Related papers: The smoothness test for a density function
We assign a measure to an upper semicontinuous function which is subharmonic with respect to the mean curvature operator, so that it agrees with the mean curvature of its graph when the function is smooth. We prove that the measure is…
We consider the problems of \emph{learning} and \emph{testing} real-valued convex functions over Gaussian space. Despite the extensive study of function convexity across mathematics, statistics, and computer science, its learnability and…
We consider infinitely dimensional classes of functions and instead of the relative error setting, which was used in previous papers on the integral norm discretization, we consider the absolute error setting. We demonstrate how known…
We study minimax density estimation on the product space $\mathbb{R}^{d_1}\times\mathbb{R}^{d_2}$. We consider $L^p$-risk for probability density functions defined over regularity spaces that allow for different level of smoothness in each…
We study the problem of sampling from a target distribution in $\mathbb{R}^d$ whose potential is not smooth. Compared with the sampling problem with smooth potentials, this problem is much less well-understood due to the lack of smoothness.…
Motzkin posed the problem of finding the maximal density $\mu(M)$ of sets of integers in which the differences given by a set $M$ do not occur. The problem is already settled when $|M|\leq 2$ and $M$ is a finite arithmetic progression. In…
This paper addresses the deconvolution problem of estimating a square-integrable probability density from observations contaminated with additive measurement errors having a known density. The estimator begins with a density estimate of the…
One way to interpret smoothness of a measure in infinite dimensions is quasi-invariance of the measure under a class of transformations. Usually such settings lack a reference measure such as the Lebesgue or Haar measure, and therefore we…
A classical density functional theory is applied to study solvation of solutes in water. An approx- imate form of the excess functional is proposed for water. This functional requires the knowledge of pure solvent direct correlation…
We present several natural notions of distance between spectral density functions of (discrete-time) random processes. They are motivated by certain filtering problems. First we quantify the degradation of performance of a predictor which…
We look at a measure, $\lambda^\infty$, on the infinite-dimensional space, ${\mathbb R}^\infty$, for which we attempt to put forth an analogue of the Lebesgue density theorem. Although this measure allows us to find partial results, for…
The notion of probability density for a random function is not as straightforward as in finite-dimensional cases. While a probability density function generally does not exist for functional data, we show that it is possible to develop the…
We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…
We investigate solutions of the 2d incompressible Euler equations, linearized around steady states which are radially decreasing vortices. Our main goal is to understand the smoothness of what we call the spectral density function…
In this paper we consider the uniformity testing problem for high-dimensional discrete distributions (multinomials) under sparse alternatives. More precisely, we derive sharp detection thresholds for testing, based on $n$ samples, whether a…
This paper establishes a formal connection between finite-sample and asymptotically minimax robust hypothesis testing under distributional uncertainty. It is shown that, whenever a finite-sample minimax robust test exists, it coincides with…
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…
For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce…
We introduce a multiscale test statistic based on local order statistics and spacings that provides simultaneous confidence statements for the existence and location of local increases and decreases of a density or a failure rate. The…
We consider the problem of the construction of the goodness-of-fit tests for diffusion processes with small noise. The basic hypothesis is composite parametric and our goal is to obtain asymptotically distribution free tests. We propose two…