Related papers: Nonparametric intensity estimation from noisy obse…
This work addresses various open questions in the theory of active learning for nonparametric classification. Our contributions are both statistical and algorithmic: -We establish new minimax-rates for active learning under common…
We study nonparametric estimation of the diffusion coefficient from discrete data, when the observations are blurred by additional noise. Such issues have been developed over the last 10 years in several application fields and in particular…
Statistical modeling of point patterns is an important and common problem in several areas. The Poisson process is the most common process used for this purpose, in particular, its generalization that considers the intensity function to be…
Data on count processes arise in a variety of applications, including longitudinal, spatial and imaging studies measuring count responses. The literature on statistical models for dependent count data is dominated by models built from…
This paper considers the posterior contraction of non-parametric Bayesian inference on non-homogeneous Poisson processes. We consider the quality of inference on a rate function $\lambda$, given non-identically distributed realisations,…
Suppose we observe a Poisson process in real time for which the intensity may take on two possible values $\lambda_0$ and $\lambda_1$. Suppose further that the priori probability of the true intensity is not given. We solve a minimax…
We study systems of simple point processes that admit stochastic intensities. We represent these point processes as thinnings of Poisson measures and are interested in a convergence result of such systems. This result states that, if the…
The concept of biased data is well known and its practical applications range from social sciences and biology to economics and quality control. These observations arise when a sampling procedure chooses an observation with probability that…
We study nonparametric density estimation problems where error is measured in the Wasserstein distance, a metric on probability distributions popular in many areas of statistics and machine learning. We give the first minimax-optimal rates…
In this paper, we further develop the approach, originating in [14 (arXiv:1311.6765),20 (arXiv:1604.02576)], to "computation-friendly" hypothesis testing and statistical estimation via Convex Programming. Specifically, we focus on…
An adapted, right-continuous, non-decreasing, integer-valued process with unit jumps and starting at zero has a minimal predictable intensity if and only if it is a standard Poisson process under an absolutely continuous transformation of…
We develop a prior probability model for temporal Poisson process intensities through structured mixtures of Erlang densities with common scale parameter, mixing on the integer shape parameters. The mixture weights are constructed through…
Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…
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…
Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…
We consider the problem of recovering linear image of unknown signal belonging to a given convex compact signal set from noisy observation of another linear image of the signal. We develop a simple generic efficiently computable nonlinear…
This paper discusses the problem of estimating a stochastic signal from nonlinear uncertain observations with time-correlated additive noise described by a first-order Markov process. Random deception attacks are assumed to be launched by…
Many quantum algorithms contain an important subroutine, the quantum amplitude estimation. As the name implies, this is essentially the parameter estimation problem and thus can be handled via the established statistical estimation theory.…
We consider the problem of adaptive inference on a regression function at a point under a multivariate nonparametric regression setting. The regression function belongs to a H\"older class and is assumed to be monotone with respect to some…
We address the problem of learning an unknown smooth function and its derivatives from noisy pointwise evaluations under the supremum norm. While classical nonparametric regression provides a strong theoretical foundation, traditional…