatory…
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…
We study the low rank regression problem $\my = M\mx + \epsilon$, where $\mx$ and $\my$ are $d_1$ and $d_2$ dimensional vectors respectively. We consider the extreme high-dimensional setting where the number of observations $n$ is less than…