Related papers: Exponential Concentration of a Density Functional …
There is growing interest in developing statistical estimators that achieve exponential concentration around a population target even when the data distribution has heavier than exponential tails. More recent activity has focused on…
The problem of accurate nonparametric estimation of distributional functionals (integral functionals of one or more probability distributions) has received recent interest due to their wide applicability in signal processing, information…
Let $\boldsymbol{X}$ be a $d$-dimensional random array on $[n]$ whose entries take values in a finite set $\mathcal{X}$, that is, $\boldsymbol{X}=\langle X_s:s\in \binom{[n]}{d}\rangle$ is an $\mathcal{X}$-valued stochastic process indexed…
We consider a recursive algorithm to construct an aggregated estimator from a finite number of base decision rules in the classification problem. The estimator approximately minimizes a convex risk functional under the l1-constraint. It is…
Exponential integrability properties of numerical approximations are a key tool for establishing positive rates of strong and numerically weak convergence for a large class of nonlinear stochastic differential equations. It turns out that…
If $\mathscr A$ is a set of natural numbers of exponential density $\delta$, then the exponential density of all numbers of the form $x^3+a$ with $x\in\mathbb N$ and $a\in\mathscr A$ is at least $\min(1, \frac 13+\frac 56 \delta)$. This is…
We prove that for all constants $a\in\N$, $b\in\Z$, $c,d\in\R$, $c\neq 0$, the fractions $\phi(an+b)/(cn+d)$ lie dense in the interval $]0,D]$ (respectively $[D,0[$ if $c<0$), where $D=a\phi(\gcd(a,b))/(c\gcd(a,b))$. This interval is the…
We investigate the famous Tchentzov's projection density statistical estimation in order to deduce the exponential decreasing tail of distribution for the natural normalized deviation. We modify these estimations assuming the square…
We study estimation and inference for the mean of real-valued random functions defined on a hypercube. The independent random functions are observed on a discrete, random subset of design points, possibly with heteroscedastic noise. We…
In this paper a useful subfamily of the exponential family has been considered. The ML estimation based on upper record values has been calculated for the parameter, Cumulative Density Function, and Probability Density Function of the…
This paper considers the problem of estimating probability density functions on the rotation group $SO(3)$. Two distinct approaches are proposed, one based on characteristic functions and the other on wavelets using the heat kernel.…
In this paper a new family of minimum divergence estimators based on the Bregman divergence is proposed, where the defining convex function has an exponential nature. These estimators avoid the necessity of using an intermediate kernel…
Let $f$ be a multivariate density and $f\_n$ be a kernel estimate of $f$ drawn from the $n$-sample $X\_1,...,X\_n$ of i.i.d. random variables with density $f$. We compute the asymptotic rate of convergence towards 0 of the volume of the…
We consider nonparametric estimation of $L_2$, Renyi-$\alpha$ and Tsallis-$\alpha$ divergences between continuous distributions. Our approach is to construct estimators for particular integral functionals of two densities and translate them…
From the integration of non-symmetrical hyperboles, a one-parameter generalization of the logarithmic function is obtained. Inverting this function, one obtains the generalized exponential function. We show that functions characterizing…
Nonparametric density estimators are studied for $d$-dimensional, strongly spatial mixing data which is defined on a general $N$-dimensional lattice structure. We consider linear and nonlinear hard thresholded wavelet estimators which are…
We propose two novel unbiased estimators of the integral $\int_{[0,1]^{s}}f(u) du$ for a function $f$, which depend on a smoothness parameter $r\in\mathbb{N}$. The first estimator integrates exactly the polynomials of degrees $p<r$ and…
Given an i.i.d. sample $X_1,...,X_n$ with common bounded density $f_0$ belonging to a Sobolev space of order $\alpha$ over the real line, estimation of the quadratic functional $\int_{\mathbb{R}}f_0^2(x) \mathrm{d}x$ is considered. It is…
We derive an analytical density functional for the single-site entanglement of the one-dimensional homogeneous Hubbard model, by means of an approximation to the linear entropy. We show that this very simple density functional reproduces…
Let $f(t_1,\ldots,t_n)$ be a nondegenerate integral quadratic form. We analyze the asymptotic behavior of the function $D_f(X)$, the number of integers of absolute value up to $X$ represented by $f$. When $f$ is isotropic or $n$ is at least…