English
Related papers

Related papers: Nonparametric Bayesian Deconvolution of a Symmetri…

200 papers

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…

Methodology · Statistics 2018-01-30 Zhong Guan

It is important to properly correct for measurement error when estimating density functions associated with biomedical variables. These estimators that adjust for measurement error are broadly referred to as density deconvolution…

Methodology · Statistics 2018-06-06 Linh Nghiem , Cornelis J. Potgieter

In this paper we study the problem of density deconvolution under general assumptions on the measurement error distribution. Typically deconvolution estimators are constructed using Fourier transform techniques, and it is assumed that the…

Statistics Theory · Mathematics 2020-02-04 Denis Belomestny , Alexander Goldenshluger

We study uniform consistency in nonparametric mixture models as well as closely related mixture of regression (also known as mixed regression) models, where the regression functions are allowed to be nonparametric and the error…

Statistics Theory · Mathematics 2022-12-29 Bryon Aragam , Ruiyi Yang

The density deconvolution problem involves recovering a target density g from a sample that has been corrupted by noise. From the perspective of Le Cam's local asymptotic normality theory, we show that non-parametric density deconvolution…

Statistics Theory · Mathematics 2015-07-06 Stefan Wager

Given a sample from a discretely observed compound Poisson process, we consider non-parametric estimation of the density $f_0$ of its jump sizes, as well as of its intensity $\lambda_0.$ We take a Bayesian approach to the problem and…

Statistics Theory · Mathematics 2023-02-27 Shota Gugushvili , Frank van der Meulen , Peter Spreij

It is shown that a simple Dirichlet process mixture of multivariate normals offers Bayesian density estimation with adaptive posterior convergence rates. Toward this, a novel sieve for non-parametric mixture densities is explored, and its…

Statistics Theory · Mathematics 2011-11-18 Surya T. Tokdar

We consider a nonparametric regression model $Y=r(X)+\varepsilon$ with a random covariate $X$ that is independent of the error $\varepsilon$. Then the density of the response $Y$ is a convolution of the densities of $\varepsilon$ and…

Statistics Theory · Mathematics 2013-12-18 Anton Schick , Wolfgang Wefelmeyer

Bayesian methods are a popular choice for statistical inference in small-data regimes due to the regularization effect induced by the prior. In the context of density estimation, the standard nonparametric Bayesian approach is to target the…

Machine Learning · Statistics 2023-02-21 Sahra Ghalebikesabi , Chris Holmes , Edwin Fong , Brieuc Lehmann

Discrete mixture models are one of the most successful approaches for density estimation. Under a Bayesian nonparametric framework, Dirichlet process location-scale mixture of Gaussian kernels is the golden standard, both having nice…

Methodology · Statistics 2013-12-02 Antonio Canale , Bruno Scarpa

Compositional data, representing proportions constrained to the simplex, arise in diverse fields such as geosciences, ecology, genomics, and microbiome research. Existing nonparametric density estimation methods often rely on…

Methodology · Statistics 2025-10-10 Jiajin Xie , Yong Wang , Eduardo García-Portugués

Mixture models are widely used in modeling heterogeneous data populations. A standard approach of mixture modeling assumes that the mixture component takes a parametric kernel form. In many applications, making parametric assumptions on the…

Methodology · Statistics 2026-03-06 Yilei Zhang , Yun Wei , Aritra Guha , XuanLong Nguyen

In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal…

Methodology · Statistics 2013-10-21 George Karabatsos , Elizabeth Talbott , Stephen G. Walker

Estimating the marginal and joint densities of the long-term average intakes of different dietary components is an important problem in nutritional epidemiology. Since these variables cannot be directly measured, data are usually collected…

Methodology · Statistics 2022-05-18 Abhra Sarkar

We consider heteroscedastic nonparametric regression models, when both the mean function and variance function are unknown and to be estimated with nonparametric approaches. We derive convergence rates of posterior distributions for this…

Statistics Theory · Mathematics 2010-10-07 Yuao Hu

We study the Bayesian density estimation of data living in the offset of an unknown submanifold of the Euclidean space. In this perspective, we introduce a new notion of anisotropic H\"older for the underlying density and obtain posterior…

Statistics Theory · Mathematics 2024-07-18 Clément Berenfeld , Paul Rosa , Judith Rousseau

A procedure based on a Mixture Density Model for correcting experimental data for distortions due to finite resolution and limited detector acceptance is presented. Addressing the case that the solution is known to be non-negative, in the…

Data Analysis, Statistics and Probability · Physics 2015-03-09 Nikolai Gagunashvili

We consider nonparametric estimation of a mixed discrete-continuous distribution under anisotropic smoothness conditions and possibly increasing number of support points for the discrete part of the distribution. For these settings, we…

Statistics Theory · Mathematics 2018-06-21 Andriy Norets , Justinas Pelenis

This invited paper proposes and discusses several Bayesian attempts at nonparametric and semiparametric density estimation. The main categories of these ideas are as follows: 1) Build a nonparametric prior around a given parametric model.…

Statistics Theory · Mathematics 2026-04-23 Nils Lid Hjort

We introduce a density basis of the trigonometric polynomials that is suitable to mixture modelling. Statistical and geometric properties are derived, suggesting it as a circular analogue to the Bernstein polynomial densities. Nonparametric…

Methodology · Statistics 2019-02-26 Olivier Binette , Simon Guillotte