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The large sample theory of estimators for density modes is well understood. In this paper we consider density ridges, which are a higher-dimensional extension of modes. Modes correspond to zero-dimensional, local high-density regions in…

Methodology · Statistics 2015-10-14 Yen-Chi Chen , Christopher R. Genovese , Larry Wasserman

We develop large sample theory including nonparametric confidence regions for $r$-dimensional ridges of probability density functions on $\mathbb{R}^d$, where $1\leq r<d$. We view ridges as the intersections of level sets of some special…

Statistics Theory · Mathematics 2020-04-24 Wanli Qiao

This paper provides a rigorous study of the nonparametric estimation of filaments or ridge lines of a probability density $f$. Points on the filament are considered as local extrema of the density when traversing the support of $f$ along…

Statistics Theory · Mathematics 2015-10-27 Wanli Qiao , Wolfgang Polonik

The bootstrap is a popular method of constructing confidence intervals due to its ease of use and broad applicability. Theoretical properties of bootstrap procedures have been established in a variety of settings. However, there is limited…

Statistics Theory · Mathematics 2024-04-19 Zhou Tang , Ted Westling

We derive non-asymptotic confidence regions for the mean of a random vector whose coordinates have an unknown dependence structure. The random vector is supposed to be either Gaussian or to have a symmetric bounded distribution, and we…

Statistics Theory · Mathematics 2008-02-07 Sylvain Arlot , Gilles Blanchard , Etienne Roquain

The goal of this paper is to give confidence regions for the excursion set of a spatial function above a given threshold from repeated noisy observations on a fine grid of fixed locations. Given an asymptotically Gaussian estimator of the…

Methodology · Statistics 2015-01-29 Max Sommerfeld , Stephen Sain , Armin Schwartzman

Functional data analysis, FDA, is now a well established discipline of statistics, with its core concepts and perspectives in place. Despite this, there are still fundamental statistical questions which have received relatively little…

Methodology · Statistics 2016-08-11 Hyunphil Choi , Matthew Reimherr

One of the most commonly used methods for forming confidence intervals for statistical inference is the empirical bootstrap, which is especially expedient when the limiting distribution of the estimator is unknown. However, despite its…

Statistics Theory · Mathematics 2020-11-24 Morgane Austern , Vasilis Syrgkanis

We propose a methodology for constructing confidence regions with partially identified models of general form. The region is obtained by inverting a test of internal consistency of the econometric structure. We develop a dilation bootstrap…

Econometrics · Economics 2021-02-10 Alfred Galichon , Marc Henry

We derive asymptotic theory for the plug-in estimate for density level sets under Hausdoff loss. Based on the asymptotic theory, we propose two bootstrap confidence regions for level sets. The confidence regions can be used to perform tests…

Methodology · Statistics 2016-09-06 Yen-Chi Chen , Christopher R. Genovese , Larry Wasserman

We study the problem of estimating the ridges of a density function. Ridge estimation is an extension of mode finding and is useful for understanding the structure of a density. It can also be used to find hidden structure in point cloud…

Statistics Theory · Mathematics 2014-08-29 Christopher R. Genovese , Marco Perone-Pacifico , Isabella Verdinelli , Larry Wasserman

The extraction of filamentary structure from a point cloud is discussed. The filaments are modeled as ridge lines or higher dimensional ridges of an underlying density. We propose two novel algorithms, and provide theoretical guarantees for…

Machine Learning · Statistics 2025-01-03 Wanli Qiao , Wolfgang Polonik

A filament is a high density, connected region in a point cloud. There are several methods for estimating filaments but these methods do not provide any measure of uncertainty. We give a definition for the uncertainty of estimated filaments…

Methodology · Statistics 2013-12-10 Yen-Chi Chen , Christopher R. Genovese , Larry Wasserman

Precision matrices play important roles in many practical applications. Motivated by temporally dependent multivariate data in modern social and scientific studies, we consider the statistical inference of precision matrices for…

Methodology · Statistics 2018-12-21 Jinyuan Chang , Yumou Qiu , Qiwei Yao , Tao Zou

The construction of confidence regions for parameter vectors is a difficult problem in the nonparametric setting, particularly when the sample size is not large. The bootstrap has shown promise in solving this problem, but empirical…

Methodology · Statistics 2013-11-01 Santu Ghosh , Alan M. Polansky

A structure-preserving kernel ridge regression method is presented that allows the recovery of nonlinear Hamiltonian functions out of datasets made of noisy observations of Hamiltonian vector fields. The method proposes a closed-form…

Machine Learning · Statistics 2025-04-07 Jianyu Hu , Juan-Pablo Ortega , Daiying Yin

We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric…

Statistics Theory · Mathematics 2015-02-03 Shih-Kang Chao , Katharina Proksch , Holger Dette , Wolfgang Härdle

Inference methods for computing confidence intervals in parametric settings usually rely on consistent estimators of the parameter of interest. However, it may be computationally and/or analytically burdensome to obtain such estimators in…

Methodology · Statistics 2024-09-20 Samuel Orso , Mucyo Karemera , Maria-Pia Victoria-Feser , Stéphane Guerrier

A filament consists of local maximizers of a smooth function $f$ when moving in a certain direction. A filamentary structure is an important feature of the shape of an object and is also considered as an important lower dimensional…

Statistics Theory · Mathematics 2020-03-26 Wei Li , Subhashis Ghosal

We construct uniform and point-wise asymptotic confidence sets for the single edge in an otherwise smooth image function which are based on rotated differences of two one-sided kernel estimators. Using methods from M-estimation, we show…

Statistics Theory · Mathematics 2019-03-26 Viktor Bengs , Matthias Eulert , Hajo Holzmann
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