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We consider the problem of robust deconvolution, and particularly the recovery of an unknown deterministic signal convolved with a known filter and corrupted by additive noise. We present a novel, non-iterative data-driven approach.…

Signal Processing · Electrical Eng. & Systems 2021-11-04 Amir Weiss , Boaz Nadler

Nonparametric estimation of the mean and covariance functions is ubiquitous in functional data analysis and local linear smoothing techniques are most frequently used. Zhang and Wang (2016) explored different types of asymptotic properties…

Statistics Theory · Mathematics 2025-01-28 Shaojun Guo , Dong Li , Xinghao Qiao , Yizhu Wang

In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…

Applications · Statistics 2013-04-04 Van Hanh Nguyen , Catherine Matias

We study the conditional expert Kaplan-Meier estimator, an extension of the classical Kaplan--Meier estimator designed for time-to-event data subject to both right-censoring and contamination. Such contamination, where observed events may…

Methodology · Statistics 2026-01-06 Martin Bladt , Kristian Vilhelm Dinesen

In the context of regressing a response $Y$ on a predictor $X$, we consider estimating the local modes of the distribution of $Y$ given $X=x$ when $X$ is prone to measurement error. We propose two nonparametric estimation methods, with one…

Methodology · Statistics 2016-10-28 Haiming Zhou , Xianzheng Huang

Consider the nonparametric regression model Y=m(X)+E, where the function m is smooth but unknown, and E is independent of X. An estimator of the density of the error term E is proposed and its weak consistency is obtained. The contribution…

Statistics Theory · Mathematics 2011-12-25 Rawane Samb

The purpose of the present work is to construct estimators for the random effects in a fractional diffusion model using a hybrid estimation method where we combine parametric and nonparametric thechniques. We precisely consider $n$…

Statistics Theory · Mathematics 2025-06-13 Nesrine Chebli , Hamdi Fathallah , Yousri Slaoui

We consider the problem of estimating smooth integrated functionals of a monotone nonincreasing density $f$ on $[0,\infty)$ using the nonparametric maximum likelihood based plug-in estimator. We find the exact asymptotic distribution of…

Statistics Theory · Mathematics 2019-04-16 Rajarshi Mukherjee , Bodhisattva Sen

We study confidence interval construction for linear regression under Huber's contamination model, where an unknown fraction of noise variables is arbitrarily corrupted. While robust point estimation in this setting is well understood,…

Statistics Theory · Mathematics 2026-04-03 Dong Xie , Chao Gao , John Lafferty

In this paper we study the problem of pointwise density estimation from observations with multiplicative measurement errors. We elucidate the main feature of this problem: the influence of the estimation point on the estimation accuracy. In…

Methodology · Statistics 2018-07-13 Denis Belomestny , Alexander Goldenshluger

We propose a new method for functional nonparametric regression with a predictor that resides on a finite-dimensional manifold but is only observable in an infinite-dimensional space. Contamination of the predictor due to discrete/noisy…

Methodology · Statistics 2020-06-08 Zhenhua Lin , Fang Yao

Signal processing of uniformly spaced data from stationary stochastic processes with missing samples is investigated. Besides randomly and independently occurring outliers also correlated data gaps are investigated. Non-parametric…

Signal Processing · Electrical Eng. & Systems 2023-04-28 Nils Damaschke , Volker Kühn , Holger Nobach

Density estimation is a classical problem in statistics and has received considerable attention when both the data has been fully observed and in the case of partially observed (censored) samples. In survival analysis or clinical trials, a…

Applications · Statistics 2018-04-18 German A. Schnaidt Grez , Brani Vidakovic

We study high-dimensional mean estimation in a collaborative setting where data is contributed by $N$ users in batches of size $n$. In this environment, a learner seeks to recover the mean $\mu$ of a true distribution $P$ from a collection…

Machine Learning · Computer Science 2026-02-25 Maryam Aliakbarpour , Vladimir Braverman , Yuhan Liu , Junze Yin

In this paper, we study a sampling problem where a source takes samples from a Wiener process and transmits them through a wireless channel to a remote estimator. Due to channel fading, interference, and potential collisions, the packet…

Information Theory · Computer Science 2023-10-19 Jiayu Pan , Yin Sun , Ness B. Shroff

In recent years, diffusion models, and more generally score-based deep generative models, have achieved remarkable success in various applications, including image and audio generation. In this paper, we view diffusion models as an implicit…

Statistics Theory · Mathematics 2026-02-12 Hyeok Kyu Kwon , Dongha Kim , Ilsang Ohn , Minwoo Chae

This paper studies density estimation and regression analysis with contaminated data observed on the unit hypersphere S^d. Our methodology and theory are based on harmonic analysis on general S^d. We establish novel nonparametric density…

Statistics Theory · Mathematics 2023-01-10 Jeong Min Jeon , Ingrid Van Keilegom

Accurately estimating data density is crucial for making informed decisions and modeling in various fields. This paper presents a novel nonparametric density estimation procedure that utilizes bivariate penalized spline smoothing over…

Methodology · Statistics 2024-10-29 Kunal Das , Shan Yu , Guannan Wang , Li Wang

We consider a one-dimensional diffusion process $(X_t)$ which is observed at $n+1$ discrete times with regular sampling interval $\Delta$. Assuming that $(X_t)$ is strictly stationary, we propose nonparametric estimators of the drift and…

Statistics Theory · Mathematics 2009-09-29 Fabienne Comte , Valentine Genon-Catalot , Yves Rozenholc

Let $ (T_i)_i$ be a sequence of independent identically distributed (i.i.d.) random variables (r.v.) of interest distributed as $ T$ and $(X_i)_i$ be a corresponding vector of covariates taking values on $ \mathbb{R}^d$. In censorship…

Statistics Theory · Mathematics 2019-01-29 Bouhadjera Feriel , Ould Saïd , Mohamed Remita