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It is a typical standard assumption in the density deconvolution problem that the characteristic function of the measurement error distribution is non-zero on the real line. While this condition is assumed in the majority of existing works…

Statistics Theory · Mathematics 2021-01-08 Alexander Goldenshluger , Taeho Kim

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…

Statistics Theory · Mathematics 2014-07-15 Johanna Kappus , Fabienne Comte

This paper considers convolution equations that arise from problems such as measurement error and non-parametric regression with errors in variables with independence conditions. The equations are examined in spaces of generalized functions…

Statistics Theory · Mathematics 2012-08-21 Victoria Zinde-Walsh

Density deconvolution is the task of estimating a probability density function given only noise-corrupted samples. We can fit a Gaussian mixture model to the underlying density by maximum likelihood if the noise is normally distributed, but…

Machine Learning · Statistics 2020-07-14 Tim Dockhorn , James A. Ritchie , Yaoliang Yu , Iain Murray

Deconvolution is a statistical inverse problem to estimate the distribution of a random variable based on its noisy observations. Despite the extensive studies on the topic, deconvolution with unknown noise distribution remains as a…

Statistics Theory · Mathematics 2020-04-06 Devavrat Shah , Dogyoon Song

In a large class of statistical inverse problems it is necessary to suppose that the transformation that is inverted is known. Although, in many applications, it is unrealistic to make this assumption, the problem is often insoluble without…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Peter Hall , Alexander Meister

We consider the problem of multivariate density deconvolution when the interest lies in estimating the distribution of a vector-valued random variable but precise measurements of the variable of interest are not available, observations…

Methodology · Statistics 2016-12-06 Abhra Sarkar , Debdeep Pati , Bani K. Mallick , Raymond J. Carroll

In this paper we study the problem of density deconvolution under general assumptions on the measurement error distribution. Typically deconvolution estimators are constructed using Fourier transform techniques, and it is assumed that the…

Statistics Theory · Mathematics 2020-02-04 Denis Belomestny , Alexander Goldenshluger

We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where…

Methodology · Statistics 2020-02-19 Ya Su , Anirban Bhattacharya , Yan Zhang , Nilanjan Chatterjee , Raymond J. Carroll

In reliability theory and survival analysis, observed data are often weakly dependent and subject to additive measurement errors. Such contamination arises when the underlying data are neither independent nor strongly mixed but instead…

Statistics Theory · Mathematics 2025-03-20 Benjrada Mohammed Essalih

We study the recovery of the distribution function $F_X$ of a random variable $X$ that is subject to an independent additive random error $\varepsilon$. To be precise, it is assumed that the target variable $X$ is available only in the form…

Statistics Theory · Mathematics 2025-10-31 Henrik Kaiser

The subject of this paper is the problem of nonparametric estimation of a continuous distribution function from observations with measurement errors. We study minimax complexity of this problem when unknown distribution has a density…

Statistics Theory · Mathematics 2012-02-27 I. Dattner , A. Goldenshluger , A. Juditsky

We consider a circular deconvolution problem, in which the density $f$ of a circular random variable $X$ must be estimated nonparametrically based on an i.i.d. sample from a noisy observation $Y$ of $X$. The additive measurement error is…

Statistics Theory · Mathematics 2013-12-11 Jan Johannes , Maik Schwarz

Let $X_1,..., X_n$ be i.i.d.\ copies of a random variable $X=Y+Z,$ where $ X_i=Y_i+Z_i,$ and $Y_i$ and $Z_i$ are independent and have the same distribution as $Y$ and $Z,$ respectively. Assume that the random variables $Y_i$'s are…

Statistics Theory · Mathematics 2018-04-17 Shota Gugushvili , Bert van Es , Peter Spreij

Recent advances have demonstrated the possibility of solving the deconvolution problem without prior knowledge of the noise distribution. In this paper, we study the repeated measurements model, where information is derived from multiple…

Statistics Theory · Mathematics 2024-09-04 Jérémie Capitao-Miniconi , Elisabeth Gassiat , Luc Lehéricy

We generalize the well-known mixtures of Gaussians approach to density estimation and the accompanying Expectation--Maximization technique for finding the maximum likelihood parameters of the mixture to the case where each data point…

Methodology · Statistics 2011-08-01 Jo Bovy , David W. Hogg , Sam T. Roweis

This paper considers the problem of adaptive estimation of a mean pattern in a randomly shifted curve model. We show that this problem can be transformed into a linear inverse problem, where the density of the random shifts plays the role…

Statistics Theory · Mathematics 2010-10-21 Jérémie Bigot , Sébastien Gadat

We consider a multiplicative deconvolution problem, in which the density $f$ or the survival function $S^X$ of a strictly positive random variable $X$ is estimated nonparametrically based on an i.i.d. sample from a noisy observation $Y =…

Statistics Theory · Mathematics 2025-09-30 Sergio Brenner Miguel , Jan Johannes , Maximilian Siebel

An often-cited fact regarding mixing or mixture distributions is that their density functions are able to approximate the density function of any unknown distribution to arbitrary degrees of accuracy, provided that the mixing or mixture…

Other Statistics · Statistics 2018-03-05 Hien D. Nguyen , Geoffrey J. McLachlan

Practical diffusion sampling is a numerical approximation problem: under a fixed inference budget, one must simulate a reverse-time ODE or SDE using only a limited number of denoising steps, so discretization error is often the dominant…

Machine Learning · Computer Science 2026-05-12 Samuel Hurault , Thomas Moreau , Gabriel Peyré
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