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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…

Statistics Theory · Mathematics 2025-02-17 Hajo Holzmann , Alexander Meister

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…

Statistics Theory · Mathematics 2016-08-16 Christophe Chesneau , Guillaume Lecué

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…

Methodology · Statistics 2014-11-25 Heather Battey , Han Liu

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…

Atmospheric and Oceanic Physics · Physics 2017-04-05 Michael Weniger , Florian Kapp , Petra Friederichs

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…

Numerical Analysis · Computer Science 2019-09-27 V. V. Vermehren , J. E. Wesen , H. M. de Oliveira

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…

Probability · Mathematics 2016-09-07 Evarist Gine , Vladimir Koltchinskii , Joel Zinn

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…

Analysis of PDEs · Mathematics 2022-08-23 Jian-Feng Cai , Jae Kyu Choi , Jianbin Yang

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…

Statistics Theory · Mathematics 2007-06-13 Iain M. Johnstone , Bernard W. Silverman

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…

Statistics Theory · Mathematics 2007-06-13 David L. Donoho

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…

Functional Analysis · Mathematics 2017-01-12 Céline Esser , Stéphane Jaffard

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…

Optimization and Control · Mathematics 2019-08-08 Bin Zhu

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…

Astrophysics · Physics 2009-11-06 Tzu-Ching Chang , Alexandre Refregier

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…

Statistics Theory · Mathematics 2010-04-30 P. Baldi , G. Kerkyacharian , D. Marinucci , D. Picard

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…

Classical Analysis and ODEs · Mathematics 2018-04-10 Ilona Iglewska-Nowak

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.…

Astrophysics · Physics 2009-11-10 Pia Mukherjee , Yun Wang

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…

Statistics Theory · Mathematics 2025-05-30 Jack Kendrick

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…

Statistics Theory · Mathematics 2008-10-28 T. Tony Cai , Lie Wang

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…

Machine Learning · Statistics 2026-02-24 Yinan Hu , Esteban G. Tabak

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…

Statistics Theory · Mathematics 2016-03-31 Bharath Sriperumbudur

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…

Methodology · Statistics 2022-07-12 Sylvain Sardy , Xiaoyu Ma
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