Related papers: Shape-preserving wavelet-based multivariate densit…
Expected values weighted by the inverse of a multivariate density or, equivalently, Lebesgue integrals of regression functions with multivariate regressors occur in various areas of applications, including estimating average treatment…
We study the performances of an adaptive procedure based on a convex combination, with data-driven weights, of term-by-term thresholded wavelet estimators. For the bounded regression model, with random uniform design, and the nonparametric…
We introduce and analyse a new nonparametric estimator of a multi-dimensional density. Our smooth projection estimator (SPE) is defined by a least squares projection of the sample onto an infinite dimensional mixture class via an…
Due to the emergence of new high resolution numerical weather prediction (NWP) models and the availability of new or more reliable remote sensing data, the importance of efficient spatial verification techniques is growing. Wavelet…
This paper offers a new regard on compactly supported wavelets derived from FIR filters. Although being continuous wavelets, analytical formulation are lacking for such wavelets. Close approximations for daublets (Daubechies wavelets) and…
Let f_n denote a kernel density estimator of a continuous density f in d dimensions, bounded and positive. Let \Psi(t) be a positive continuous function such that \|\Psi f^{\beta}\|_{\infty}<\infty for some 0<\beta<1/2. Under natural…
In this paper, we analyze the error estimate of a wavelet frame based image restoration method from degraded and incomplete measurements. We present the error between the underlying original discrete image and the approximate solution which…
This paper explores a class of empirical Bayes methods for level-dependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavy-tailed…
Classical multiscale analysis based on wavelets has a number of successful applications, e.g. in data compression, fast algorithms, and noise removal. Wavelets, however, are adapted to point singularities, and many phenomena in several…
We show the relevance of a multifractal-type analysis for pointwise convergence and divergence properties of wavelet series: Depending on the sequence space which the wavelet coefficients sequence belongs to, we obtain deterministic upper…
This paper concerns a spectral estimation problem in which we want to find a spectral density function that is consistent with estimated second-order statistics. It is an inverse problem admitting multiple solutions, and selection of a…
We present a new approach for image reconstruction and weak lensing measurements with interferometers. Based on the shapelet formalism presented in Refregier (2001), object images are decomposed into orthonormal Hermite basis functions. The…
This paper is concerned with density estimation of directional data on the sphere. We introduce a procedure based on thresholding on a new type of spherical wavelets called {\it needlets}. We establish a minimax result and prove its…
In the present paper, multiscale systems of polynomial wavelets on an n-dimensional sphere are constructed. Scaling functions and wavelets are investigated,and their reproducing and localization properties and positive definiteness are…
In order to reconstruct the initial conditions of the universe it is important to devise a method that can efficiently constrain the shape of the power spectrum of primordial matter density fluctuations in a model-independent way from data.…
Kernel density estimation is a popular method for estimating unseen probability distributions. However, the convergence of these classical estimators to the true density slows down in high dimensions. Moreover, they do not define meaningful…
We consider a wavelet thresholding approach to adaptive variance function estimation in heteroscedastic nonparametric regression. A data-driven estimator is constructed by applying wavelet thresholding to the squared first-order differences…
A novel framework for density estimation under expectation constraints is proposed. The framework minimizes the Wasserstein distance between the estimated density and a prior, subject to the constraints that the expected value of a set of…
Given random samples drawn i.i.d. from a probability measure $\mathbb{P}$ (defined on say, $\mathbb{R}^d$), it is well-known that the empirical estimator is an optimal estimator of $\mathbb{P}$ in weak topology but not even a consistent…
In multivariate regression, when covariates are numerous, it is often reasonable to assume that only a small number of them has predictive information. In some medical applications for instance, it is believed that only a few genes out of…