Related papers: Multiplicative deconvolution estimator based on a …
A data-driven convergence criterion for the D'Agostini (Richardson-Lucy) iterative unfolding is presented. It relies on the unregularized spectrum (infinite number of iterations), and allows a safe estimation of the bias and undercoverage…
Several applications in medical imaging and non-destructive material testing lead to inverse elliptic coefficient problems, where an unknown coefficient function in an elliptic PDE is to be determined from partial knowledge of its…
Nonparametric density estimation is an unsupervised learning problem. In this work we propose a two-step procedure that casts the density estimation problem in the first step into a supervised regression problem. The advantage is that we…
We introduce a new class of Monte Carlo based approximations of expectations of random variables such that their laws are only available via certain discretizations. Sampling from the discretized versions of these laws can typically…
The ever-growing size of the datasets renders well-studied learning techniques, such as Kernel Ridge Regression, inapplicable, posing a serious computational challenge. Divide-and-conquer is a common remedy, suggesting to split the dataset…
In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…
Landslides are a recurring, widespread hazard. Preparation and mitigation efforts can be aided by a high-quality, large-scale dataset that covers global at-risk areas. Such a dataset currently does not exist and is impossible to construct…
We construct a density estimator and an estimator of the distribution function in the uniform deconvolution model. The estimators are based on inversion formulas and kernel estimators of the density of the observations and its derivative.…
Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…
Bias field, which is caused by imperfect MR devices or imaged objects, introduces intensity inhomogeneity into MR images and degrades the performance of MR image analysis methods. Many retrospective algorithms were developed to facilitate…
Motivated by questions about dense (non-sparse) signals in high-dimensional data analysis, we study the unconditional out-of-sample prediction error (predictive risk) associated with three popular linear estimators for high-dimensional…
In this paper, we study a method to sample from a target distribution $\pi$ over $\mathbb{R}^d$ having a positive density with respect to the Lebesgue measure, known up to a normalisation factor. This method is based on the Euler…
This paper is concerned with sampling from probability distributions $\pi$ on $\mathbb{R}^d$ admitting a density of the form $\pi(x) \propto e^{-U(x)}$, where $U(x)=F(x)+G(Kx)$ with $K$ being a linear operator and $G$ being…
Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the…
Regularized system identification has become a significant complement to more classical system identification. It has been numerically shown that kernel-based regularized estimators often perform better than the maximum likelihood estimator…
Combining information both within and between sample realizations, we propose a simple estimator for the local regularity of surfaces in the functional data framework. The independently generated surfaces are measured with errors at…
Offline estimation of the dynamical model of a Markov Decision Process (MDP) is a non-trivial task that greatly depends on the data available in the learning phase. Sometimes the dynamics of the model is invariant with respect to some…
We formally map the problem of sampling from an unknown distribution with a density in $\mathbb{R}^d$ to the problem of learning and sampling a smoother density in $\mathbb{R}^{Md}$ obtained by convolution with a fixed factorial kernel: the…
We investigate the application of sufficient dimension reduction (SDR) to a noiseless data set derived from a deterministic function of several variables. In this context, SDR provides a framework for ridge recovery. In this second part, we…
The success of the Lasso in the era of high-dimensional data can be attributed to its conducting an implicit model selection, i.e., zeroing out regression coefficients that are not significant. By contrast, classical ridge regression can…