Related papers: The Le Cam distance between density estimation, Po…

We provide a complete picture of asymptotically minimax estimation of $L_r$-norms (for any $r\ge 1$) of the mean in Gaussian white noise model over Nikolskii-Besov spaces. In this regard, we complement the work of Lepski, Nemirovski and…

We consider a nonparametric model $\mathcal{E}^{n},$ generated by independent observations $X_{i},$ $i=1,...,n,$ with densities $p(x,\theta_{i}),$ $i=1,...,n,$ the parameters of which $\theta _{i}=f(i/n)\in \Theta $ are driven by the values…

We study estimation and testing in the Poisson regression model with noisy high dimensional covariates, which has wide applications in analyzing noisy big data. Correcting for the estimation bias due to the covariate noise leads to a…

We study the quantum to classical transition in Boson Sampling by analysing how $N$-boson interference is affected by inevitable noise in an experimental setup. We adopt the Gaussian noise model of Kalai and Kindler for Boson Sampling and…

We study the sensitivity to noise of |permanent(X)|^2 for random real and complex n x n Gaussian matrices X, and show that asymptotically the correlation between the noisy and noiseless outcomes tends to zero when the noise level is…

We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the statistical…

The performance of the Lasso is well understood under the assumptions of the standard linear model with homoscedastic noise. However, in several applications, the standard model does not describe the important features of the data. This…

We propose a similarity measure for sparsely sampled time course data in the form of a log-likelihood ratio of Gaussian processes (GP). The proposed GP similarity is similar to a Bayes factor and provides enhanced robustness to noise in…

Via a simulation study we compare the finite sample performance of the deconvolution kernel density estimator in the supersmooth deconvolution problem to its asymptotic behaviour predicted by two asymptotic normality theorems. Our results…

This paper establishes the global asymptotic equivalence, in the sense of the Le Cam $\Delta$-distance, between scalar diffusion models with unknown drift function and small variance on the one side, and nonparametric autoregressive models…

We consider the problem of parameter estimation by the observations of deterministic signal in white gaussian noise. It is supposed that the signal has a singularity of cusp-type. The properties of the maximum likelihood and bayesian…

Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density $r_0$ and intensity $\lambda_0$. We take a nonparametric Bayesian approach to the…

We consider problem of signal detection in Gaussian white noise. Test statistics are linear combinations of squares of estimators of Fourier coefficients or $\mathbb{L}_2$-norms of kernel estimators. We point out necessary and sufficient…

The detection and estimation of signals in noisy, limited data is a problem of interest to many scientific and engineering communities. We present a computationally simple, sample eigenvalue based procedure for estimating the number of…

The intensity statistics of signals in the presence of Gaussian noise is obtained by studying the model of a random signal plus a random phasor sum. The additive Gaussian noise is shown to result in a Bessel transform of the probability…

Asymptotic lower bounds for estimation play a fundamental role in assessing the quality of statistical procedures. In this paper we propose a framework for obtaining semi-parametric efficiency bounds for sparse high-dimensional models,…

Let $\xi$ be a Gaussian white noise on $\mathbb R^d$ ($d=1,2,3$). Let $(\xi_\varepsilon)_{\varepsilon>0}$ be continuous Gaussian processes such that $\xi_\varepsilon\to\xi$ as $\varepsilon\to0$, defined by convolving $\xi$ against a…

Additive or multiplicative stationary noise recently became an important issue in applied fields such as microscopy or satellite imaging. Relatively few works address the design of dedicated denoising methods compared to the usual white…

Noise is an unavoidable part of most measurements which can hinder a correct interpretation of the data. Uncertainties propagate in the data analysis and can lead to biased results even in basic descriptive statistics such as the central…

We propose a new testing procedure for detecting localized departures from monotonicity of a signal embedded in white noise. In fact, we perform simultaneously several tests that aim at detecting departures from concavity for the integrated…