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High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs,…
We generalize the notion of average Lipschitz smoothness proposed by Ashlagi et al. (COLT 2021) by extending it to H\"older smoothness. This measure of the "effective smoothness" of a function is sensitive to the underlying distribution and…
We perform the first tight convergence analysis of the gradient method with varying step sizes when applied to smooth hypoconvex (weakly convex) functions. Hypoconvex functions are smooth nonconvex functions whose curvature is bounded and…
We investigate regularized algorithms combining with projection for least-squares regression problem over a Hilbert space, covering nonparametric regression over a reproducing kernel Hilbert space. We prove convergence results with respect…
The creation and justification of the methods for minimax estimation of parameters of the external boundary value problems for the Helmholtz equation in unbounded domains are considered. When observations are distributed in subdomains, the…
We consider the estimation of the global mode of a density under some decay rate condition around the global mode. We show that the maximum of a histogram, with proper choice of bandwidth, achieves the minimax rate that we establish for the…
The problem of optimal linear estimation of linear functionals depending on the unknown values of a periodically correlated stochastic process from observations of the process with additive noise is considered. Formulas for calculating the…
An important estimation problem that is closely related to large-scale multiple testing is that of estimating the null density and the proportion of nonnull effects. A few estimators have been introduced in the literature; however, several…
We study the minimax estimation of covariance eigenfunctions and eigenvalues in functional principal component analysis when $n$ trajectories are observed at $p$ common grid points with additive noise. We consider covariance kernels with…
We study the subsets of metric spaces that are negligible for the infimal length of connecting curves; such sets are called metrically removable. In particular, we show that every totally disconnected set with finite Hausdorff measure of…
Motivated by models for multiway comparison data, we consider the problem of estimating a coordinate-wise isotonic function on the domain $[0, 1]^d$ from noisy observations collected on a uniform lattice, but where the design points have…
In this work we consider the problem of estimating function-on-scalar regression models when the functions are observed over multi-dimensional or manifold domains and with potentially multivariate output. We establish the minimax rates of…
This survey provides an overview of optimal estimation of linear functionals which depend on the unknown values of a stationary stochastic sequence. Based on observations of the sequence without noise as well as observations of the sequence…
We consider the detection problem of a two-dimensional function from noisy observations of its integrals over lines. We study both rate and sharp asymptotics for the error probabilities in the minimax setup. By construction, the derived…
Sobolev quantities (norms, inner products, and distances) of probability density functions are important in the theory of nonparametric statistics, but have rarely been used in practice, partly due to a lack of practical estimators. They…
This work studies an experimental design problem where {the values of a predictor variable, denoted by $x$}, are to be determined with the goal of estimating a function $m(x)$, which is observed with noise. A linear model is fitted to…
We consider the problem of minimax estimation of the entropy of a density over Lipschitz balls. Dropping the usual assumption that the density is bounded away from zero, we obtain the minimax rates $(n\ln n)^{-s/(s+d)} + n^{-1/2}$ for…
We study the approximation capacity of some variation spaces corresponding to shallow ReLU$^k$ neural networks. It is shown that sufficiently smooth functions are contained in these spaces with finite variation norms. For functions with…
Motivated by the problem of nonparametric inference in high level digital image analysis, we introduce a general extrinsic approach for data analysis on Hilbert manifolds with a focus on means of probability distributions on such sample…
In this paper we study the statistical properties of Laplacian smoothing, a graph-based approach to nonparametric regression. Under standard regularity conditions, we establish upper bounds on the error of the Laplacian smoothing estimator…