Related papers: Minimax Extrapolation Problem For Harmonizable Sta…
We consider the detection problem of a two-dimensional function from noisy observations of its integrals over lines. We study both rate and sharp asymptotics for the error probabilities in the minimax setup. By construction, the derived…
This paper characterizes the minimax linear estimator of the value of an unknown function at a boundary point of its domain in a Gaussian white noise model under the restriction that the first-order derivative of the unknown function is…
Suppose that $n$ statistical units are observed, each following the model $Y(x_j)=m(x_j)+ \epsilon(x_j),\, j=1,...,N,$ where $m$ is a regression function, $0 \leq x_1 <...<x_N \leq 1$ are observation times spaced according to a sampling…
The feasibility of extrapolation of completely monotone functions can be quantified by examining the worst case scenario, whereby a pair of completely monotone functions agree on a given interval to a given relative precision, but differ as…
We consider an unknown response function $f$ defined on $\Delta=[0,1]^d$, $1\le d\le\infty$, taken at $n$ random uniform design points and observed with Gaussian noise of known variance. Given a positive sequence $r_n\to 0$ as $n\to\infty$…
We study the problem of maximizing a spectral risk measure of a given output function which depends on several underlying variables, whose individual distributions are known but whose joint distribution is not. We establish and exploit an…
We consider the estimation of two-sample integral functionals, of the type that occur naturally, for example, when the object of interest is a divergence between unknown probability densities. Our first main result is that, in wide…
We consider the problem of estimation of a linear functional in the Gaussian sequence model where the unknown vector theta in R^d belongs to a class of s-sparse vectors with unknown s. We suggest an adaptive estimator achieving a…
The problem of detecting a wide-sense stationary Gaussian signal process embedded in white Gaussian noise, where the power spectral density of the signal process exhibits uncertainty, is investigated. The performance of minimax robust…
This paper deals with probabilistic upper bounds for the error in functional estimation defined on some interpolation and extrapolation designs, when the function to estimate is supposed to be analytic. The error pertaining to the estimate…
For nonparametric regression with one-sided errors and a boundary curve model for Poisson point processes we consider the problem of efficient estimation for linear functionals. The minimax optimal rate is obtained by an unbiased estimation…
This study introduces a novel estimation method for the entries and structure of a matrix $A$ in the linear factor model $\mathbf{X} = A\textbf{Z} + \textbf{E}$. This is applied to an observable vector $\mathbf{X} \in \mathbb{R}^d$ with…
In this paper, we consider estimators for an additive functional of $\phi$, which is defined as $\theta(P;\phi)=\sum_{i=1}^k\phi(p_i)$, from $n$ i.i.d. random samples drawn from a discrete distribution $P=(p_1,...,p_k)$ with alphabet size…
This paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…
We study the non-parametric estimation of the value ${\theta}(f )$ of a linear functional evaluated at an unknown density function f with support on $R_+$ based on an i.i.d. sample with multiplicative measurement errors. The proposed…
We study the performance of the spectral method for the phase synchronization problem with additive Gaussian noises and incomplete data. The spectral method utilizes the leading eigenvector of the data matrix followed by a normalization…
The problem of minimizing convex functionals of probability distributions is solved under the assumption that the density of every distribution is bounded from above and below. A system of sufficient and necessary first-order optimality…
We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions,…
The Multi-Reference Alignment (MRA) problem aims at the recovery of an unknown signal from repeated observations under the latent action of a group of cyclic isometries, in the presence of additive noise of high intensity $\sigma$. It is a…
Many economic parameters are identified by ``thin sets'' (submanifolds with Lebesgue measure zero) and hence difficult to recover from data in an ambient space. This paper provides a unified theory for estimation and inference of such…