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While adaptive sensing has provided improved rates of convergence in sparse regression and classification, results in nonparametric regression have so far been restricted to quite specific classes of functions. In this paper, we describe an…

Statistics Theory · Mathematics 2015-03-20 Adam D. Bull

We estimate on a compact interval densities with isolated irregularities, such as discontinuities or discontinuities in some derivatives. From independent and identically distributed observations we construct a kernel estimator with…

Statistics Theory · Mathematics 2024-07-16 Céline Duval , Émeline Schmisser

We study the asymptotic behaviour of least squares estimators in regression models for long-range dependent random fields observed on spheres. The least squares estimator can be given as a weighted functional of long-range dependent random…

Statistics Theory · Mathematics 2019-05-23 Vo Anh , Andriy Olenko , Volodymyr Vaskovych

One key issue in several astrophysical problems is the evaluation of the density probability function underlying an observational discrete data set. We here review two non-parametric density estimators which recently appeared in the…

Astrophysics · Physics 2009-10-30 Dario Fadda , Eric Slezak , Albert Bijaoui

The paper considers so-called adaptive estimations of regression, distribution density and spectral density of a Gaussian stationary sequence, asymptotically optimal in order at a growing number of observation on any regular subspace…

Probability · Mathematics 2007-05-23 Eugene Ostrovsky , Leonid Sirota

We show both adaptive and non-adaptive minimax rates of convergence for a family of weighted Laplacian-Eigenmap based nonparametric regression methods, when the true regression function belongs to a Sobolev space and the sampling density is…

Statistics Theory · Mathematics 2023-11-02 Zhaoyang Shi , Krishnakumar Balasubramanian , Wolfgang Polonik

We consider the problem of nonparametric regression under shape constraints. The main examples include isotonic regression (with respect to any partial order), unimodal/convex regression, additive shape-restricted regression, and…

Statistics Theory · Mathematics 2018-07-03 Adityanand Guntuboyina , Bodhisattva Sen

This paper describes an adaptive method in continuous time for the estimation of external fields by a team of $N$ agents. The agents $i$ each explore subdomains $\Omega^i$ of a bounded subset of interest $\Omega\subset X := \mathbb{R}^d$.…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Jia Guo , Michael E. Kepler , Sai Tej Paruchuri , Haoran Wang , Andrew J. Kurdila , Daniel J. Stilwell

Scale-discretised wavelets yield a directional wavelet framework on the sphere where a signal can be probed not only in scale and position but also in orientation. Furthermore, a signal can be synthesised from its wavelet coefficients…

Information Theory · Computer Science 2017-08-17 Jason D. McEwen , Claudio Durastanti , Yves Wiaux

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

Applications · Statistics 2018-03-14 German A. Schnaidt Grez , Brani Vidakovic

We construct honest confidence regions for a Hilbert space-valued parameter in various statistical models. The confidence sets can be centered at arbitrary adaptive estimators, and have diameter which adapts optimally to a given selection…

Statistics Theory · Mathematics 2007-06-13 James Robins , Aad van der Vaart

We study nonparametric estimation of the diffusion coefficient from discrete data, when the observations are blurred by additional noise. Such issues have been developed over the last 10 years in several application fields and in particular…

Statistics Theory · Mathematics 2011-12-30 Marc Hoffmann , Axel Munk , Johannes Schmidt-Hieber

In the density estimation model, we investigate the problem of constructing adaptive honest confidence sets with radius measured in Wasserstein distance $W_p$, $p\geq1$, and for densities with unknown regularity measured on a Besov scale.…

Statistics Theory · Mathematics 2021-11-18 Neil Deo , Thibault Randrianarisoa

Most results in nonparametric regression theory are developed only for the case of additive noise. In such a setting many smoothing techniques including wavelet thresholding methods have been developed and shown to be highly adaptive. In…

Statistics Theory · Mathematics 2010-10-20 Lawrence D. Brown , T. Tony Cai , Harrison H. Zhou

A nonparametric regression setting is considered with a real-valued covariate and responses from a metric space. One may approach this setting via Fr\'echet regression, where the value of the regression function at each point is estimated…

Statistics Theory · Mathematics 2022-05-17 Christof Schötz

This paper considers the problem of adaptive estimation of a non-homogeneous intensity function from the observation of n independent Poisson processes having a common intensity that is randomly shifted for each observed trajectory. We show…

Statistics Theory · Mathematics 2011-05-20 Jérémie Bigot , Sébastien Gadat , Thierry Klein , Clément Marteau

The problem of constructing confidence sets that are adaptive in L^2-loss over a continuous scale of Sobolev classes of probability densities is considered. Adaptation holds, where possible, with respect to both the radius of the Sobolev…

Statistics Theory · Mathematics 2013-12-23 Adam D. Bull , Richard Nickl

This paper continues the research started in \cite{LW16}. In the framework of the convolution structure density model on $\bR^d$, we address the problem of adaptive minimax estimation with $\bL_p$--loss over the scale of anisotropic…

Statistics Theory · Mathematics 2017-04-17 Oleg Lepski , Thomas Willer

This paper studies density estimation and regression analysis with contaminated data observed on the unit hypersphere S^d. Our methodology and theory are based on harmonic analysis on general S^d. We establish novel nonparametric density…

Statistics Theory · Mathematics 2023-01-10 Jeong Min Jeon , Ingrid Van Keilegom

We provide a new algorithm for the treatment of inverse problems which combines the traditional SVD inversion with an appropriate thresholding technique in a well chosen new basis. Our goal is to devise an inversion procedure which has the…

Statistics Theory · Mathematics 2016-08-14 Gérard Kerkyacharian , Pencho Petrushev , Dominique Picard , Thomas Willer