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The Dirichlet prior is widely used in estimating discrete distributions and functionals of discrete distributions. In terms of Shannon entropy estimation, one approach is to plug-in the Dirichlet prior smoothed distribution into the entropy…

Information Theory · Computer Science 2017-09-20 Yanjun Han , Jiantao Jiao , Tsachy Weissman

Operator learning based on neural operators has emerged as a promising paradigm for the data-driven approximation of operators, mapping between infinite-dimensional Banach spaces. Despite significant empirical progress, our theoretical…

Machine Learning · Computer Science 2024-07-04 Samuel Lanthaler

We pursue the study of a model convex functional with orthotropic structure and nonstandard growth conditions, this time focusing on the sub-quadratic case. We prove that bounded local minimizers are locally Lipschitz. No restriction on the…

Analysis of PDEs · Mathematics 2022-11-15 Pierre Bousquet , Lorenzo Brasco , Chiara Leone

We build confidence balls for the common density $s$ of a real valued sample $X_1,...,X_n$. We use resampling methods to estimate the projection of $s$ onto finite dimensional linear spaces and a model selection procedure to choose an…

Statistics Theory · Mathematics 2010-07-27 Matthieu Lerasle

We provide an inference procedure for the sharp regression discontinuity design (RDD) under monotonicity, with possibly multiple running variables. Specifically, we consider the case where the true regression function is monotone with…

Econometrics · Economics 2020-12-01 Koohyun Kwon , Soonwoo Kwon

We consider the nonparametric estimation of the intensity function of a Poisson point process in a circular model from indirect observations $N_1,\ldots,N_n$. These observations emerge from hidden point process realizations with the target…

Statistics Theory · Mathematics 2019-02-19 Martin Kroll

The fundamental Filippov-Wazwski Relaxation Theorem states that the solution set of an initial value problem for a locally Lipschitz inclusion is dense in the solution set of the same initial value problem for the corresponding relaxation…

Dynamical Systems · Mathematics 2007-05-23 Brian P. Ingalls , Eduardo D. Sontag , Yuan Wang

We prove decay estimates in the interior for solutions to elliptic equations in divergence form with Lipschitz continuous coefficients. The estimates explicitly depend on the distance from the boundary and on suitable notions of frequency…

Analysis of PDEs · Mathematics 2019-07-12 Michele Di Cristo , Luca Rondi

We consider estimation and inference on average treatment effects under unconfoundedness conditional on the realizations of the treatment variable and covariates. Given nonparametric smoothness and/or shape restrictions on the conditional…

Applications · Statistics 2022-10-04 Timothy B. Armstrong , Michal Kolesár

Let g : $\Omega$ = [0, 1] d $\rightarrow$ R denote a Lipschitz function that can be evaluated at each point, but at the price of a heavy computational time. Let X stand for a random variable with values in $\Omega$ such that one is able to…

Probability · Mathematics 2021-07-29 Lucie Bernard , Albert Cohen , Arnaud Guyader , Florent Malrieu

Nearest neighbor (NN) matching as a tool to align data sampled from different groups is both conceptually natural and practically well-used. In a landmark paper, Abadie and Imbens (2006) provided the first large-sample analysis of NN…

Statistics Theory · Mathematics 2021-12-28 Zhexiao Lin , Peng Ding , Fang Han

We study the classical problem of deriving minimax rates for density estimation over convex density classes. Building on the pioneering work of Le Cam (1973), Birge (1983, 1986), Wong and Shen (1995), Yang and Barron (1999), we determine…

Statistics Theory · Mathematics 2023-10-24 Shamindra Shrotriya , Matey Neykov

We provide a general approach to Lipschitz regularity of solutions for a large class of vector-valued, nonautonomous variational problems exhibiting nonuniform ellipticity. The functionals considered here range amongst those with unbalanced…

Analysis of PDEs · Mathematics 2021-08-02 Cristiana De Filippis , Giuseppe Mingione

We consider the problem of estimating the optimal transport map between two probability distributions, $P$ and $Q$ in $\mathbb R^d$, on the basis of i.i.d. samples. All existing statistical analyses of this problem require the assumption…

Statistics Theory · Mathematics 2023-05-26 Aram-Alexandre Pooladian , Vincent Divol , Jonathan Niles-Weed

In this paper I will approach the computation of the maximum density of regular lattices in large dimensions using a statistical mechanics approach. The starting point will be some theorems of Roger, which are virtually unknown in the…

Statistical Mechanics · Physics 2009-11-13 Giorgio Parisi

We examine a mean-reverting Ornstein-Uhlenbeck process that perturbs an unknown Lipschitz-continuous drift and aim to estimate the drift's value at a predetermined time horizon by sampling the path of the process. Due to the time varying…

Statistics Theory · Mathematics 2024-05-20 Enrico Bernardi , Alberto Lanconelli , Christopher S. A. Lauria , Berk Tan Perçin

We propose a generative model that achieves minimax-optimal convergence rates for estimating probability distributions supported on unknown low-dimensional manifolds. Building on Fefferman's solution to the geometric Whitney problem, our…

Statistics Theory · Mathematics 2025-06-25 Arthur Stéphanovitch

We consider the random design regression model with square loss. We propose a method that aggregates empirical minimizers (ERM) over appropriately chosen random subsets and reduces to ERM in the extreme case, and we establish sharp oracle…

Statistics Theory · Mathematics 2017-07-04 Alexander Rakhlin , Karthik Sridharan , Alexandre B. Tsybakov

The effect of measurement errors in discriminant analysis is investigated. Given observations $Z=X+\epsilon$, where $\epsilon$ denotes a random noise, the goal is to predict the density of $X$ among two possible candidates $f$ and $g$. We…

Statistics Theory · Mathematics 2015-05-13 Sébastien Loustau , Clément Marteau

We present a framework for performing efficient regression in general metric spaces. Roughly speaking, our regressor predicts the value at a new point by computing a Lipschitz extension --- the smoothest function consistent with the…

Machine Learning · Computer Science 2017-04-25 Lee-Ad Gottlieb , Aryeh Kontorovich , Robert Krauthgamer