Related papers: Lepski's Method and Adaptive Estimation of Nonline…

We estimate convex polytopes and general convex sets in $\mathbb R^d,d\geq 2$ in the regression framework. We measure the risk of our estimators using a $L^1$-type loss function and prove upper bounds on these risks. We show that, in the…

This paper deals with non-parametric density estimation on $\bR^2$ from i.i.d observations. It is assumed that after unknown rotation of the coordinate system the coordinates of the observations are independent random variables whose…

Theoretical estimates of the convergence rate of many well-known gradient-type optimization methods are based on quadratic interpolation, provided that the Lipschitz condition for the gradient is satisfied. In this article we obtain a…

Numerical methods for random parametric PDEs can greatly benefit from adaptive refinement schemes, in particular when functional approximations are computed as in stochastic Galerkin and stochastic collocations methods. This work is…

We discuss non-Euclidean deterministic and stochastic algorithms for optimization problems with strongly and uniformly convex objectives. We provide accuracy bounds for the performance of these algorithms and design methods which are…

This paper proposes a stochastic variant of a classic algorithm---the cubic-regularized Newton method [Nesterov and Polyak 2006]. The proposed algorithm efficiently escapes saddle points and finds approximate local minima for general…

For linear time-invariant systems with uncertain parameters belonging to a finite set, we present a purely deterministic approach to multiple-model estimation and propose an algorithm based on the minimax criterion using constrained…

This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation…

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…

We investigate density estimation from a $n$-sample in the Euclidean space $\mathbb R^D$, when the data is supported by an unknown submanifold $M$ of possibly unknown dimension $d < D$ under a reach condition. We study nonparametric kernel…

We consider stationary hidden Markov models with finite state space and nonparametric modeling of the emission distributions. It has remained unknown until very recently that such models are identifiable. In this paper, we propose a new…

The problem of the mean-square optimal linear estimation of the functional $A\xi=\ \int\limits_{R^s}a(t)\xi(-t)dt,$ which depends on the unknown values of stochastic stationary process $\xi(t)$ from observations of the process…

We propose a method to remedy finite sample coverage problems and improve upon the efficiency of commonly employed procedures for the construction of nonparametric confidence intervals in regression kink designs. The proposed interval is…

We consider the problem of estimating the slope parameter in circular functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of 1-periodic, second order stationary random functions X1,...,Xn. We consider an…

We study approximation and statistical learning properties of deep ReLU networks under structural assumptions that mitigate the curse of dimensionality. We prove minimax-optimal uniform approximation rates for $s$-H\"older smooth functions…

We offer in this short report the so-called adaptive functional smoothness estimation in the Hilbert space norm sense in the three classical problems of non-parametrical statistic: regression, density and spectral (density) function…

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 $X$…

We consider the problem of adaptive estimation of the functional component in a multivariate partial linear model where the argument of the function is defined on a $q$-dimensional grid. Obtaining an adaptive estimator of this functional…

We analyze adaptive mesh-refining algorithms for conforming finite element discretizations of certain non-linear second-order partial differential equations. We allow continuous polynomials of arbitrary, but fixed polynomial order. The…

Bayesian density deconvolution using nonparametric prior distributions is a useful alternative to the frequentist kernel based deconvolution estimators due to its potentially wide range of applicability, straightforward uncertainty…