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The motivation for this article is to derive strict convexity of the surface tension for Lipschitz random surfaces, that is, for models of random Lipschitz functions from $\mathbb Z^d$ to $\mathbb Z$ or $\mathbb R$. An essential innovation…

Probability · Mathematics 2024-01-31 Piet Lammers , Martin Tassy

This paper is concerned with non-parametric estimation of the entropy in ranked set sampling. Theoretical properties of the proposed estimator are studied. The proposed estimator is compared with the rival estimator in simple random…

Computation · Statistics 2015-06-16 Morteza Amini , Mahdi Mahdizadeh

The super-parametric density estimators and its related algorism were suggested by Y. -S. Tsai et al [7]. The number of parameters is unlimited in the super- parametric estimators and it is a general theory in sense of unifying or…

Computation · Statistics 2008-11-07 Yeong-Shyeong Tsai , Ying-Lin Hsu , Mung-Chung Shung

The question of how best to estimate a continuous probability density from finite data is an intriguing open problem at the interface of statistics and physics. Previous work has argued that this problem can be addressed in a natural way…

Data Analysis, Statistics and Probability · Physics 2014-07-16 Justin B. Kinney

We consider the class of convex minimization problems, composed of a self-concordant function, such as the $\log\det$ metric, a convex data fidelity term $h(\cdot)$ and, a regularizing -- possibly non-smooth -- function $g(\cdot)$. This…

Machine Learning · Statistics 2014-05-14 Anastasios Kyrillidis , Rabeeh Karimi Mahabadi , Quoc Tran-Dinh , Volkan Cevher

We study non-parametric regression estimates for random fields. The data satisfies certain strong mixing conditions and is defined on the regular $N$-dimensional lattice structure. We show consistency and obtain rates of convergence. The…

Statistics Theory · Mathematics 2018-07-06 Johannes T. N. Krebs

In recent years, diffusion models, and more generally score-based deep generative models, have achieved remarkable success in various applications, including image and audio generation. In this paper, we view diffusion models as an implicit…

Statistics Theory · Mathematics 2026-02-12 Hyeok Kyu Kwon , Dongha Kim , Ilsang Ohn , Minwoo Chae

We introduce Parseval networks, a form of deep neural networks in which the Lipschitz constant of linear, convolutional and aggregation layers is constrained to be smaller than 1. Parseval networks are empirically and theoretically…

Machine Learning · Statistics 2017-08-08 Moustapha Cisse , Piotr Bojanowski , Edouard Grave , Yann Dauphin , Nicolas Usunier

Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densities under a conditional independence assumption. The focus…

Statistics Theory · Mathematics 2025-11-07 Marie Du Roy de Chaumaray , Michael Levine , Matthieu Marbac

We develop a finite-sample optimal estimator for regression discontinuity design when the outcomes are bounded, including binary outcomes as the leading case. Our estimator achieves minimax mean squared error among linear shrinkage…

Econometrics · Economics 2025-12-29 Takuya Ishihara , Masayuki Sawada , Kohei Yata

Uncertainty propagation in nonlinear dynamic systems remains an outstanding problem in scientific computing and control. Numerous approaches have been developed, but are limited in their capability to tackle problems with more than a few…

Dynamical Systems · Mathematics 2019-11-22 Tenavi Nakamura-Zimmerer , Daniele Venturi , Qi Gong , Wei Kang

Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution…

Machine Learning · Statistics 2011-06-24 Makoto Yamada , Taiji Suzuki , Takafumi Kanamori , Hirotaka Hachiya , Masashi Sugiyama

For nonconvex and nonsmooth restoration models, the lower bound theory reveals their good edge recovery ability, and related analysis can help to design convergent algorithms. Existing such discussions are focused on isotropic…

Numerical Analysis · Mathematics 2021-05-25 Chunlin Wu , Xuan Lin , Yufei Zhao

The estimation and utilization of photometric redshift probability density functions (photo-$z$ PDFs) has become increasingly important over the last few years and currently there exist a wide variety of algorithms to compute photo-$z$'s,…

Cosmology and Nongalactic Astrophysics · Physics 2014-06-05 M. Carrasco Kind , R. J. Brunner

This paper introduces new parameterizations of equilibrium neural networks, i.e. networks defined by implicit equations. This model class includes standard multilayer and residual networks as special cases. The new parameterization admits a…

Machine Learning · Computer Science 2020-10-06 Max Revay , Ruigang Wang , Ian R. Manchester

A previous study analyzed the convergence of probability densities for forward and inverse problems when a sequence of approximate maps between model inputs and outputs converges in $L^\infty$. This work generalizes the analysis to cases…

Probability · Mathematics 2020-01-14 Troy Butler , Tim Wildey , Wenjuan Zhang

Probabilistic Regression refers to predicting a full probability density function for the target conditional on the features. We present a nonparametric approach to this problem which combines base classifiers (typically gradient boosted…

Machine Learning · Computer Science 2022-10-31 Brian Lucena

Bandwidth selection is crucial in the kernel estimation of density level sets. A risk based on the symmetric difference between the estimated and true level sets is usually used to measure their proximity. In this paper we provide an…

Statistics Theory · Mathematics 2020-01-01 Wanli Qiao

I consider two problems in machine learning and statistics: the problem of estimating the joint probability density of a collection of random variables, known as density estimation, and the problem of inferring model parameters when their…

Machine Learning · Statistics 2019-10-30 George Papamakarios

The aim of this note is to state a couple of general results about the properties of the penalized maximum likelihood estimators (pMLE) and of the posterior distribution for parametric models in a non-asymptotic setup and for possibly large…

Statistics Theory · Mathematics 2022-12-13 Vladimir Spokoiny