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We show that for ultracontractive irreducible Dirichlet metric measure spaces, the Dirichlet spectrum is discrete for a restriction to any connected open set without any assumption on regularity of the boundary. The main applications…

Probability · Mathematics 2024-10-30 Marco Carfagnini , Maria Gordina , Alexander Teplyaev

We develop a minimax theory for operator learning, where the goal is to estimate an unknown operator between separable Hilbert spaces from finitely many noisy input-output samples. For uniformly bounded Lipschitz operators, we prove…

Statistics Theory · Mathematics 2026-03-06 Ben Adcock , Gregor Maier , Rahul Parhi

Via a simulation study we compare the finite sample performance of the deconvolution kernel density estimator in the supersmooth deconvolution problem to its asymptotic behaviour predicted by two asymptotic normality theorems. Our results…

Methodology · Statistics 2008-01-18 Bert van Es , Shota Gugushvili

Consider a sensor network made of remote nodes connected to a common fusion center. In a recent work Blum and Sadler [1] propose the idea of ordered transmissions -sensors with more informative samples deliver their messages first- and…

Information Theory · Computer Science 2011-03-29 Paolo Braca , Stefano Marano , Vincenzo Matta

We investigate the approximation and estimation rates of conditional diffusion transformers (DiTs) with classifier-free guidance. We present a comprehensive analysis for ``in-context'' conditional DiTs under four common data assumptions. We…

Machine Learning · Statistics 2024-11-27 Jerry Yao-Chieh Hu , Weimin Wu , Yi-Chen Lee , Yu-Chao Huang , Minshuo Chen , Han Liu

The present paper studies density deconvolution in the presence of small Berkson errors, in particular, when the variances of the errors tend to zero as the sample size grows. It is known that when the Berkson errors are present, in some…

Statistics Theory · Mathematics 2018-10-17 Ramchandra Rimal , Marianna Pensky

We find the asymptotic distribution of the multi-dimensional multi-scale and kernel estimators for high-frequency financial data with microstructure. Sampling times are allowed to be asynchronous and endogenous. In the process, we show that…

Statistics Theory · Mathematics 2014-11-05 Markus Bibinger , Per A. Mykland

We give large-time asymptotic estimates, both in uniform and $L^1$ norms, for solutions of the Dirichlet heat equation in the complement of a bounded open set of $\mathbb{R}^d$ satisfying certain technical assumptions. We always assume that…

Analysis of PDEs · Mathematics 2025-03-04 José A. Cañizo , Alejandro Gárriz , Fernando Quirós

We study the problem of estimating a mean pattern from a set of similar curves in the setting where the variability in the data is due to random geometric deformations and additive noise. We propose an estimator based on the notion of…

Statistics Theory · Mathematics 2013-06-12 Jérémie Bigot , Xavier Gendre

This paper studies the minimax rate of nonparametric conditional density estimation under a weighted absolute value loss function in a multivariate setting. We first demonstrate that conditional density estimation is impossible if one only…

Statistics Theory · Mathematics 2021-03-15 Michael Li , Matey Neykov , Sivaraman Balakrishnan

We consider fluctuations of error terms $\Delta(x)$ appearing in the asymptotic formula for a summatory function of coefficients of the Dirichlet series. These are quantified via $\Omega$ and $\Omega_{\pm}$ estimates. We obtain $\Omega$…

Number Theory · Mathematics 2018-07-27 Kamalakshya Mahatab , Anirban Mukhopadhyay

The problem of estimation of analytic density function using L_p minimax risk is considered. A kernel-type estimator of an unknown density function is proposed and the upper bound on its limiting local minimax risk is established. Our…

Statistics Theory · Mathematics 2011-10-11 Natalia Stepanova

We derive minimax adaptive rates for a new, broad class of Tikhonov-regularized learning problems in Hilbert scales under general source conditions. Our analysis does not require the regression function to be contained in the hypothesis…

Statistics Theory · Mathematics 2023-09-19 Prem Talwai , David Simchi-Levi

We estimate on a compact interval densities with isolated irregularities, such as discontinuities or discontinuities in some derivatives. From independent and identically distributed observations we construct a kernel estimator with…

Statistics Theory · Mathematics 2024-07-16 Céline Duval , Émeline Schmisser

Given a random sample from a distribution with density function that depends on an unknown parameter $\theta$, we are interested in accurately estimating the true parametric density function at a future observation from the same…

Statistics Theory · Mathematics 2009-09-29 Mihaela Aslan

The Beta kernel estimator offers a theoretically superior alternative to the Gaussian kernel for unit interval data, eliminating boundary bias without requiring reflection or transformation. However, its adoption remains limited by the lack…

Methodology · Statistics 2026-05-12 Johan Hallberg Szabadváry

Consider nonparametric function estimation under $L^p$-loss. The minimax rate for estimation of the regression function over a H\"older ball with smoothness index $\beta$ is $n^{-\beta/(2\beta+1)}$ if $1\leq p<\infty$ and $(n/\log…

Statistics Theory · Mathematics 2015-02-10 Johannes Schmidt-Hieber

Unit-vector fields $\nvec$ on a convex polyhedron $P$ subject to tangent boundary conditions provide a simple model of nematic liquid crystals in prototype bistable displays. The equilibrium and metastable configurations correspond to…

Mathematical Physics · Physics 2009-05-12 A Majumdar , JM Robbins , M Zyskin

In this paper we establish asymptotic simultaneous confidence bands for copulas based on the local linear kernel estimator proposed by Chen and Huang [1]. For this, we prove under smoothness conditions on the copula function, a uniform in…

Methodology · Statistics 2015-10-02 Diam Ba , Cheikh Tidiane Seck , Gane Samb Lo

We prove the asymptotic normality of the kernel density estimator (introduced by Rosenblatt (1956) and Parzen (1962)) in the context of stationary strongly mixing random fields. Our approach is based on the Lindeberg's method rather than on…

Statistics Theory · Mathematics 2010-08-10 Mohamed El Machkouri