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We derive asymptotic normality of kernel type deconvolution estimators of the density, the distribution function at a fixed point, and of the probability of an interval. We consider the so called super smooth case where the characteristic…

Statistics Theory · Mathematics 2007-06-13 A. J. van Es , H. -W. Uh

This paper considers the deconvolution problem in the case where the target signal is multidimensional and no information is known about the noise distribution. More precisely, no assumption is made on the noise distribution and no samples…

Statistics Theory · Mathematics 2021-02-18 Elisabeth Gassiat , Sylvain Le Corff , Luc Lehéricy

When using the bootstrap in the presence of measurement error, we must first estimate the target distribution function; we cannot directly resample, since we do not have a sample from the target. These and other considerations motivate the…

Statistics Theory · Mathematics 2008-10-28 Peter Hall , Soumendra N. Lahiri

It is common, in deconvolution problems, to assume that the measurement errors are identically distributed. In many real-life applications, however, this condition is not satisfied and the deconvolution estimators developed for…

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

This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing…

Machine Learning · Statistics 2026-05-06 Arnaud Vadeboncoeur , Mark Girolami , Andrew M. Stuart

We derive multiscale statistics for deconvolution in order to detect qualitative features of the unknown density. An important example covered within this framework is to test for local monotonicity on all scales simultaneously. We…

Statistics Theory · Mathematics 2015-03-19 Johannes Schmidt-Hieber , Axel Munk , Lutz Duembgen

In a multicellular organism different cell types express a gene in different amounts. Samples from which gene expression levels can be measured typically contain a mixture of different cell types, the resulting measurements thus give only…

Quantitative Methods · Quantitative Biology 2017-08-09 Nico Riedel , Johannes Berg

We study the reknown deconvolution problem of recovering a distribution function from independent replicates (signal) additively contaminated with random errors (noise), whose distribution is known. We investigate whether a Bayesian…

Statistics Theory · Mathematics 2021-11-15 Judith Rousseau , Catia Scricciolo

In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…

Statistics Theory · Mathematics 2007-06-13 Pierre Alquier

Deconvolution is the important problem of estimating the distribution of a quantity of interest from a sample with additive measurement error. Nearly all methods in the literature are based on Fourier transformation because it is…

Methodology · Statistics 2026-03-03 Yun Cai , Hong Gu , Toby Kenney

We study the multivariate deconvolution problem of recovering the distribution of a signal from independent and identically distributed observations additively contaminated with random errors (noise) from a known distribution. For errors…

Statistics Theory · Mathematics 2023-09-28 Judith Rousseau , Catia Scricciolo

A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…

Numerical Analysis · Mathematics 2018-11-27 Truong-Vinh Hoang , Hermann G. Matthies

Several numerical evaluations of the density and distribution of convolution of independent gamma variables are compared in their accuracy and speed. In application to renewal processes, an efficient formula is derived for the probability…

Computation · Statistics 2022-12-15 Chaoran Hu , Vladimir Pozdnyakov , Jun Yan

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

Statistics Theory · Mathematics 2008-10-10 T. Royen

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

Statistics Theory · Mathematics 2019-06-19 Thomas Pitschel

The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…

Computation · Statistics 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

We consider a nonparametric regression model $Y=r(X)+\varepsilon$ with a random covariate $X$ that is independent of the error $\varepsilon$. Then the density of the response $Y$ is a convolution of the densities of $\varepsilon$ and…

Statistics Theory · Mathematics 2013-12-18 Anton Schick , Wolfgang Wefelmeyer

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…

Statistics Theory · Mathematics 2013-03-13 Sahand N. Negahban , Pradeep Ravikumar , Martin J. Wainwright , Bin Yu

The paper discusses the estimation of a continuous density function of the target random field $X_{\bf{i}}$, $\bf{i}\in \mathbb {Z}^N$ which is contaminated by measurement errors. In particular, the observed random field $Y_{\bf{i}}$,…

Statistics Theory · Mathematics 2014-07-21 Jiexiang Li