English
Related papers

Related papers: Nonparametric estimation on the circle based on Fe…

200 papers

Given a sample $\{X_i\}_{i=1}^n$ from $f_X$, we construct kernel density estimators for $f_Y$, the convolution of $f_X$ with a known error density $f_{\epsilon}$. This problem is known as density estimation with Berkson error and has…

Methodology · Statistics 2014-07-30 James P. Long , Noureddine El Karoui , John A. Rice

In this work we introduce a novel approach of construction of multivariate cumulative distribution functions, based on cyclical-monotone mapping of an original measure $\mu \in \mathcal{P}^{ac}_2(\mathbb{R}^d)$ to some target measure $\nu…

Statistics Theory · Mathematics 2018-09-13 Melf Boeckel , Vladimir Spokoiny , Alexandra Suvorikova

In this note is presented a method, given nodal values on multidimensional nonconforming spectral elements, for calculating global Fourier-series coefficients. This method is ``exact'' in that given the approximation inherent in the…

Numerical Analysis · Mathematics 2009-11-11 Aime' Fournier

We study the problem of estimating linear response statistics under external perturbations using time series of unperturbed dynamics. Based on the fluctuation-dissipation theory, this problem is reformulated as an unsupervised learning task…

Statistics Theory · Mathematics 2020-12-09 He Zhang , John Harlim , Xiantao Li

We discuss Bayesian nonparametric procedures for the regression analysis of compositional responses, that is, data supported on a multivariate simplex. The procedures are based on a modified class of multivariate Bernstein polynomials and…

Methodology · Statistics 2021-08-31 Claudia Wehrhahn , Andrés F. Barrientos , Alejandro Jara

We consider a stochastic individual-based model in continuous time to describe a size-structured population for cell divisions. This model is motivated by the detection of cellular aging in biology. We address here the problem of…

Statistics Theory · Mathematics 2020-09-28 Van Ha Hoang , Thanh Mai Pham Ngoc , Vincent Rivoirard , Viet Chi Tran

We study the problem of recovering an unknown compactly-supported multivariate function from samples of its Fourier transform that are acquired nonuniformly, i.e. not necessarily on a uniform Cartesian grid. Reconstruction problems of this…

Numerical Analysis · Mathematics 2022-05-04 Ben Adcock , Milana Gataric , José Luis Romero

We consider X 1 ,. .. , X n a sample of data on the circle S 1 , whose distribution is a twocomponent mixture. Denoting R and Q two rotations on S 1 , the density of the X i 's is assumed to be g(x) = pf (R --1 x) + (1 -- p)f (Q --1 x),…

Statistics Theory · Mathematics 2022-06-01 Claire Lacour , Thanh Mai Pham Ngoc

We consider the problem of estimating the mixing density $f$ from $n$ i.i.d. observations distributed according to a mixture density with unknown mixing distribution. In contrast with finite mixtures models, here the distribution of the…

Statistics Theory · Mathematics 2015-05-26 Tabea Rebafka , François Roueff

Devoted to multi-task learning and structured output learning, operator-valued kernels provide a flexible tool to build vector-valued functions in the context of Reproducing Kernel Hilbert Spaces. To scale up these methods, we extend the…

Machine Learning · Computer Science 2018-05-25 Romain Brault , Florence d'Alché-Buc , Markus Heinonen

We continue the investigation of Bernstein-von Mises theorems for nonparametric Bayes procedures from [Ann. Statist. 41 (2013) 1999-2028]. We introduce multiscale spaces on which nonparametric priors and posteriors are naturally defined,…

Statistics Theory · Mathematics 2014-10-03 Ismaël Castillo , Richard Nickl

Fourier methods are fundamental tools to analyze random fields. Statistical structures of homogeneous Gaussian random fields are completely characterized by the power spectrum. In non-Gaussian random fields, polyspectra, higher-order…

Astrophysics · Physics 2009-11-11 Takahiko Matsubara

Efficient and accurate spectral solvers for nonlocal models in any spatial dimension are presented. The approach we pursue is based on the Fourier multipliers of nonlocal Laplace operators introduced in a previous work. It is demonstrated…

Numerical Analysis · Mathematics 2019-07-30 Bacim Alali , Nathan Albin

This invited paper proposes and discusses several Bayesian attempts at nonparametric and semiparametric density estimation. The main categories of these ideas are as follows: 1) Build a nonparametric prior around a given parametric model.…

Statistics Theory · Mathematics 2026-04-23 Nils Lid Hjort

We describe a method for fitting distributions to data which only requires knowledge of the parametric form of either the signal or the background but not both. The unknown distribution is fit using a non-parametric kernel density…

Data Analysis, Statistics and Probability · Physics 2015-06-03 Wolfgang A. Rolke , Angel M. López

Nonparametric kernel density estimation is a very natural procedure which simply makes use of the smoothing power of the convolution operation. Yet, it performs poorly when the density of a positive variable is to be estimated (boundary…

Statistics Theory · Mathematics 2017-07-17 Gery Geenens

We consider density estimators based on the nearest neighbors method applied to discrete point distibutions in spaces of arbitrary dimensionality. If the density is constant, the volume of a hypersphere centered at a random location is…

Instrumentation and Methods for Astrophysics · Physics 2013-01-24 Przemek Wozniak , Andrzej Kruszewski

The density function of the limiting spectral distribution of general sample covariance matrices is usually unknown. We propose to use kernel estimators which are proved to be consistent. A simulation study is also conducted to show the…

Statistics Theory · Mathematics 2012-11-15 Bing-Yi Jing , Guangming Pan , Qi-Man Shao , Wang Zhou

We construct a density estimator and an estimator of the distribution function in the uniform deconvolution model. The estimators are based on inversion formulas and kernel estimators of the density of the observations and its derivative.…

Statistics Theory · Mathematics 2011-01-06 Bert van Es

This paper considers the topic of finding prior distributions when a major component of the statistical model depends on a nonlinear function. Using results on how to construct uniform distributions in general metric spaces, we propose a…

Computation · Statistics 2014-05-09 Björn Bornkamp