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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…

Statistics Theory · Mathematics 2020-07-28 Jose Blanchet , Peter W. Glynn , Jun Yan , Zhengqing Zhou

This paper provides quantitative Central Limit Theorems for nonlinear transforms of spherical random fields, in the high frequency limit. The sequences of fields that we consider are represented as smoothed averages of spherical Gaussian…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Domenico Marinucci

We study asymptotic minimax problems for estimating a $d$-dimensional regression parameter over spheres of growing dimension ($d\to \infty$). Assuming that the data follows a linear model with Gaussian predictors and errors, we show that…

Statistics Theory · Mathematics 2016-01-18 Lee H. Dicker

We show how it is possible to assess the rate of convergence in the Gaussian approximation of triangular arrays of $U$-statistics, built from wavelets coefficients evaluated on a homogeneous spherical Poisson field of arbitrary dimension.…

Probability · Mathematics 2017-12-20 Solesne Bourguin , Claudio Durastanti , Domenico Marinucci , Giovanni Peccati

This work examines risk bounds for nonparametric distributional regression estimators. For convex-constrained distributional regression, general upper bounds are established for the continuous ranked probability score (CRPS) and the…

We tackle the problem of high-dimensional nonparametric density estimation by taking the class of log-concave densities on $\mathbb{R}^p$ and incorporating within it symmetry assumptions, which facilitate scalable estimation algorithms and…

Statistics Theory · Mathematics 2019-03-15 Min Xu , Richard J. Samworth

In the context of numerical solution of PDEs, dynamic mesh redistribution methods (r-adaptive methods) are an important procedure for increasing the resolution in regions of interest, without modifying the connectivity of the mesh. Key to…

Numerical Analysis · Mathematics 2018-10-17 Chris J. Budd , Andrew T. T. McRae , Colin J. Cotter

While optimizing convex objective (loss) functions has been a powerhouse for machine learning for at least two decades, non-convex loss functions have attracted fast growing interests recently, due to many desirable properties such as…

Machine Learning · Statistics 2018-02-14 Chao Qu , Yan Li , Huan Xu

We investigate the problem of density estimation on the unit circle and the unit sphere from a computational perspective. Our primary goal is to develop new density estimators that are both rate-optimal and computationally efficient for…

Statistics Theory · Mathematics 2026-05-08 Athanasios G. Georgiadis , Andrew P. Percival

A nonparametric and locally adaptive Bayesian estimator is proposed for estimating a binary regression. Flexibility is obtained by modeling the binary regression as a mixture of probit regressions with the argument of each probit regression…

Methodology · Statistics 2007-09-25 Sally Wood , Robert Kohn , Remy Cottet , Wenxin Jiang , Martin Tanner

The problem of adaptive multivariate function estimation in the single-index regression model with random design and weak assumptions on the noise is investigated. A novel estimation procedure that adapts simultaneously to the unknown index…

Statistics Theory · Mathematics 2014-01-29 Oleg Lepski , Nora Serdyukova

We constuct a sequential adaptive procedure for estimating the autoregressive function at a given point in nonparametric autoregression models with Gaussian noise. We make use of the sequential kernel estimators. The optimal adaptive…

Statistics Theory · Mathematics 2010-11-12 Ouerdia Arkoun

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…

Statistics Theory · Mathematics 2013-09-10 Abhra Sarkar , Debdeep Pati , Bani K. Mallick , Raymond J. Carroll

We describe here a framework for a certain class of multiscale likelihood factorizations wherein, in analogy to a wavelet decomposition of an L^2 function, a given likelihood function has an alternative representation as a product of…

Statistics Theory · Mathematics 2007-06-13 Eric D. Kolaczyk , Robert D. Nowak

Expected values weighted by the inverse of a multivariate density or, equivalently, Lebesgue integrals of regression functions with multivariate regressors occur in various areas of applications, including estimating average treatment…

Statistics Theory · Mathematics 2025-02-17 Hajo Holzmann , Alexander Meister

We consider the problem of estimating the probability density function of a circular random variable observed under censoring. To this end, we introduce a projection estimator constructed via a regression approach on linear sieves. We first…

Statistics Theory · Mathematics 2025-12-09 Nicolas Conanec , Claire Lacour , Thanh Mai Pham Ngoc

World modelling, i.e. building a representation of the rules that govern the world so as to predict its evolution, is an essential ability for any agent interacting with the physical world. Recent applications of the Transformer…

Machine Learning · Computer Science 2024-05-31 Francesco Petri , Luigi Asprino , Aldo Gangemi

We adress the problem of spherical deconvolution in a non parametric statistical framework, where both the signal and the operator kernel are subject to error measurements. After a preliminary treatment of the kernel, we apply a…

Statistics Theory · Mathematics 2013-01-16 Thomas Vareschi

We build confidence balls for the common density $s$ of a real valued sample $X_1,...,X_n$. We use resampling methods to estimate the projection of $s$ onto finite dimensional linear spaces and a model selection procedure to choose an…

Statistics Theory · Mathematics 2010-07-27 Matthieu Lerasle

When individuals engage in social or physical interactions, a unit's outcome may depend on the treatments received by others. In such interference environments, we provide a unified framework characterizing a broad class of spillover…

Methodology · Statistics 2025-12-16 Fei Fang , Laura Forastiere
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