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We address the problem of adaptive minimax density estimation on $\bR^d$ with $\bL_p$--loss on the anisotropic Nikol'skii classes. We fully characterize behavior of the minimax risk for different relationships between regularity parameters…
The advent of large-scale inference has spurred reexamination of conventional statistical thinking. In a Gaussian model for $n$ many $z$-scores with at most $k < \frac{n}{2}$ nonnulls, Efron suggests estimating the location and scale…
This paper presents how to perform minimax optimal classification, regression, and density estimation based on fixed-$k$ nearest neighbor (NN) searches. We consider a distributed learning scenario, in which a massive dataset is split into…
In high-dimensional linear regression, the goal pursued here is to estimate an unknown regression function using linear combinations of a suitable set of covariates. One of the key assumptions for the success of any statistical procedure in…
We address the statistical estimation of composite functionals which may be nonlinear in the probability measure. Our study is motivated by the need to estimate coherent measures of risk, which become increasingly popular in finance,…
This paper is to explore a model of the ABS Algorithms dealing with the solution of a class of systems of linear stochastic equations $A\xi=\eta$ when $\eta$ is a $m$-dimensional normal distribution. It is shown that the stepsize $\alpha_i$…
We consider the problem of estimating the slope parameter in functional linear instrumental regression, where in the presence of an instrument W, i.e., an exogenous random function, a scalar response Y is modeled in dependence of an…
We study efficiency of non-parametric estimation of diffusions (stochastic differential equations driven by Brownian motion) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is…
We consider the integration of two-dimensional, piecewise constant functions with respect to copulas. By drawing a connection to linear assignment problems, we can give optimal upper and lower bounds for such integrals and construct the…
We investigate the recovery of nodes and amplitudes from noisy frequency samples in spike train signals, also known as the super-resolution (SR) problem. When the node separation falls below the Rayleigh limit, the problem becomes…
A function of the empirical characteristic function,exists for the stable distribution, which leads to a linear regression and can be used to estimate the parameters. Two approaches are often used, one to find optimal values of t, but these…
A residual-based empirical distribution function is proposed to estimate the distribution function of the errors of a heteroskedastic nonparametric regression with responses missing at random based on completely observed data, and this…
Motivated by applications in genomics, this paper studies the problem of optimal estimation of a quadratic functional of two normal mean vectors, $Q(\mu, \theta) = \frac{1}{n}\sum_{i=1}^n\mu_i^2\theta_i^2$, with a particular focus on the…
We consider the multivariate max-linear regression problem where the model parameters $\boldsymbol{\beta}_{1},\dotsc,\boldsymbol{\beta}_{k}\in\mathbb{R}^{p}$ need to be estimated from $n$ independent samples of the (noisy) observations $y =…
Given a large number of covariates $Z$, we consider the estimation of a high-dimensional parameter $\theta$ in an individualized linear threshold $\theta^T Z$ for a continuous variable $X$, which minimizes the disagreement between…
In this paper, two types of linear estimators are considered for three related estimation problems involving set-theoretic uncertainty pertaining to $\mathcal{H}_{2}$ and $\mathcal{H}_{\infty}$ balls of frequency-responses. The problems at…
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…
We consider the problem of estimating a function $s$ on $[-1,1]^{k}$ for large values of $k$ by looking for some best approximation by composite functions of the form $g\circ u$. Our solution is based on model selection and leads to a very…
A method for the construction of approximate analytical expressions for the stationary marginal densities of general stochastic search processes is proposed. By the marginal densities, regions of the search space that with high probability…
The local regularity of functional time series is studied under $L^p-m-$appro\-ximability assumptions. The sample paths are observed with error at possibly random design points. Non-asymptotic concentration bounds of the regularity…