Related papers: Finite-Sample Analysis of Fixed-k Nearest Neighbor…
A practical challenge for structural estimation is the requirement to accurately minimize a sample objective function which is often non-smooth, non-convex, or both. This paper proposes a simple algorithm designed to find accurate solutions…
This invited paper proposes and discusses several Bayesian attempts at nonparametric and semiparametric density estimation. The main categories of these ideas are as follows: 1) Build a nonparametric prior around a given parametric model.…
Let $\Phi$ be a random $k$-CNF formula on $n$ variables and $m$ clauses, where each clause is a disjunction of $k$ literals chosen independently and uniformly. Our goal is to sample an approximately uniform solution of $\Phi$ (or…
In some applications (e.g., in cosmology and economics), the regression E[Z|x] is not adequate to represent the association between a predictor x and a response Z because of multi-modality and asymmetry of f(z|x); using the full density…
Consider discrete values of functions shifted by unobserved translation effects, which are independent realizations of a random variable with unknown distribution $\mu$, modeling the variability in the response of each individual. Our aim…
We consider a multivariate density model where we estimate the excess mass of the unknown probability density $f$ at a given level $\nu>0$ from $n$ i.i.d. observed random variables. This problem has several applications such as…
The paper treats density measures as typical examples of finitely additive measures in $\mathbb{R}^n$. We study their structure and derive basic properties. In addition, estimates for related integrals are provided. The results are applied…
We consider the minimization of the number of non-zero coefficients (the $\ell_0$ "norm") of the representation of a data set in terms of a dictionary under a fidelity constraint. (Both the dictionary and the norm defining the constraint…
We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…
We undertake a detailed study of the performance of maximum likelihood (ML) estimators of the density matrix of finite-dimensional quantum systems, in order to interrogate generic properties of frequentist quantum state estimation. Existing…
We introduce a novel \textit{k}-nearest neighbor (\textit{k}-NN) regression method for joint estimation of the conditional mean and variance. The proposed algorithm preserves the computational efficiency and manifold-learning capabilities…
New local linear estimators are proposed for a wide class of nonparametric regression models. The estimators are uniformly consistent regardless of satisfying traditional conditions of depen\-dence of design elements. The estimators are the…
We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…
k is the most important parameter in a text categorization system based on k-Nearest Neighbor algorithm (kNN).In the classification process, k nearest documents to the test one in the training set are determined firstly. Then, the…
When training automated systems, it has been shown to be beneficial to adapt the representation of data by learning a problem-specific metric. This metric is global. We extend this idea and, for the widely used family of k nearest neighbors…
Causal effects are often characterized with averages, which can give an incomplete picture of the underlying counterfactual distributions. Here we consider estimating the entire counterfactual density and generic functionals thereof. We…
$K$-NN classifier is one of the most famous classification algorithms, whose performance is crucially dependent on the distance metric. When we consider the distance metric as a parameter of $K$-NN, learning an appropriate distance metric…
The spectral density function describes the second-order properties of a stationary stochastic process on $\mathbb{R}^d$. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process…
Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and tau-estimators among others. However, the finite-sample efficiency of…
Functional Data Analysis represents a field of growing interest in statistics. Despite several studies have been proposed leading to fundamental results, the problem of obtaining valid and efficient prediction sets has not been thoroughly…