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The problem of estimating a linear functional based on observational data is canonical in both the causal inference and bandit literatures. We analyze a broad class of two-stage procedures that first estimate the treatment effect function,…

Statistics Theory · Mathematics 2022-09-28 Wenlong Mou , Martin J. Wainwright , Peter L. Bartlett

Functional equations satisfied by additive functions have a special interest not only in the theory of functional equations, but also in the theory of (commutative) algebra because the fundamental notions such as derivations and…

Classical Analysis and ODEs · Mathematics 2018-02-22 Eszter Gselmann , Gergely Kiss , Csaba Vincze

Two nonparametric methods are presented for forecasting functional time series (FTS). The FTS we observe is a curve at a discrete-time point. We address both one-step-ahead forecasting and dynamic updating. Dynamic updating is a forward…

Methodology · Statistics 2021-05-11 Antonio Elías , Raúl Jiménez , Hanlin Shang

Computing the distance function to some surface or line is a problem that occurs very frequently. There are several ways of computing a relevant approximation of this function, using for example technique originating from the approximation…

Numerical Analysis · Mathematics 2022-12-02 Rémi Abgrall

In this paper, we consider a sensor placement problem where sensors can move within a network over time. Sensor placement problem aims to select K sensor positions from N candidates where K < N. Most existing methods assume that sensor…

Signal Processing · Electrical Eng. & Systems 2024-09-20 Saki Nomura , Junya Hara , Hiroshi Higashi , Yuichi Tanaka

Estimating expected polynomials of density functions from samples is a basic problem with numerous applications in statistics and information theory. Although kernel density estimators are widely used in practice for such functional…

Information Theory · Computer Science 2017-02-13 Weihao Gao , Sewoong Oh , Pramod Viswanath

A number of fundamental quantities in statistical signal processing and information theory can be expressed as integral functions of two probability density functions. Such quantities are called density functionals as they map density…

Information Theory · Computer Science 2018-02-14 Alan Wisler , Visar Berisha , Andreas Spanias , Alfred O. Hero

A commonly used characteristic of statistical dependence of adjacency relations in real networks, the clustering coefficient, evaluates chances that two neighbours of a given vertex are adjacent. An extension is obtained by considering…

Applications · Statistics 2013-04-29 Mindaugas Bloznelis , Valentas Kurauskas

A novel elastic time distance for sparse multivariate functional data is proposed and used to develop a robust distance-based two-layer partition clustering method. With this proposed distance, the new approach not only can detect correct…

Methodology · Statistics 2023-03-21 Zhuo Qu , Wenlin Dai , Marc G. Genton

Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…

Optimization and Control · Mathematics 2022-01-06 Darinka Dentcheva , Yang Lin , Spiridon Penev

We study the $k$-th nearest neighbor distance function from a finite point-set in $\mathbb{R}^d$. We provide a Morse theoretic framework to analyze the sub-level set topology. In particular, we present a simple combinatorial-geometric…

Computational Geometry · Computer Science 2024-03-20 Yohai Reani , Omer Bobrowski

We provide another look at the statistical calibration problem in computer models. This viewpoint is inspired by two overarching practical considerations of computer models: (i) many computer models are inadequate for perfectly modeling…

Methodology · Statistics 2018-09-26 Xiaowu Dai , Peter Chien

Estimation of mean and covariance functions is fundamental for functional data analysis. While this topic has been studied extensively in the literature, a key assumption is that there are enough data in the domain of interest to estimate…

Methodology · Statistics 2020-09-01 Zhenhua Lin , Jane-Ling Wang , Qixian Zhong

When predicting scalar responses in the situation where the explanatory variables are functions, it is sometimes the case that some functional variables are related to responses linearly while other variables have more complicated…

Methodology · Statistics 2012-11-29 Heng Lian

Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…

Methodology · Statistics 2021-08-27 Ioannis Kalogridis , Stefan Van Aelst

Consider estimation of the regression function based on a model with equidistant design and measurement errors generated from a fractional Gaussian noise process. In previous literature, this model has been heuristically linked to an…

Statistics Theory · Mathematics 2014-12-02 Johannes Schmidt-Hieber

We present a systematic study on a class of nonlocal integral functionals for functions defined on a bounded domain and the naturally induced function spaces. The function spaces are equipped with a seminorm depending on finite differences…

Analysis of PDEs · Mathematics 2023-07-19 James M. Scott , Qiang Du

We study the existence, strong consistency and asymptotic normality of estimators obtained from estimating functions, that are p-dimensional martingale transforms. The problem is motivated by the analysis of evolutionary clustered data,…

Statistics Theory · Mathematics 2020-12-01 Laura Dumitrescu , Ioana Schiopu-Kratina

The aim of this Lecture Note is to introduce the Signal Processing (SP) community to a powerful yet still under-utilised tool: the semiparametric statistics. In short, the semiparametric framework allows us to estimate or perform hypothesis…

Signal Processing · Electrical Eng. & Systems 2026-05-26 Stefano Fortunati

Local consistency arises in diverse areas, including Bayesian statistics, relational databases, and quantum foundations, and so does the notion of functional dependence. We adopt a general approach to study logical inference in a setting…

Quantum Physics · Physics 2026-02-24 Timon Barlag , Miika Hannula , Juha Kontinen , Nina Pardal , Jonni Virtema
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