Related papers: Minimax Hausdorff estimation of density level sets
The density ratio is an important metric for evaluating the relative likelihood of two probability distributions, with extensive applications in statistics and machine learning. However, existing estimation theories for density ratios often…
We address the problem of detection and estimation of one or two change-points in the mean of a series of random variables. We use the formalism of set estimation in regression: To each point of a design is attached a binary label that…
Gridded data formats, where the observed multivariate data are aggregated into grid cells, ensure confidentiality and reduce storage requirements, with the trade-off that access to the underlying point data is lost. Heat maps are a highly…
We study the problem of finding the global Riemannian center of mass of a set of data points on a Riemannian manifold. Specifically, we investigate the convergence of constant step-size gradient descent algorithms for solving this problem.…
Score estimation has recently emerged as a key modern statistical challenge, due to its pivotal role in generative modelling via diffusion models. Moreover, it is an essential ingredient in a new approach to linear regression via convex…
In this paper, we describe a new way to get convergence rates for optimal methods in smooth (strongly) convex optimization tasks. Our approach is based on results for tasks where gradients have nonrandom small noises. Unlike previous…
Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…
Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…
The purpose of this paper is to pursue our study of rho-estimators built from i.i.d. observations that we defined in Baraud et al. (2014). For a \rho-estimator based on some model S (which means that the estimator belongs to S) and a true…
In this paper, we study the nonparametric estimation of the density $f_\Delta$ of an increment of a L\'evy process $X$ based on $n$ observations with a sampling rate $\Delta$. The class of L\'evy processes considered is broad, including…
In this paper, we present a fine-grained analysis of the local landscape of phase retrieval under the regime of limited samples. Specifically, we aim to ascertain the minimal sample size required to guarantee a benign local landscape…
The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…
We propose a new class of hypertopologies, called here weak$^{\ast }$ hypertopologies, on the dual space $\mathcal{X}^{\ast }$ of a real or complex topological vector space $\mathcal{X}$. The most well-studied and well-known hypertopology…
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…
Density matrices are positively semi-definite Hermitian matrices with unit trace that describe the states of quantum systems. Many quantum systems of physical interest can be represented as high-dimensional low rank density matrices. A…
We introduce a stochastic model of diffeomorphisms, whose action on a variety of data types descends to stochastic evolution of shapes, images and landmarks. The stochasticity is introduced in the vector field which transports the data in…
We derive a computable closed-form upper bound on the Hausdorff distance between a truncated minimal robust positively invariant (mRPI) set and its infinite-horizon limit. The bound depends only on a disturbance-set size measure and an…
Recent advances in operations research and machine learning have revived interest in solving complex real-world, large-size traffic control problems. With the increasing availability of road sensor data, deterministic parametric models have…
The clusters of a distribution are often defined by the connected components of a density level set. However, this definition depends on the user-specified level. We address this issue by proposing a simple, generic algorithm, which uses an…
High-dimensional time series are a core ingredient of the statistical modeling toolkit, for which numerous estimation methods are known.But when observations are scarce or corrupted, the learning task becomes much harder.The question is:…