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In this paper, we introduce a new estimator for the emission densities of a nonparametric hidden Markov model. It is adaptive and minimax with respect to each state's regularity--as opposed to globally minimax estimators, which adapt to the…

Statistics Theory · Mathematics 2018-07-17 Luc Lehéricy

We estimate the support of a uniform density, when it is assumed to be a convex polytope or, more generally, a convex body in $\R^d$. In the polytopal case, we construct an estimator achieving a rate which does not depend on the dimension…

Statistics Theory · Mathematics 2013-09-26 Victor-Emmanuel Brunel

A theory of superefficiency and adaptation is developed under flexible performance measures which give a multiresolution view of risk and bridge the gap between pointwise and global estimation. This theory provides a useful benchmark for…

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

Recent work has focused on the problem of nonparametric estimation of information divergence functionals. Many existing approaches are restrictive in their assumptions on the density support set or require difficult calculations at the…

Information Theory · Computer Science 2021-07-30 Kevin R. Moon , Kumar Sricharan , Kristjan Greenewald , Alfred O. Hero

We discuss the problem of adaptive discrete-time signal denoising in the situation where the signal to be recovered admits a "linear oracle" -- an unknown linear estimate that takes the form of convolution of observations with a…

Statistics Theory · Mathematics 2021-02-15 Zaid Harchaoui , Anatoli Juditsky , Arkadi Nemirovski , Dmitrii Ostrovskii

This paper considers the problem of estimating probabilities of the form $\mathbb{P}(Y \leq w)$, for a given value of $w$, in the situation that a sample of i.i.d.\ observations $X_1, \ldots, X_n$ of $X$ is available, and where we…

Methodology · Statistics 2016-02-01 Arnoud V. den Boer , Michel Mandjes

It has long been known that galaxy shapes align coherently with the large-scale density field. Characterizing this effect is essential to interpreting measurements of weak gravitational lensing, the deflection of light from distant galaxies…

Cosmology and Nongalactic Astrophysics · Physics 2024-04-17 Sukhdeep Singh , Ali Shakir , Yesukhei Jagvaral , Rachel Mandelbaum

This paper is concerned with a numerical solution to the scattering of a time-harmonic electromagnetic wave by a bounded and impenetrable obstacle in three dimensions. The electromagnetic wave propagation is modeled by a boundary value…

Numerical Analysis · Mathematics 2022-02-21 Gang Bao , Mingming Zhang , Xue Jiang , Peijun Li , Xiaokai Yuan

This paper introduces a straightforward sieve-based approach for estimating and conducting inference on regression parameters in panel data models with interactive fixed effects. The method's key assumption is that factor loadings can be…

Econometrics · Economics 2025-02-26 Georg Keilbar , Juan M. Rodriguez-Poo , Alexandra Soberon , Weining Wang

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

Distributed minimax estimation and distributed adaptive estimation under communication constraints for Gaussian sequence model and white noise model are studied. The minimax rate of convergence for distributed estimation over a given Besov…

Statistics Theory · Mathematics 2021-07-02 T. Tony Cai , Hongji Wei

We study the isotonic regression estimator over a general countable pre-ordered set. We obtain the limiting distribution of the estimator and study its properties. It is proved that, under some general assumptions, the limiting distribution…

Statistics Theory · Mathematics 2018-11-06 Dragi Anevski , Vladimir Pastukhov

High-dimensional data are ubiquitous in contemporary science and finding methods to compress them is one of the primary goals of machine learning. Given a dataset lying in a high-dimensional space (in principle hundreds to several thousands…

Machine Learning · Computer Science 2020-03-24 Vittorio Erba , Marco Gherardi , Pietro Rotondo

The Dirichlet prior is widely used in estimating discrete distributions and functionals of discrete distributions. In terms of Shannon entropy estimation, one approach is to plug-in the Dirichlet prior smoothed distribution into the entropy…

Information Theory · Computer Science 2017-09-20 Yanjun Han , Jiantao Jiao , Tsachy Weissman

In this paper we consider the stacking of isotonic regression and the method of rearrangement with the empirical estimator to estimate a discrete distribution with an infinite support. The estimators are proved to be strongly consistent…

Statistics Theory · Mathematics 2022-08-23 Vladimir Pastukhov

Assume a time-harmonic elastic wave is incident onto a penetrable anisotropic body embedded into a homogeneous isotropic background medium. We propose an equivalent variational formulation in a truncated bounded domain and show the…

Analysis of PDEs · Mathematics 2016-12-21 Gang Bao , Guanghui Hu , Jiguang Sun , Tao Yin

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

Applications · Statistics 2015-12-10 Timothy B. Armstrong , Hock Peng Chan

In this work we present an adaptive Newton-type method to solve nonlinear constrained optimization problems in which the constraint is a system of partial differential equations discretized by the finite element method. The adaptive…

Optimization and Control · Mathematics 2017-06-05 Thomas Carraro , Simon Dörsam , Stefan Frei , Daniel Schwarz

In this paper, we analyze the convergence and optimality of a standard adaptive nonconforming linear element method for the Stokes problem. After establishing a special quasi--orthogonality property for both the velocity and the pressure in…

Numerical Analysis · Mathematics 2013-09-17 Jun Hu , Jinchao Xu

This paper presents a novel methodology of local adaptivity for the frequency-domain analysis of the vibrations of Reissner-Mindlin plates. The adaptive discretization is based on the recently developed Geometry Independent Field…

Numerical Analysis · Mathematics 2018-04-17 Peng Yu , Cosmin Anitescu , Satyendra Tomar , Stéphane Bordas , Pierre Kerfriden