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This article is dedicated to the estimation of the regression function when the explanatory variable is a weakly dependent process whose correlation coefficient exhibits exponential decay and has a known bounded density function. The…
This paper provides the relevant literature with a complete toolkit for conducting robust estimation and inference about the parameters of interest involved in a high-dimensional panel data framework. Specifically, (1) we allow for…
We study statistical properties of a class of band random matrices which naturally appears in systems of interacting particles. The local spectral density is shown to follow the Breit-Wigner distribution in both localized and delocalized…
As a counterpoint to classical stochastic particle methods for linear diffusion equations, we develop a deterministic particle method for the weighted porous medium equation (WPME) and prove its convergence on bounded time intervals. This…
This paper introduces a new member of the family of Variational Autoencoders (VAE) that constrains the rate of information transferred by the latent layer. The latent layer is interpreted as a communication channel, the information rate of…
Conditional sampling of variational autoencoders (VAEs) is needed in various applications, such as missing data imputation, but is computationally intractable. A principled choice for asymptotically exact conditional sampling is…
Accurate density estimation methodologies play an integral role in a variety of scientific disciplines, with applications including simulation models, decision support tools, and exploratory data analysis. In the past, histograms and kernel…
We propose a new wavelet-based method for density estimation when the data are size-biased. More specifically, we consider a power of the density of interest, where this power exceeds 1/2. Warped wavelet bases are employed, where warping is…
This paper develops a stochastic geometry-based approach for the modeling and analysis of finite millimeter wave (mmWave) wireless networks where a random number of transmitters and receivers are randomly located inside a finite region. We…
We study a regression characterization for the quadratic estimator of weak lensing, developed by Hu and Okamoto (2001,2002), for cosmic microwave background observations. This characterization motivates a modification of the quadratic…
We propose a flexible Bayesian approach for estimating the joint density of a multivariate outcome of interest in the presence of categorical covariates. Leveraging a Gaussian copula framework, our method effectively captures the dependence…
This paper develops bootstrap methods to construct uniform confidence bands for nonparametric spectral estimation of L\'{e}vy densities under high-frequency observations. We assume that we observe $n$ discrete observations at frequency…
This paper concerns estimating a probability density function $f$ based on iid observations from $g(x)=W^{-1} w(x) f(x)$, where the weight function $w$ and the total weight $W=\int w(x) f(x) dx$ may not be known. The length-biased and…
The Grenander estimator is a well-studied procedure for univariate nonparametric density estimation. It is usually defined as the Maximum Likelihood Estimator (MLE) over the class of all non-increasing densities on the positive real line.…
Density level sets are mainly estimated using one of three methodologies: plug-in, excess mass, or a hybrid approach. The plug-in methods are based on replacing the unknown density by some nonparametric estimator, usually the kernel. Thus,…
In situations where the sampling units in a study can be more easily ranked based on the measurement of an auxiliary variable, ranked set sampling provide unbiased estimators for the mean of a population that they are more efficient than…
Millimeter-wave (mmWave) communications have gained attention as a key technology for high-capacity wireless systems, owing to the wide available bandwidth. However, mmWave signals suffer from their inherent characteristics such as severe…
This paper proposes a geometric estimator of dependency between a pair of multivariate samples. The proposed estimator of dependency is based on a randomly permuted geometric graph (the minimal spanning tree) over the two multivariate…
A nonparametric and locally adaptive Bayesian estimator is proposed for estimating a binary regression. Flexibility is obtained by modeling the binary regression as a mixture of probit regressions with the argument of each probit regression…
As a widely recognized approach to deep generative modeling, Variational Auto-Encoders (VAEs) still face challenges with the quality of generated images, often presenting noticeable blurriness. This issue stems from the unrealistic…