Related papers: Statistical Inference on the Hilbert Sphere with A…
Local Fr'echet Regression (LFR) is a nonparametric regression method for settings in which the explanatory variable lies in a Euclidean space and the response variable lies in a metric space. It is used to estimate smooth trajectories in…
We propose a new probabilistic characterization of the uniform distribution on the hypersphere in terms of the distribution of pairwise inner products, extending the ideas of \citep{cuesta2009projection,cuesta2007sharp} in a data-driven…
This article develops nonparametric inference procedures for estimation and testing problems for means on manifolds. A central limit theorem for Frechet sample means is derived leading to an asymptotic distribution theory of intrinsic…
We prove weak convergence in a separable Hilbert space for estimators of high-dimensional regression coefficients, which yields asymptotic normality and enables direct use of standard asymptotic tools such as the continuous mapping theorem.…
We propose a novel Riemannian geometric framework for variational inference in Bayesian models based on the nonparametric Fisher-Rao metric on the manifold of probability density functions. Under the square-root density representation, the…
We consider the problem of testing the mean of high-dimensional data when the dimension may grow without explicit rate restrictions relative to the sample size. The proposed procedure is based on the statistic V_n = n||Xn||^2, which avoids…
The space of probability distributions on a given sample space possesses natural geometric properties. For example, in the case of a smooth parametric family of probability distributions on the real line, the parameter space has a…
We develop a statistical framework for conducting inference on collections of time-varying covariance operators (covariance flows) over a general, possibly infinite dimensional, Hilbert space. We model the intrinsically non-linear structure…
While there exists a well-developed asymptotic theory of Fr\'echet means of random variables taking values in a general "finite-dimensional" metric space, there are only a few known results in which the random variables can take values in…
Increasingly, statisticians are faced with the task of analyzing complex data that are non-Euclidean and specifically do not lie in a vector space. To address the need for statistical methods for such data, we introduce the concept of…
Data consisting of samples of probability density functions are increasingly prevalent, necessitating the development of methodologies for their analysis that respect the inherent nonlinearities associated with densities. In many…
Spectroscopic redshift surveys offer great prospects for constraining the dark sector in cosmology. Future surveys will however be both deep and wide and will thus require an analysis in 3-dimensional spherical geometry. We review and…
Regularity estimates for an integral operator with a symmetric continuous kernel on a convex bounded domain are derived. The covariance of a mean-square continuous random field on the domain is an example of such an operator. The estimates…
We develop tests for high-dimensional covariance matrices under a generalized elliptical model. Our tests are based on a central limit theorem (CLT) for linear spectral statistics of the sample covariance matrix based on self-normalized…
A statistical model M is a family of probability distributions, characterised by a set of continuous parameters known as the parameter space. This possesses natural geometrical properties induced by the embedding of the family of…
The coordinates along any fixed direction(s), of points on the sphere $S^{n-1}(\sqrt{n})$, roughly follow a standard Gaussian distribution as $n$ approaches infinity. We revisit this classical result from a nonstandard analysis perspective,…
We study the statistical geometry of random chords on n-dimensional spheres by deriving explicit analytical expressions for the chord length distribution and its associated structural properties. A critical threshold emerges at dimension…
Fr\'echet regression extends classical regression methods to non-Euclidean metric spaces, enabling the analysis of data relationships on complex structures such as manifolds and graphs. This work establishes a rigorous theoretical analysis…
Density estimation plays a fundamental role in many areas of statistics and machine learning. Parametric, nonparametric and semiparametric density estimation methods have been proposed in the literature. Semiparametric density models are…
We address the problem of testing hypotheses about a specific value of the Fr\'echet mean in metric spaces, extending classical mean testing from Euclidean spaces to more general settings. We extend an Euclidean testing procedure…