Related papers: Polyspectral Mean Estimation of General Nonlinear …
The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…
In this paper, we develop a multistage approach for estimating the mean of a bounded variable. We first focus on the multistage estimation of a binomial parameter and then generalize the estimation methods to the case of general bounded…
Computing sample means on Riemannian manifolds is typically computationally costly as exemplified by computation of the Fr\'echet mean which often requires finding minimizing geodesics to each data point for each step of an iterative…
Clustered multistate process data are commonly encountered in multicenter observational studies and clinical trials. A clinically important estimand with such data is the marginal probability of being in a particular transient state as a…
Stochastic spectral methods are efficient techniques for uncertainty quantification. Recently they have shown excellent performance in the statistical analysis of integrated circuits. In stochastic spectral methods, one needs to determine a…
The estimation of the covariance function of a stochastic process, or signal, is of integral importance for a multitude of signal processing applications. In this work, we derive closed-form expressions for the variance of covariance…
In this paper, we study the problem of testing the mean vectors of high dimensional data in both one-sample and two-sample cases. The proposed testing procedures employ maximum-type statistics and the parametric bootstrap techniques to…
Metal-dielectric layered stacks for imaging with sub-wavelength resolution are regarded as linear isoplanatic systems - a concept popular in Fourier Optics and in scalar diffraction theory. In this context, a layered flat lens is a…
This paper introduces \emph{biased mean regression}, estimating the \emph{biased mean}, i.e., $\mathbb{E}[Y] + x$, where $x \in \mathbb{R}$. The approach addresses a fundamental statistical problem that covers numerous applications. For…
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…
In this paper we show how to use Fourier transform methods to analyze the asymptotic behavior of kernel distribution function estimators. Exact expressions for the mean integrated squared error in terms of the characteristic function of the…
Given an optimization problem, the Hessian matrix and its eigenspectrum can be used in many ways, ranging from designing more efficient second-order algorithms to performing model analysis and regression diagnostics. When nonlinear models…
The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that…
The problem of optimal linear estimation of a linear functional depending on the unknown values of periodically correlated stochastic process from observations of the process with additive noise is considered. Formulas for calculating the…
We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish…
We propose spectral methods for long-term forecasting of temporal signals stemming from linear and nonlinear quasi-periodic dynamical systems. For linear signals, we introduce an algorithm with similarities to the Fourier transform but…
In audio signal processing, probabilistic time-frequency models have many benefits over their non-probabilistic counterparts. They adapt to the incoming signal, quantify uncertainty, and measure correlation between the signal's amplitude…
Modelling the first-order intensity function is one of the main aims in point process theory, and it has been approached so far from different perspectives. One appealing model describes the intensity as a function of a spatial covariate.…
This paper introduces the class of ambiguity sparse processes, containing subsets of popular nonstationary time series such as locally stationary, cyclostationary and uniformly modulated processes. The class also contains aggregations of…
Spectral unmixing is an important task in hyperspectral image processing for separating the mixed spectral data pertaining to various materials observed individual pixels. Recently, nonlinear spectral unmixing has received particular…