Related papers: High-dimensional nonparametric density estimation …
We study likelihood-based inference for the anisotropic hyperbolic wrapped normal distribution on standard hyperbolic space. The model has a manifold-valued location parameter and a full positive definite covariance matrix in tangent…
We propose a non-parametric anomaly detection algorithm for high dimensional data. We first rank scores derived from nearest neighbor graphs on $n$-point nominal training data. We then train limited complexity models to imitate these scores…
We study non-parametric regression estimates for random fields. The data satisfies certain strong mixing conditions and is defined on the regular $N$-dimensional lattice structure. We show consistency and obtain rates of convergence. The…
Maximum likelihood estimation is one of the most used methods in quantum state tomography, where the aim is to reconstruct the density matrix of a physical system from measurement results. One strategy to deal with positivity and unit trace…
We consider the problem of estimating the probability density function of a circular random variable observed under censoring. To this end, we introduce a projection estimator constructed via a regression approach on linear sieves. We first…
A probability density function (pdf) encodes the entire stochastic knowledge about data distribution, where data may represent stochastic observations in robotics, transition state pairs in reinforcement learning or any other empirically…
In this paper, a nonparametric maximum likelihood (ML) estimator for band-limited (BL) probability density functions (pdfs) is proposed. The BLML estimator is consistent and computationally efficient. To compute the BLML estimator, three…
We consider the nonparametric maximum likelihood estimation for the underlying event time based on mixed-case interval-censored data, under a log-concavity assumption on its distribution function. This generalized framework relaxes the…
In this paper we study nonparametric estimators of copulas and copula densities. We first focus our study on a density copula estimator based on a polynomial orthogonal projection of the joint density. A new copula estimator is then…
Generalization theory has been established for sparse deep neural networks under high-dimensional regime. Beyond generalization, parameter estimation is also important since it is crucial for variable selection and interpretability of deep…
We introduce a nonparametric spectral density estimator for continuous-time and continuous-space processes measured at fully irregular locations. Our estimator is constructed using a weighted nonuniform Fourier sum whose weights yield a…
An adaptive nonparametric estimation procedure is constructed for the estimation problem of heteroscedastic regression when the noise variance depends on the unknown regression. A non-asymptotic upper bound for a quadratic risk (an oracle…
A two-class mixture model, where the density of one of the components is known, is considered. We address the issue of the nonparametric adaptive estimation of the unknown probability density of the second component. We propose a randomly…
Density ratio estimation (DRE) is a paramount task in machine learning, for its broad applications across multiple domains, such as covariate shift adaptation, causal inference, independence tests and beyond. Parametric methods for…
The inference of evolutionary histories is a central problem in evolutionary biology. The analysis of a sample of phylogenetic trees can be conducted in Billera-Holmes-Vogtmann tree space, which is a CAT(0) metric space of phylogenetic…
We investigate the nonparametric bivariate additive regression estimation in the random design and long-memory errors and construct adaptive thresholding estimators based on wavelet series. The proposed approach achieves asymptotically…
A new maximum likelihood method for deconvoluting a continuous density with a positive lower bound on a known compact support in additive measurement error models with known error distribution using the approximate Bernstein type polynomial…
Sobolev quantities (norms, inner products, and distances) of probability density functions are important in the theory of nonparametric statistics, but have rarely been used in practice, partly due to a lack of practical estimators. They…
Motivated by studies in biological sciences to detect differentially expressed genes, a semiparametric two-component mixture model with one known component is being studied in this paper. Assuming the density of the unknown component to be…
The assumption of log-concavity is a flexible and appealing nonparametric shape constraint in distribution modelling. In this work, we study the log-concave maximum likelihood estimator (MLE) of a probability mass function (pmf). We show…