Related papers: Smoothness-Penalized Deconvolution (SPeD) of a Den…
We consider density estimation under measurement error with the Smoothness-Penalized Deconvolution (SPeD) estimator. The estimator has a tuning parameter regulating the smoothness of the estimate, and proper choice of this parameter is…
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…
It is common, in deconvolution problems, to assume that the measurement errors are identically distributed. In many real-life applications, however, this condition is not satisfied and the deconvolution estimators developed for…
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…
We introduce and analyse a new nonparametric estimator of a multi-dimensional density. Our smooth projection estimator (SPE) is defined by a least squares projection of the sample onto an infinite dimensional mixture class via an…
In many real applications, the distribution of measurement error could vary with each subject or even with each observation so the errors are heteroscedastic. In this paper, we propose a fast algorithm using a simulation-extrapolation…
We propose a novel method for density estimation that leverages an estimated score function to debias kernel density estimation (SD-KDE). In our approach, each data point is adjusted by taking a single step along the score function with a…
We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally…
This paper develops a density deconvolution estimator that assumes the density of interest is a member of the generalized skew-symmetric (GSS) family of distributions. Estimation occurs in two parts: a skewing function, as well as location…
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…
We consider a multiplicative deconvolution problem, in which the density $f$ or the survival function $S^X$ of a strictly positive random variable $X$ is estimated nonparametrically based on an i.i.d. sample from a noisy observation $Y =…
1. Parameter inference from distorted measurements is discussed. 2. Smeared measurements are unfolded without explicit regularization. The corresponding results are unbiased and permit to fit parameters and to apply quantitative…
Objective: To simultaneously deblur and supersample prostate specific membrane antigen (PSMA) positron emission tomography (PET) images using neural blind deconvolution. Approach: Blind deconvolution is a method of estimating the…
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…
Penalized spline regression is a popular method for scatterplot smoothing, but there has long been a debate on how to construct confidence intervals for penalized spline fits. Due to the penalty, the fitted smooth curve is a biased estimate…
Kernel Density Estimation (KDE) is a cornerstone of nonparametric statistics, yet it remains sensitive to bandwidth choice, boundary bias, and computational inefficiency. This study revisits KDE through a principled convolutional framework,…
We propose a class of estimators for deconvolution in mixture models based on a simple two-step "bin-and-smooth" procedure applied to histogram counts. The method is both statistically and computationally efficient: by exploiting recent…
We consider the problem of estimating the density $g$ of identically distributed variables $X\_i$, from a sample $Z\_1, ..., Z\_n$ where $Z\_i=X\_i+\sigma\epsilon\_i$, $i=1, ..., n$ and $\sigma \epsilon\_i$ is a noise independent of $X\_i$…
We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where…
We consider deconvolution from repeated observations with unknown error distribution. So far, this model has mostly been studied under the additional assumption that the errors are symmetric. We construct an estimator for the non-symmetric…