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Estimation problems with constrained parameter spaces arise in various settings. In many of these problems, the observations available to the statistician can be modelled as arising from the noisy realization of the image of a random linear…

Statistics Theory · Mathematics 2023-03-23 Reese Pathak , Martin J. Wainwright , Lin Xiao

The problem we concentrate on is as follows: given (1) a convex compact set $X$ in ${\mathbb{R}}^n$, an affine mapping $x\mapsto A(x)$, a parametric family $\{p_{\mu}(\cdot)\}$ of probability densities and (2) $N$ i.i.d. observations of the…

Statistics Theory · Mathematics 2009-08-24 Anatoli B. Juditsky , Arkadi S. Nemirovski

Covariate shift occurs when the distribution of input features differs between the training and testing phases. In covariate shift, estimating an unknown function's moment is a classical problem that remains under-explored, despite its…

Machine Learning · Statistics 2025-07-01 Zhen Zhang , Xin Liu , Shaoli Wang , Jiaye Teng

We investigate an extension of an equilibrium-type result, conjectured by Ambrus, Ball and Erd\'elyi, and proved recently by Hardin, Kendall and Saff. These results were formulated on the torus, hence we also work on the torus, but one of…

Classical Analysis and ODEs · Mathematics 2018-01-17 Bálint Farkas , Béla Nagy , Szilárd Gy. Révész

We study the problem of estimating the value of a known smooth function $f$ at an unknown point $\boldsymbol{\mu} \in \mathbb{R}^n$, where each component $\mu_i$ can be sampled via a noisy oracle. Sampling more frequently components of…

Machine Learning · Computer Science 2022-03-22 Tavor Z. Baharav , Gary Cheng , Mert Pilanci , David Tse

We consider the `one-shot frame synchronization problem' where a decoder wants to locate a sync pattern at the output of a channel on the basis of sequential observations. We assume that the sync pattern of length N starts being emitted at…

Information Theory · Computer Science 2007-08-23 Venkat Chandar , Aslan Tchamkerten , Gregory Wornell

We study the problem of designing minimax procedures in linear regression under the quantile risk. We start by considering the realizable setting with independent Gaussian noise, where for any given noise level and distribution of inputs,…

Statistics Theory · Mathematics 2024-06-19 Ayoub El Hanchi , Chris J. Maddison , Murat A. Erdogdu

Best simultaneous approximation (BSA) for finitely or infinitely many functions are considered under the uniform norm and other important norms. Characterization theorems for a BSA from a finite-dimensional subspace are obtained by a…

Combinatorics · Mathematics 2024-04-22 Shinji Tanimoto

Shuffled regression and unlinked regression represent intriguing challenges that have garnered considerable attention in many fields, including but not limited to ecological regression, multi-target tracking problems, image denoising, etc.…

Statistics Theory · Mathematics 2024-04-16 Cecile Durot , Debarghya Mukherjee

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…

Statistics Theory · Mathematics 2023-02-07 Rafail Kartsioukas , Stilian Stoev , Tailen Hsing

Consider the communication-constrained problem of nonparametric function estimation, in which each distributed terminal holds multiple i.i.d. samples. Under certain regularity assumptions, we characterize the minimax optimal rates for all…

Machine Learning · Computer Science 2025-01-15 Deheng Yuan , Tao Guo , Zhongyi Huang

This paper surveys some recent developments in fundamental limits and optimal algorithms for network analysis. We focus on minimax optimal rates in three fundamental problems of network analysis: graphon estimation, community detection, and…

Statistics Theory · Mathematics 2019-02-15 Chao Gao , Zongming Ma

An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that this algorithm needs at most…

Optimization and Control · Mathematics 2019-02-28 S. Gratton , E. Simon , Ph. L. Toint

Given observations from a circular random variable contaminated by an additive measurement error, we consider the problem of minimax optimal goodness-of-fit testing in a non-asymptotic framework. We propose direct and indirect testing…

Statistics Theory · Mathematics 2020-07-14 Sandra Schluttenhofer , Jan Johannes

We consider the problem of recovering linear image $Bx$ of a signal $x$ known to belong to a given convex compact set $X$ from indirect observation $\omega=Ax+\sigma\xi$ of $x$ corrupted by Gaussian noise $\xi$. It is shown that under some…

Statistics Theory · Mathematics 2019-10-22 Anatoli Juditsky , Arkadi Nemirovski

In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…

Statistics Theory · Mathematics 2021-11-01 Keli Guo , Jun Fan , Lixing Zhu

We study a class of statistical inverse problems with non-linear pointwise operators motivated by concrete statistical applications. A two-step procedure is proposed, where the first step smoothes the data and inverts the non-linearity.…

Statistics Theory · Mathematics 2016-11-08 Kolyan Ray , Johannes Schmidt-Hieber

Many causal estimands, such as average treatment effects under unconfoundedness, can be written as continuous linear functionals of an unknown regression function. We study a weighting estimator that sets weights by a minimax procedure:…

Econometrics · Economics 2025-10-21 Jing Kong

Approximation properties of the expansions $\sum_{k\in{\mathbb z}^d}c_k\phi(M^jx+k)$, where $M$ is a matrix dilation, $c_k$ is either the sampled value of a signal $f$ at $M^{-j}k$ or the integral average of $f$ near $M^{-j}k$ (falsified…

Functional Analysis · Mathematics 2014-07-02 A. Krivoshein , M. Skopina

The most fundamental problem in statistics is the inference of an unknown probability distribution from a finite number of samples. For a specific observed data set, answers to the following questions would be desirable: (1) Estimation:…

Statistics Theory · Mathematics 2013-01-23 Ali Kinkhabwala