Related papers: Accelerated Nonparametric Maximum Likelihood Densi…
We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…
Integration against a probability distribution given its unnormalized density is a central task in Bayesian inference and other fields. We introduce new methods for approximating such expectations with a small set of weighted samples --…
Estimating the marginal and joint densities of the long-term average intakes of different dietary components is an important problem in nutritional epidemiology. Since these variables cannot be directly measured, data are usually collected…
The empirical Bayes $g$-modeling approach via the nonparametric maximum likelihood estimator (NPMLE) is widely used for large-scale estimation and inference in the normal means problem, yet theoretical guarantees for uncertainty…
We consider the problem of estimating the mixing density $f$ from $n$ i.i.d. observations distributed according to a mixture density with unknown mixing distribution. In contrast with finite mixtures models, here the distribution of the…
We consider the problem of robust deconvolution, and particularly the recovery of an unknown deterministic signal convolved with a known filter and corrupted by additive noise. We present a novel, non-iterative data-driven approach.…
In this paper, it is shown that an auto-encoder using optimal reconstruction significantly outperforms a conventional auto-encoder. Optimal reconstruction uses the conditional mean of the input given the features, under a maximum entropy…
It is well known that the minimax rates of convergence of nonparametric density and regression function estimation of a random variable measured with error is much slower than the rate in the error free case. Surprisingly, we show that if…
Consider the problem of nonparametric estimation of an unknown $\beta$-H\"older smooth density $p_{XY}$ at a given point, where $X$ and $Y$ are both $d$ dimensional. An infinite sequence of i.i.d.\ samples $(X_i,Y_i)$ are generated…
We present a new Bayesian nonparametric approach to estimating the spectral density of a stationary time series. A nonparametric prior based on a mixture of B-spline distributions is specified and can be regarded as a generalization of the…
We consider sampling from a Gibbs distribution by evolving a finite number of particles using a particular score estimator rather than Brownian motion. To accelerate the particles, we consider a second-order score-based ODE, similar to…
Kernel-based nonparametric hazard rate estimation is considered with a special class of infinite-order kernels that achieves favorable bias and mean square error properties. A fully automatic and adaptive implementation of a density and…
A popular class of problem in statistics deals with estimating the support of a density from $n$ observations drawn at random from a $d$-dimensional distribution. The one-dimensional case reduces to estimating the end points of a univariate…
Non-linear latent variable models have become increasingly popular in a variety of applications. However, there has been little study on theoretical properties of these models. In this article, we study rates of posterior contraction in…
In this article, we consider two different statistical models. First, we focus on the estimation of the jump intensity of a compound Poisson process in the presence of unknown noise. This problem combines both the deconvolution problem and…
Microscopy is one of the most essential imaging techniques in life sciences. High-quality images are required in order to solve (potentially life-saving) biomedical research problems. Many microscopy techniques do not achieve sufficient…
We propose a novel approach for density estimation with exponential families for the case when the true density may not fall within the chosen family. Our approach augments the sufficient statistics with features designed to accumulate…
In this paper, we propose a Riemannian steepest descent method for solving a blind deconvolution problem. We prove that the proposed algorithm with an appropriate initialization will recover the exact solution with high probability when the…
In a large class of statistical inverse problems it is necessary to suppose that the transformation that is inverted is known. Although, in many applications, it is unrealistic to make this assumption, the problem is often insoluble without…
In this paper we propose a new method of joint nonparametric estimation of probability density and its support. As is well known, nonparametric kernel density estimator has "boundary bias problem" when the support of the population density…