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The paper is devoted to the problem of estimation of a univariate component in a heteroscedastic nonparametric multiple regression under the mean integrated squared error (MISE) criteria. The aim is to understand how the scale function…

Statistics Theory · Mathematics 2013-08-14 Sam Efromovich

Under mild conditions, it is shown the strong consistency of the Bayes estimator of the density. Moreover, the Bayes risk (for some common loss functions) of the Bayes estimator of the density (i.e. the posterior predictive density) reaches…

Statistics Theory · Mathematics 2021-11-25 A. G. Nogales

Motivated by emerging technologies for energy efficient analog computing and continuous-time processing, this paper proposes continuous-time minimum mean squared error estimation for multiple-input multiple-output (MIMO) systems based on an…

Information Theory · Computer Science 2022-09-05 Ayano Nakai-Kasai , Tadashi Wadayama

Baseband processing algorithms often require knowledge of the noise power, signal power, or signal-to-noise ratio (SNR). In practice, these parameters are typically unknown and must be estimated. Furthermore, the mean-square error (MSE) is…

Signal Processing · Electrical Eng. & Systems 2023-03-28 Alexandra Gallyas-Sanhueza , Christoph Studer

We present a local density estimator based on first order statistics. To estimate the density at a point, $x$, the original sample is divided into subsets and the average minimum sample distance to $x$ over all such subsets is used to…

Methodology · Statistics 2014-12-10 Vikram V. Garg , Luis Tenorio , Karen Willcox

It is well known that the minimax rates of convergence of nonparametric density and regression function estimation of a random variable measured with error is much slower than the rate in the error free case. Surprisingly, we show that if…

Statistics Theory · Mathematics 2019-08-21 Fei Jiang , Yanyuan Ma , Raymond J. Carroll

Cross-validation is frequently used for model selection in a variety of applications. However, it is difficult to apply cross-validation to mixed effects models (including nonlinear mixed effects models or NLME models) due to the fact that…

Methodology · Statistics 2013-05-24 Emily Colby , Eric Bair

Due to its efficiency and reasonable accuracy, density functional theory is one of the most widely used electronic structure theories in condensed matter physics, materials physics, and quantum chemistry. The accuracy and efficiency of a…

Chemical Physics · Physics 2019-02-06 James W Furness , Jianwei Sun

It is challenging to precisely configure the phase shifts of the reflecting elements at the reconfigurable intelligent surface (RIS) due to inherent hardware impairments (HIs). In this paper, the mean square error (MSE) performance is…

Information Theory · Computer Science 2022-08-17 Jingwen Zhao , Ming Chen , Cunhua Pan , Zhiyang Li , Gui Zhou , Xiao Chen

A procedure based on a Mixture Density Model for correcting experimental data for distortions due to finite resolution and limited detector acceptance is presented. Addressing the case that the solution is known to be non-negative, in the…

Data Analysis, Statistics and Probability · Physics 2015-03-09 Nikolai Gagunashvili

In this paper we study the problem of pointwise density estimation from observations with multiplicative measurement errors. We elucidate the main feature of this problem: the influence of the estimation point on the estimation accuracy. In…

Methodology · Statistics 2018-07-13 Denis Belomestny , Alexander Goldenshluger

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

When cross-validating standard or extended Cox models, the commonly used criterion is the cross-validated partial loglikelihood using a naive or a van Houwelingen scheme -to make efficient use of the death times of the left out data in…

Methodology · Statistics 2018-10-09 Frédéric Bertrand , Philippe Bastien , Myriam Maumy-Bertrand

Multiple Importance Sampling (MIS) methods approximate moments of complicated distributions by drawing samples from a set of proposal distributions. Several ways to compute the importance weights assigned to each sample have been recently…

Computation · Statistics 2016-09-16 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

Since the development of generalized gradient approximations in the 1990s, approximations based on density functional theory have dominated electronic structure theory calculations. Modern approximations can yield energy differences that…

Chemical Physics · Physics 2023-09-12 Tim Gould

Unsupervised denoising is a crucial challenge in real-world imaging applications. Unsupervised deep-learning methods have demonstrated impressive performance on benchmarks based on synthetic noise. However, no metrics are available to…

Computer Vision and Pattern Recognition · Computer Science 2023-06-01 Adria Marcos-Morales , Matan Leibovich , Sreyas Mohan , Joshua Lawrence Vincent , Piyush Haluai , Mai Tan , Peter Crozier , Carlos Fernandez-Granda

In 1-bit compressed sensing, the aim is to estimate a $k$-sparse unit vector $x\in S^{n-1}$ within an $\epsilon$ error (in $\ell_2$) from minimal number of linear measurements that are quantized to just their signs, i.e., from measurements…

Information Theory · Computer Science 2023-10-13 Namiko Matsumoto , Arya Mazumdar

In continuation to a recent work on the statistical--mechanical analysis of minimum mean square error (MMSE) estimation in Gaussian noise via its relation to the mutual information (the I-MMSE relation), here we propose a simple and more…

Information Theory · Computer Science 2016-11-17 Neri Merhav

Neural network-based methods for (un)conditional density estimation have recently gained substantial attention, as various neural density estimators have outperformed classical approaches in real-data experiments. Despite these empirical…

Machine Learning · Statistics 2025-10-02 Dehao Dai , Jianqing Fan , Yihong Gu , Debarghya Mukherjee

Estimating the ratio of two probability densities from a finite number of observations is a central machine learning problem. A common approach is to construct estimators using binary classifiers that distinguish observations from the two…

Machine Learning · Computer Science 2025-01-28 Werner Zellinger