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Density deconvolution is the task of estimating a probability density function given only noise-corrupted samples. We can fit a Gaussian mixture model to the underlying density by maximum likelihood if the noise is normally distributed, but…

Machine Learning · Statistics 2020-07-14 Tim Dockhorn , James A. Ritchie , Yaoliang Yu , Iain Murray

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

This paper considers convolution equations that arise from problems such as measurement error and non-parametric regression with errors in variables with independence conditions. The equations are examined in spaces of generalized functions…

Statistics Theory · Mathematics 2012-08-21 Victoria Zinde-Walsh

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

Deconvolution is the important problem of estimating the distribution of a quantity of interest from a sample with additive measurement error. Nearly all methods in the literature are based on Fourier transformation because it is…

Methodology · Statistics 2026-03-03 Yun Cai , Hong Gu , Toby Kenney

In this paper, we address the problem of estimating a multidimensional density $f$ by using indirect observations from the statistical model $Y=X+\varepsilon$. Here, $\varepsilon$ is a measurement error independent of the random vector $X$…

Statistics Theory · Mathematics 2015-05-15 Gilles Rebelles

Estimating the ratio of two probability densities from a finite number of observations is a central machine learning problem. A common approach is to construct estimators using binary classifiers that distinguish observations from the two…

Machine Learning · Computer Science 2025-01-28 Werner Zellinger

We consider testing statistical hypotheses about densities of signals in deconvolution models. A new approach to this problem is proposed. We constructed score tests for the deconvolution with the known noise density and efficient score…

Statistics Theory · Mathematics 2013-12-02 Mikhail Langovoy

Consider discrete values of functions shifted by unobserved translation effects, which are independent realizations of a random variable with unknown distribution $\mu$, modeling the variability in the response of each individual. Our aim…

Statistics Theory · Mathematics 2008-12-18 Ismael Castillo , Jean-Michel Loubes

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

Kernel methods for deconvolution have attractive features, and prevail in the literature. However, they have disadvantages, which include the fact that they are usually suitable only for cases where the error distribution is infinitely…

Statistics Theory · Mathematics 2009-09-29 Peter Hall , Alexander Meister

We solve the problem of estimating the distribution of presumed i.i.d. observations for the total variation loss. Our approach is based on density models and is versatile enough to cope with many different ones, including some density…

Statistics Theory · Mathematics 2024-01-05 Y. Baraud , H. Halconruy , G. Maillard

An important estimation problem that is closely related to large-scale multiple testing is that of estimating the null density and the proportion of nonnull effects. A few estimators have been introduced in the literature; however, several…

Statistics Theory · Mathematics 2010-01-12 T. Tony Cai , Jiashun Jin

Probability density estimation is a core problem of statistics and signal processing. Moment methods are an important means of density estimation, but they are generally strongly dependent on the choice of feasible functions, which severely…

Machine Learning · Statistics 2023-07-06 Guangyu Wu , Anders Lindquist

This paper considers the problem of adaptive estimation of a non-homogeneous intensity function from the observation of n independent Poisson processes having a common intensity that is randomly shifted for each observed trajectory. We show…

Statistics Theory · Mathematics 2011-05-20 Jérémie Bigot , Sébastien Gadat , Thierry Klein , Clément Marteau

This paper considers the problem of adaptive estimation of a mean pattern in a randomly shifted curve model. We show that this problem can be transformed into a linear inverse problem, where the density of the random shifts plays the role…

Statistics Theory · Mathematics 2010-10-21 Jérémie Bigot , Sébastien Gadat

We consider the problem of multivariate density deconvolution when the interest lies in estimating the distribution of a vector-valued random variable but precise measurements of the variable of interest are not available, observations…

Methodology · Statistics 2016-12-06 Abhra Sarkar , Debdeep Pati , Bani K. Mallick , Raymond J. Carroll

Conditional density estimation (CDE) is the task of estimating the probability of an event conditioned on some inputs. A neural network (NN) can also be used to compute the output distribution for continuous-domain, which can be viewed as…

Machine Learning · Computer Science 2021-12-30 Bing Chen , Mazharul Islam , Jisuo Gao , Lin Wang

This paper focuses on the problem of unbounded density ratio estimation -- an understudied yet critical challenge in statistical learning -- and its application to covariate shift adaptation. Much of the existing literature assumes that the…

Machine Learning · Statistics 2026-04-01 Ren-Rui Liu , Jun Fan , Lei Shi , Zheng-Chu Guo

We study nonparametric density estimation in non-stationary drift settings. Given a sequence of independent samples taken from a distribution that gradually changes in time, the goal is to compute the best estimate for the current…

Machine Learning · Computer Science 2023-10-31 Alessio Mazzetto , Eli Upfal