Related papers: Robust, sub-Gaussian mean estimators in metric spa…
Statistical analysis is increasingly confronted with complex data from metric spaces. Petersen and M\"uller (2019) established a general paradigm of Fr\'echet regression with complex metric space valued responses and Euclidean predictors.…
This paper develops theory for feasible estimators of finite-dimensional parameters identified by general conditional quantile restrictions, under much weaker assumptions than previously seen in the literature. This includes instrumental…
We present \textit{universal} estimators for the statistical mean, variance, and scale (in particular, the interquartile range) under pure differential privacy. These estimators are universal in the sense that they work on an arbitrary,…
To consider model uncertainty in global Fr\'{e}chet regression and improve density response prediction, we propose a frequentist model averaging method. The weights are chosen by minimizing a cross-validation criterion based on Wasserstein…
We present new estimators of the mean of a real valued random variable, based on PAC-Bayesian iterative truncation. We analyze the non-asymptotic minimax properties of the deviations of estimators for distributions having either a 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…
We endeavour to estimate numerous multi-dimensional means of various probability distributions on a common space based on independent samples. Our approach involves forming estimators through convex combinations of empirical means derived…
Data consisting of samples of probability density functions are increasingly prevalent, necessitating the development of methodologies for their analysis that respect the inherent nonlinearities associated with densities. In many…
It is well-known that trimmed sample means are robust against heavy tails and data contamination. This paper analyzes the performance of trimmed means and related methods in two novel contexts. The first one consists of estimating…
We study the problem of estimating the mean of a random vector in $\mathbb{R}^d$ based on an i.i.d.\ sample, when the accuracy of the estimator is measured by a general norm on $\mathbb{R}^d$. We construct an estimator (that depends on the…
We provide a theoretical foundation for non-parametric estimation of functions of random variables using kernel mean embeddings. We show that for any continuous function $f$, consistent estimators of the mean embedding of a random variable…
Robust estimation under Huber's $\epsilon$-contamination model has become an important topic in statistics and theoretical computer science. Statistically optimal procedures such as Tukey's median and other estimators based on depth…
The asymptotic concentration of the Fr{\'e}chet mean of IID random variables on a Rieman-nian manifold was established with a central limit theorem by Bhattacharya \& Patrangenaru (BP-CLT) [6]. This asymptotic result shows that the…
The Billera-Holmes-Vogtmann (BHV) space of weighted trees can be embedded in Euclidean space, but the extrinsic Euclidean mean often lies outside of treespace. Sturm showed that the intrinsic Frechet mean exists and is unique in treespace.…
We give an improved estimate for the regularity of the conditional distribution of the empiric mean of a finite sample of IID random variables, conditional on the sample "fluctuations", extending the well-known property of Gaussian IID…
We propose an estimator for the mean of a random vector in $\mathbb{R}^d$ that can be computed in time $O(n^4+n^2d)$ for $n$ i.i.d.~samples and that has error bounds matching the sub-Gaussian case. The only assumptions we make about the…
Many statistical applications involve models for which it is difficult to evaluate the likelihood, but from which it is relatively easy to sample. Approximate Bayesian computation is a likelihood-free method for implementing Bayesian…
In this paper, we first prove that any interior point of an open interval of the real line can be interpreted as Fr\'echet means with respect to corresponding metric distances, thus extending the result of [Dinh et al., Mathematical…
We develop a unified framework for distributed inference, semantic communication, and exploration in spatial networks by integrating stochastic geometry with information geometry - a direction that has not been explored in prior literature.…
We consider estimation and inference on average treatment effects under unconfoundedness conditional on the realizations of the treatment variable and covariates. Given nonparametric smoothness and/or shape restrictions on the conditional…