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The parameter estimation of unnormalized models is a challenging problem. The maximum likelihood estimation (MLE) is computationally infeasible for these models since normalizing constants are not explicitly calculated. Although some…

Machine Learning · Statistics 2020-06-09 Masatoshi Uehara , Takafumi Kanamori , Takashi Takenouchi , Takeru Matsuda

Applications of structural equation models (SEMs) are often restricted to linear associations between variables. Maximum likelihood (ML) estimation in non-linear models may be complex and require numerical integration. Furthermore, ML…

Methodology · Statistics 2019-03-15 Klaus Kähler Holst , Esben Budtz-Jørgensen

Machine learning is used to approximate density functionals. For the model problem of the kinetic energy of non-interacting fermions in 1d, mean absolute errors below 1 kcal/mol on test densities similar to the training set are reached with…

Computational Physics · Physics 2015-06-03 John C. Snyder , Matthias Rupp , Katja Hansen , Klaus-Robert Müller , Kieron Burke

We develop a general framework for estimating the $L_\infty(\mathbb{T}^d)$ error for the approximation of multivariate periodic functions belonging to specific reproducing kernel Hilbert spaces (RHKS) using approximants that are…

Numerical Analysis · Mathematics 2019-09-06 Lutz Kämmerer

In this paper, a posteriori error estimates of functional type for a stationary diffusion problem with nonsymmetric coefficients are derived. The estimate is guaranteed and does not depend on any particular numerical method. An algorithm…

Numerical Analysis · Mathematics 2014-11-24 Olli Mali

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Statistics Theory · Mathematics 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

The subject of this paper is the problem of nonparametric estimation of a continuous distribution function from observations with measurement errors. We study minimax complexity of this problem when unknown distribution has a density…

Statistics Theory · Mathematics 2012-02-27 I. Dattner , A. Goldenshluger , A. Juditsky

This article is dedicated to the estimation of the regression function when the explanatory variable is a weakly dependent process whose correlation coefficient exhibits exponential decay and has a known bounded density function. The…

Statistics Theory · Mathematics 2025-07-17 Karine Bertin , Lisandro Fermin , Miguel Padrino

We consider two nonparametric procedures for estimating a concave distribution function based on data corrupted with additive noise generated by a bounded decreasing density on $(0,\infty)$. For the maximum likelihood (ML) estimator and…

Statistics Theory · Mathematics 2009-04-02 Geurt Jongbloed , Frank H. van der Meulen

We study stochastic sequences $\xi(k)$ with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and fractionally integrated patterns. We solve the filtering…

Statistics Theory · Mathematics 2021-10-15 Maksym Luz , Mikhail Moklyachuk

An interior penalty discontinuous Galerkin method is devised to approximate minimizers of a linear folding model by discontinuous isoparametric finite element functions that account for an approximation of a folding arc. The numerical…

Numerical Analysis · Mathematics 2022-05-13 Sören Bartels , Andrea Bonito , Philipp Tscherner

The problem we concentrate on is as follows: given (1) a convex compact set $X$ in ${\mathbb{R}}^n$, an affine mapping $x\mapsto A(x)$, a parametric family $\{p_{\mu}(\cdot)\}$ of probability densities and (2) $N$ i.i.d. observations of the…

Statistics Theory · Mathematics 2009-08-24 Anatoli B. Juditsky , Arkadi S. Nemirovski

The problem of prediction in functional linear regression is conventionally addressed by reducing dimension via the standard principal component basis. In this paper we show that an alternative basis chosen through weighted least-squares,…

Methodology · Statistics 2009-02-20 Aurore Delaigle , Peter Hall , Tatiyana V. Apanasovich

This paper is devoted to the numerical analysis of a piecewise constant discontinuous Galerkin method for time fractional subdiffusion problems. The regularity of weak solution is firstly established by using variational approach and…

Numerical Analysis · Mathematics 2022-02-22 Binjie Li , Hao Luo , Xiaoping Xie

In this paper, we built a new nonparametric regression estimator with the local linear method by using the mean squared relative error as a loss function when the data are subject to random right censoring. We establish the uniform almost…

Statistics Theory · Mathematics 2020-04-07 Feriel Bouhadjera , Elias Saïd

We estimate the density and its derivatives using a local polynomial approximation to the logarithm of an unknown density $f$. The estimator is guaranteed to be nonnegative and achieves the same optimal rate of convergence in the interior…

Econometrics · Economics 2020-06-03 Joris Pinkse , Karl Schurter

Let $X$ be a random vector with distribution $P_{\theta}$ where $\theta$ is an unknown parameter. When estimating $\theta$ by some estimator $\varphi(X)$ under a loss function $L(\theta,\varphi)$, classical decision theory advocates that…

Methodology · Statistics 2012-03-23 Dominique Fourdrinier , Martin T. Wells

Adaptive estimation of linear functionals over a collection of parameter spaces is considered. A between-class modulus of continuity, a geometric quantity, is shown to be instrumental in characterizing the degree of adaptability over two…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Mark G. Low

Method of parameterizing and smoothing the unknown underling distributions using Bernstein polynomials is proposed, verified and investigated. Any distribution with bounded and smooth enough density can be approximated by the proposed…

Methodology · Statistics 2015-06-23 Zhong Guan

We consider the regression problem of estimating functions on $\mathbb{R}^D$ but supported on a $d$-dimensional manifold $ \mathcal{M} \subset \mathbb{R}^D $ with $ d \ll D $. Drawing ideas from multi-resolution analysis and nonlinear…

Machine Learning · Statistics 2021-01-14 Wenjing Liao , Mauro Maggioni , Stefano Vigogna
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