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We study asymptotically normal estimation and confidence regions for low-dimensional parameters in high-dimensional sparse models. Our approach is based on the $\ell_1$-penalized M-estimator which is used for construction of a bias…
We introduce directional regularity, a new definition of anisotropy for multivariate functional data. Instead of taking the conventional view, which determines anisotropy as a notion of smoothness along a dimension, directional regularity…
We consider parametric inference for an ergodic and stationary diffusion process, when the data are high-frequency observations of the integral of the diffusion process. Such data are obtained via certain measurement devices, or if…
The analysis of Tikhonov regularization for nonlinear ill-posed equations with smoothness promoting penalties is an important topic in inverse problem theory. With focus on Hilbert scale models, the case of oversmoothing penalties, i.e.,…
Uncovering meaningful regularities in complex oscillatory signals is a challenging problem with applications across a wide range of disciplines. Here we present a novel approach, based on the Hilbert transform (HT). We show that temporal…
An extension of reproducing kernel Hilbert space (RKHS) theory provides a new framework for modeling functional regression models with functional responses. The approach only presumes a general nonlinear regression structure as opposed to…
Understanding the time-varying structure of complex temporal systems is one of the main challenges of modern time series analysis. In this paper, we show that every uniformly-positive-definite-in-covariance and sufficiently short-range…
We consider frames F in a given Hilbert space, and we show that every F may be obtained in a constructive way from a reproducing kernel and an orthonormal basis in an ambient Hilbert space. The construction is operator-theoretic, building…
The functional autoregressive model is a Markov model taylored for data of functional nature. It revealed fruitful when attempting to model samples of dependent random curves and has been widely studied along the past few years. This…
This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…
We systematically investigated the limited inverse discrete Fourier transform of the quasi distributions from the perspective of inverse problem theory. This transformation satisfies two of Hadamard's well-posedness criteria, existence and…
A time series represents a set of observations collected over time. Typically, these observations are captured with a uniform sampling frequency (e.g. daily). When data points are observed in uneven time intervals the time series is…
Semiparametric accelerated failure time (AFT) models directly relate the predicted failure times to covariates and are a useful alternative to models that work on the hazard function or the survival function. For case-cohort data, much less…
In this study, we develop an asymptotic theory of nonparametric regression for a locally stationary functional time series. First, we introduce the notion of a locally stationary functional time series (LSFTS) that takes values in a…
Operator learning is a data-driven approximation of mappings between infinite-dimensional function spaces, such as the solution operators of partial differential equations. Kernel-based operator learning can offer accurate, theoretically…
In this paper we consider the computation of approximate solutions for inverse problems in Hilbert spaces. In order to capture the special feature of solutions, non-smooth convex functions are introduced as penalty terms. By exploiting the…
Modelling a large bundle of curves arises in a broad spectrum of real applications. However, existing literature relies primarily on the critical assumption of independent curve observations. In this paper, we provide a general theory for…
This paper develops inferential methods for a very general class of ill-posed models in econometrics encompassing the nonparametric instrumental variable regression, various functional regressions, and the density deconvolution. We focus on…
Many scientific and economic problems involve the analysis of high-dimensional time series datasets. However, theoretical studies in high-dimensional statistics to date rely primarily on the assumption of independent and identically…
We deal with the shape reconstruction of inclusions in elastic bodies. For solving this inverse problem in practice, data fitting functionals are used. Those work better than the rigorous monotonicity methods from [5], but have no…