Related papers: Efficient Estimation of Pathwise Differentiable Ta…

The change-plane Cox model is a popular tool for the subgroup analysis of survival data. Despite the rich literature on this model, there has been limited investigation into the asymptotic properties of the estimators of the…

Penalized spline estimation with discrete difference penalties (P-splines) is a popular estimation method for semiparametric models, but the classical least-squares estimator is highly sensitive to deviations from its ideal model…

Since the middle of the 90's, multifractional processes have been introduced for overcoming some limitations of the classical Fractional Brownian Motion model. In their context, the Hurst parameter becomes a Holder continuous function H(?)…

In a decision-theoretic framework, the minimax lower bound provides the worst-case performance of estimators relative to a given class of statistical models. For parametric and semiparametric models, the H\'{a}jek--Le Cam local asymptotic…

This article introduces a functional method for lower-dimensional smooth representations in terms of time-varying dissimilarities. The method incorporates dissimilarity representation in multidimensional scaling and smoothness approach of…

Fitting probabilistic models to data is often difficult, due to the general intractability of the partition function and its derivatives. Here we propose a new parameter estimation technique that does not require computing an intractable…

The complexity of high-dimensional datasets presents significant challenges for machine learning models, including overfitting, computational complexity, and difficulties in interpreting results. To address these challenges, it is essential…

This study considers the estimation of the complementary cumulative distribution function of the occupation time (i.e., the time spent below a threshold) for a process governed by a stochastic differential equation. The focus is on the…

Linear thresholding models postulate that the conditional distribution of a response variable in terms of covariates differs on the two sides of a (typically unknown) hyperplane in the covariate space. A key goal in such models is to learn…

In this paper, we address high-dimensional parametric estimation of the drift function in diffusion models, specifically focusing on a $d$-dimensional ergodic diffusion process observed at discrete time points. We consider both a general…

We provide an efficient unified plug-in approach for estimating symmetric properties of distributions given $n$ independent samples. Our estimator is based on profile-maximum-likelihood (PML) and is sample optimal for estimating various…

We consider nonparametric inference of finite dimensional, potentially non-pathwise differentiable target parameters. In a nonparametric model, some examples of such parameters that are always non pathwise differentiable target parameters…

Soft-thresholding is a sparse modeling method that is typically applied to wavelet denoising in statistical signal processing and analysis. It has a single parameter that controls a threshold level on wavelet coefficients and,…

Multi-task feature learning aims to identity the shared features among tasks to improve generalization. It has been shown that by minimizing non-convex learning models, a better solution than the convex alternatives can be obtained.…

Robust M-estimation uses loss functions, such as least absolute deviation (LAD), quantile loss and Huber's loss, to construct its objective function, in order to for example eschew the impact of outliers, whereas the difficulty in analysing…

This paper deals with nonparametric maximum likelihood estimation for Gaussian locally stationary processes. Our nonparametric MLE is constructed by minimizing a frequency domain likelihood over a class of functions. The asymptotic behavior…

Functional linear regression has recently attracted considerable interest. Many works focus on asymptotic inference. In this paper we consider in a non asymptotic framework a simple estimation procedure based on functional Principal…

We consider the problem of estimating the parameters of a linear univariate autoregressive model with sub-Gaussian innovations from a limited sequence of consecutive observations. Assuming that the parameters are compressible, we analyze…

Let $\{P_{\theta}:\theta \in {\mathbb R}^d\}$ be a log-concave location family with $P_{\theta}(dx)=e^{-V(x-\theta)}dx,$ where $V:{\mathbb R}^d\mapsto {\mathbb R}$ is a known convex function and let $X_1,\dots, X_n$ be i.i.d. r.v. sampled…

The question of fast convergence in the classical problem of high dimensional linear regression has been extensively studied. Arguably, one of the fastest procedures in practice is Iterative Hard Thresholding (IHT). Still, IHT relies…