Related papers: A varifold-type estimation for data sampled on a r…
This paper is concerned with a rate-distortion theory for sequences of i.i.d. random variables with general distribution supported on general sets including manifolds and fractal sets. Manifold structures are prevalent in data science,…
We give asymptotically tight estimates of tangent space variation on Riemannian submanifolds of Euclidean space with respect to the local feature size of the submanifolds. We show that the result follows directly from structural properties…
We propose nonparametric estimation of divergence measures between continuous distributions. Our approach is based on a plug-in kernel- type estimators of density functions. We give the uniform in bandwidth consistency for the proposal…
We study the problem of estimating a manifold from random samples. In particular, we consider piecewise constant and piecewise linear estimators induced by k-means and k-flats, and analyze their performance. We extend previous results for…
A kernel density estimator for data on the polysphere $\mathbb{S}^{d_1}\times\cdots\times\mathbb{S}^{d_r}$, with $r,d_1,\ldots,d_r\geq 1$, is presented in this paper. We derive the main asymptotic properties of the estimator, including mean…
This manuscript bridges nonparametric smoothness-based and shape-restricted estimation, which may appear as two disjoint paradigms in the field. The proposed approach is motivated by a conceptually simple observation: every Lipschitz…
We investigate the estimation of the perimeter of a set by a graph cut of a random geometric graph. For $\Omega \subset D = (0,1)^d$, with $d \geq 2$, we are given $n$ random i.i.d. points on $D$ whose membership in $\Omega$ is known. We…
In this paper, we consider a k-nearest neighbor kernel type estimator when the random variables belong in a Riemannian manifolds. We study asymptotic properties such as the consistency and the asymptotic distribution. A simulation study is…
We rigorously quantify the improvement in the sample complexity of variational divergence estimations for group-invariant distributions. In the cases of the Wasserstein-1 metric and the Lipschitz-regularized $\alpha$-divergences, the…
Data represented by probability measures arise as empirical distributions, posterior distributions, and feature-based representations of complex objects. We study heterogeneity in a population of probability measures through the expected…
We propose a new wavelet-based method for density estimation when the data are size-biased. More specifically, we consider a power of the density of interest, where this power exceeds 1/2. Warped wavelet bases are employed, where warping is…
Assume one observes independent categorical variables or, equivalently, one observes the corresponding multinomial variables. Estimating the distribution of the observed sequence amounts to estimating the expectation of the multinomial…
We investigate the estimation of a weighted density taking the form $g=w(F)f$, where $f$ denotes an unknown density, $F$ the associated distribution function and $w$ is a known (non-negative) weight. Such a class encompasses many examples,…
The density ratio of two probability distributions is one of the fundamental tools in mathematical and computational statistics and machine learning, and it has a variety of known applications. Therefore, density ratio estimation from…
Many approaches in the field of machine learning and data analysis rely on the assumption that the observed data lies on lower-dimensional manifolds. This assumption has been verified empirically for many real data sets. To make use of this…
In this paper, we study the inner and outer boundary densities of some sets with self-similar boundary having Minkowski dimension $s\textgreater{}d-1$ in $\mathbb{R}^{d}$. These quantities turn out to be crucial in some problems of set…
Given a random sample of points from some unknown density, we propose a data-driven method for estimating density level sets under the r-convexity assumption. This shape condition generalizes the convexity property. However, the main…
For a tall $n\times d$ matrix $A$ and a random $m\times n$ sketching matrix $S$, the sketched estimate of the inverse covariance matrix $(A^\top A)^{-1}$ is typically biased: $E[(\tilde A^\top\tilde A)^{-1}]\ne(A^\top A)^{-1}$, where…
A solution manifold is the collection of points in a $d$-dimensional space satisfying a system of $s$ equations with $s<d$. Solution manifolds occur in several statistical problems including hypothesis testing, curved-exponential families,…
We consider deconvolution from repeated observations with unknown error distribution. So far, this model has mostly been studied under the additional assumption that the errors are symmetric. We construct an estimator for the non-symmetric…