Related papers: Adaptive minimax testing for circular convolution
We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…
We consider the problem of testing hypotheses on the copula density from $n$ bi-dimensional observations. We wish to test the null hypothesis characterized by a parametric class against a composite nonparametric alternative. Each density…
A method for adaptive model order reduction for nonsmooth discrete element simulation is developed and analysed in numerical experiments. Regions of the granular media that collectively move as rigid bodies are substituted with rigid bodies…
This paper develops an adaptive proximal alternating direction method of multipliers (ADMM) for solving linearly constrained, composite optimization problems under the assumption that the smooth component of the objective is weakly convex,…
We consider the problem of the construction of the Goodness-of-Fit test in the case of continuous time observations of a diffusion process with small noise. The null hypothesis is parametric and we use a minimum distance estimator of the…
We consider an unknown response function $f$ defined on $\Delta=[0,1]^d$, $1\le d\le\infty$, taken at $n$ random uniform design points and observed with Gaussian noise of known variance. Given a positive sequence $r_n\to 0$ as $n\to\infty$…
Within the nonparametric regression model with unknown regression function $l$ and independent, symmetric errors, a new multiscale signed rank statistic is introduced and a conditional multiple test of the simple hypothesis $l=0$ against a…
The reproducing kernel Hilbert space (RKHS) embedding of distributions offers a general and flexible framework for testing problems in arbitrary domains and has attracted considerable amount of attention in recent years. To gain insights…
We consider the problem of inference on a regression function at a point when the entire function satisfies a sign or shape restriction under the null. We propose a test that achieves the optimal minimax rate adaptively over a range of…
This work is concerned with nonparametric goodness-of-fit testing in the context of nonlinear inverse problems with random observations. Bayesian posterior distributions based upon a Gaussian process prior distribution are proven to…
This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…
We develop a systematic, omnibus approach to goodness-of-fit testing for parametric distributional models when the variable of interest is only partially observed due to censoring and/or truncation. In many such designs, tests based on the…
Experimental designs that are minimax in the presence of model misspecifications have been constructed so as to minimize the maximum, over classes of alternate response models, of the integrated mean squared error of the predicted values.…
We present a unified approach to goodness-of-fit testing in $\mathbb{R}^d$ and on lower-dimensional manifolds embedded in $\mathbb{R}^d$ based on sums of powers of weighted volumes of $k$-th nearest neighbor spheres. We prove asymptotic…
We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…
The subject of this paper is the problem of nonparametric estimation of a continuous distribution function from observations with measurement errors. We study minimax complexity of this problem when unknown distribution has a density…
Real-world control applications in complex and uncertain environments require adaptability to handle model uncertainties and robustness against disturbances. This paper presents an online, output-feedback, critic-only, model-based…
We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…
It is realized that existing powerful tests of goodness-of-fit are all based on sorted uniforms and, consequently, can suffer from the confounded effect of different locations and various signal frequencies in the deviations of the…
This paper continues the research started in \cite{LW16}. In the framework of the convolution structure density model on $\bR^d$, we address the problem of adaptive minimax estimation with $\bL_p$--loss over the scale of anisotropic…