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We provide a comprehensive study of interrelations between different measures of smoothness of functions on various domains and smoothness properties of approximation processes. Two general approaches to this problem have been developed:…
Given a random sample from a density function supported on a manifold $M$, a new method for the estimating highest density regions of the underlying population is introduced. The new proposal is based on the empirical version of the opening…
We construct a smooth real-valued function P(n) in [0,1], defined via a triple integral with a periodic kernel, that approximates the characteristic function of prime numbers. The function is built to suppress when n is divisible by some m…
Recently, the wearable and non-invasive blood glucose estimation approach has been proposed. However, due to the unreliability of the acquisition device, the presence of the noise and the variations of the acquisition environments, the…
We consider cubic NLS in dimensions 2, 3, 4 and we prove that almost surely solutions with randomized initial data at low regularity scatter. Moreover, we establish some smoothing properties of the associated scattering operator and precise…
A popular approach for modeling and inference in spatial statistics is to represent Gaussian random fields as solutions to stochastic partial differential equations (SPDEs) of the form $L^{\beta}u = \mathcal{W}$, where $\mathcal{W}$ is…
Expected values weighted by the inverse of a multivariate density or, equivalently, Lebesgue integrals of regression functions with multivariate regressors occur in various areas of applications, including estimating average treatment…
Optimizing smooth convex functions in stochastic settings, where only noisy estimates of gradients and Hessians are available, is a fundamental problem in optimization. While first-order methods possess a low per-iteration cost, their…
Penalties that induce smoothness are common in nonparametric regression. In many settings, the amount of smoothness in the data generating function will not be known. Simon and Shojaie (2021) derived convergence rates for nonparametric…
We introduce a methodology for online estimation of smoothing expectations for a class of additive functionals, in the context of a rich family of diffusion processes (that may include jumps) -- observed at discrete-time instances. We…
We propose a fast bivariate smoothing approach for symmetric surfaces that has a wide range of applications. We show how it can be applied to estimate the covariance function in longitudinal data as well as multiple additive covariances in…
In this paper, we propose a maximum smoothed likelihood method to estimate the component density functions of mixture models, in which the mixing proportions are known and may differ among observations. The proposed estimates maximize a…
The problem of monotone smoothing splines with bounds is formulated as a constrained minimization problem of the calculus of variations. Existence and uniqueness of solutions of this problem is proved, as well as the equivalence of it to a…
The relative smoothing rates of various gauge field smoothing algorithms are investigated on ${\cal O}(a^2)$-improved $\suthree$ Yang--Mills gauge field configurations. In particular, an ${\cal O}(a^2)$-improved version of APE smearing is…
We study the problem of sampling from a target distribution in $\mathbb{R}^d$ whose potential is not smooth. Compared with the sampling problem with smooth potentials, this problem is much less well-understood due to the lack of smoothness.…
In the regression model with errors in variables, we observe $n$ i.i.d. copies of $(Y,Z)$ satisfying $Y=f_{\theta^0}(X)+\xi$ and $Z=X+\epsilon$ involving independent and unobserved random variables $X,\xi,\epsilon$ plus a regression…
The non-parametric estimation of average causal effects in observational studies often relies on controlling for confounding covariates through smoothing regression methods such as kernel, splines or local polynomial regression. Such…
Squared Wasserstein distance is a frequently used tool to measure discrepancy between probability distributions. This distance is typically computed between empirical measures of size $n$ from two underlying random samples. Unfortunately,…
Gradient clipping is a standard training technique used in deep learning applications such as large-scale language modeling to mitigate exploding gradients. Recent experimental studies have demonstrated a fairly special behavior in the…
Accurately estimating data density is crucial for making informed decisions and modeling in various fields. This paper presents a novel nonparametric density estimation procedure that utilizes bivariate penalized spline smoothing over…