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Many economic parameters are identified by ``thin sets'' (submanifolds with Lebesgue measure zero) and hence difficult to recover from data in an ambient space. This paper provides a unified theory for estimation and inference of such…

Econometrics · Economics 2026-03-09 Xiaohong Chen , Wayne Yuan Gao

The random coefficients model $Y_i={\beta_0}_i+{\beta_1}_i {X_1}_i+{\beta_2}_i {X_2}_i+\ldots+{\beta_d}_i {X_d}_i$, with $\mathbf{X}_i$, $Y_i$, $\mathbf{\beta}_i$ i.i.d, and $\mathbf{\beta}_i$ independent of $X_i$ is often used to capture…

Methodology · Statistics 2021-08-17 Fabian Dunker , Emil Mendoza , Marco Reale

We investigate the problem of estimating a smooth invertible transformation f when observing independent samples X_1, ..., X_n ~ P \circ f, where P is a known measure. We focus on the two dimensional case where P and f are defined on R^2.…

Methodology · Statistics 2008-07-16 Ethan Anderes , Marc Coram

A nonparametric procedure for robust regression estimation and for quantile regression is proposed which is completely data-driven and adapts locally to the regularity of the regression function. This is achieved by considering in each…

Statistics Theory · Mathematics 2009-04-06 Markus Reiss , Yves Rozenholc , Charles-Andre Cuenod

In panel data subject to nonignorable attrition, auxiliary (refreshment) sampling may restore full identification under weak assumptions on the attrition process. Despite their generality, these identification strategies have seen limited…

Econometrics · Economics 2025-12-16 Grigory Franguridi , Jinyong Hahn , Pierre Hoonhout , Arie Kapteyn , Geert Ridder

We study the estimation, in Lp-norm, of density functions defined on [0,1]^d. We construct a new family of kernel density estimators that do not suffer from the so-called boundary bias problem and we propose a data-driven procedure based on…

Statistics Theory · Mathematics 2018-10-29 Karine Bertin , Salima El Kolei , Nicolas Klutchnikoff

Kernel density estimation is a key component of a wide variety of algorithms in machine learning, Bayesian inference, stochastic dynamics and signal processing. However, the unsupervised density estimation technique requires tuning a…

Machine Learning · Computer Science 2025-12-17 Sunia Tanweer , Firas A. Khasawneh

We study the problem of nonparametric estimation of density functions with a product form on the domain $\triangle=\{( x_1, \ldots, x_d)\in \mathbb{R}^d, 0\leq x_1\leq \dots \leq x_d \leq 1\}$. Such densities appear in the random truncation…

Statistics Theory · Mathematics 2016-04-22 Cristina Butucea , Jean-François Delmas , Anne Dutfoy , Richard Fischer

Given a random sample from some unknown density $f_0: \mathbb R \to [0, \infty)$ we devise Haar wavelet estimators for $f_0$ with variable resolution levels constructed from localised test procedures (as in Lepski, Mammen, and Spokoiny…

Statistics Theory · Mathematics 2012-02-23 Florian Gach , Richard Nickl , Vladimir Spokoiny

We continue studies of the uncertainty quantification problem in emission tomographies such as PET or SPECT when additional multimodal data (e.g., anatomical MRI images) are available. To solve the aforementioned problem we adapt the…

Machine Learning · Statistics 2021-12-03 Fedor Goncharov , Éric Barat , Thomas Dautremer

We consider the statistical inverse problem of recovering a function $f: M \to \mathbb R$, where $M$ is a smooth compact Riemannian manifold with boundary, from measurements of general $X$-ray transforms $I_a(f)$ of $f$, corrupted by…

Statistics Theory · Mathematics 2018-02-14 François Monard , Richard Nickl , Gabriel P. Paternain

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

Quantile estimation in deconvolution problems is studied comprehensively. In particular, the more realistic setup of unknown error distributions is covered. Our plug-in method is based on a deconvolution density estimator and is minimax…

Statistics Theory · Mathematics 2016-01-18 Itai Dattner , Markus Reiß , Mathias Trabs

We propose a novel approach for density estimation called histogram trend filtering. Our estimator arises from looking at surrogate Poisson model for counts of observations in a partition of the support of the data. We begin by showing…

Methodology · Statistics 2016-02-09 Oscar Hernan Madrid Padilla , James G. Scott

We study the multivariate nonparametric change point detection problem, where the data are a sequence of independent $p$-dimensional random vectors whose distributions are piecewise-constant with Lipschitz densities changing at unknown…

Statistics Theory · Mathematics 2020-06-26 Oscar Hernan Madrid Padilla , Yi Yu , Daren Wang , Alessandro Rinaldo

Volumetry is one of the principal downstream applications of 3D medical image segmentation, for example, to detect abnormal tissue growth or for surgery planning. Conformal Prediction is a promising framework for uncertainty quantification,…

Computer Vision and Pattern Recognition · Computer Science 2024-07-30 Benjamin Lambert , Florence Forbes , Senan Doyle , Michel Dojat

The problem of estimating the L\'evy density of a partially observed multidimensional affine process from low-frequency and mixed-frequency data is considered. The estimation methodology is based on the log-affine representation of the…

Methodology · Statistics 2015-03-13 Denis Belomestny

The concept of biased data is well known and its practical applications range from social sciences and biology to economics and quality control. These observations arise when a sampling procedure chooses an observation with probability that…

Statistics Theory · Mathematics 2007-06-13 Sam Efromovich

In this paper, we consider adaptive estimation of an unknown planar compact, convex set from noisy measurements of its support function on a uniform grid. Both the problem of estimating the support function at a point and that of estimating…

Statistics Theory · Mathematics 2015-08-18 Tony Cai , Adityanand Guntuboyina , Yuting Wei

Reconstructing an image from its Radon transform is a fundamental computed tomography (CT) task arising in applications such as X-ray scans. In many practical scenarios, a full 180-degree scan is not feasible, or there is a desire to reduce…

Computer Vision and Pattern Recognition · Computer Science 2025-02-20 Ilmari Vahteristo , Zhi-Song Liu , Andreas Rupp