Related papers: Fisher-Riemann geometry for nonparametric probabil…
Statistical inference based on optimal transport offers a different perspective from that of maximum likelihood, and has increasingly gained attention in recent years. In this paper, we study univariate nonparametric shape-constrained…
Skew-symmetric densities recently received much attention in the literature, giving rise to increasingly general families of univariate and multivariate skewed densities. Most of those families, however, suffer from the inferential drawback…
For a complete noncompact connected Riemannian manifold with bounded geometry, we prove the existence of isoperimetric regions in a larger space obtained by adding finitely many limit manifolds at infinity. As one of many possible…
We present alphaPDE, a new multivariate analysis technique for parameter estimation. The method is based on a direct construction of joint probability densities of known variables and the parameters to be estimated. We show how posterior…
We develop criteria for hitting probabilities of anisotropic Gaussian random fields with associated canonical pseudo-metric given by a class of gauge functions. This yields lower and upper bounds in terms of general notions of capacity and…
By using a simple observation that the density processes appearing in Ito's martingale representation theorem are invariant under the change of measures, we establish a non-linear version of the Cameron-Martin formula for solutions of a…
An attempt is made to extend some of the basic paradigms of dynamics, from the viewpoint of (continuous) flows, to non-metric manifolds.
In this paper, we consider the nonparametric random regression model $Y=f_1(X_1)+f_2(X_2)+\epsilon$ and address the problem of estimating the function $f_1$. The term $f_2(X_2)$ is regarded as a nuisance term which can be considerably more…
We discuss a two-parameter family of maps that generalize piecewise linear, expanding maps of the circle. One parameter measures the effect of a non-linearity which bends the branches of the linear map. The second parameter rotates points…
We show that the pseudo-Riemannian geometry of submanifolds can be formulated in terms of higher order multi-linear maps. In particular, we obtain a Poisson bracket formulation of almost (para-)K\"ahler geometry.
Nested Archimedean copulas recently gained interest since they generalize the well-known class of Archimedean copulas to allow for partial asymmetry. Sampling algorithms and strategies have been well investigated for nested Archimedean…
This thesis pertains to the study of elliptic and parabolic partial differential equations on "thin" structures. The first main objective is to establish the strong and weak low-dimensional counterparts of the parabolic Neumann problem. The…
Parametric geometry of numbers is a new theory, recently created by Schmidt and Summerer, which unifies and simplifies many aspects of classical Diophantine approximations, providing a handle on problems which previously seemed out of…
A nonparametric Bayes approach is proposed for the problem of estimating a sparse sequence based on Gaussian random variables. We adopt the popular two-group prior with one component being a point mass at zero, and the other component being…
Firmly nonexpansive mappings play an important role in metric fixed point theory and optimization due to their correspondence with maximal monotone operators. In this paper we do a thorough study of fixed point theory and the asymptotic…
Given a sample from a discretely observed compound Poisson process, we consider estimation of the density of the jump sizes. We propose a kernel type nonparametric density estimator and study its asymptotic properties. An order bound for…
We consider the problem of nonparametric regression under shape constraints. The main examples include isotonic regression (with respect to any partial order), unimodal/convex regression, additive shape-restricted regression, and…
We introduce the manifold of {\it restricted} $n\times n$ positive semidefinite matrices of fixed rank $p$, denoted $S(n,p)^{*}$. The manifold itself is an open and dense submanifold of $S(n,p)$, the manifold of $n\times n$ positive…
The current paper deals with some new classes of Finsler metrics with reversible geodesics. We construct weighted quasi-metrics associated with these metrics. Further, we investigate some important geometric properties of weighted…
Basic general properties are considered for the Fisher-type information involving higher order derivatives. They are used to explore various properties of probability densities and to derive Stam-type inequalities.