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A method of moment inequalities is used to derive the principle of minimum growth rate in multiplicatively interacting stochastic processes(MISPs). When a value of a power-law exponent at the tail of probability distribution function exists…

Statistical Mechanics · Physics 2007-05-23 Akihiro Fujihara , Toshiya Ohtsuki , Hiroshi Yamamoto

Two of the principle tasks of causal inference are to define and estimate the effect of a treatment on an outcome of interest. Formally, such treatment effects are defined as a possibly functional summary of the data generating…

Statistics Theory · Mathematics 2023-01-26 Herbert Susmann , Antoine Chambaz

In this article, a compliance minimisation scheme for designing spatially varying orthotropic porous structures is proposed. With the utilisation of conformal mapping, the porous structures here can be generated by two controlling field…

Numerical Analysis · Mathematics 2022-02-16 Shaoshuai Li , Yichao Zhu , Xu Guo

The scalar-on-function regression model has become a popular analysis tool to explore the relationship between a scalar response and multiple functional predictors. Most of the existing approaches to estimate this model are based on the…

Methodology · Statistics 2022-03-11 Ufuk Beyaztas , Han Lin Shang

High-dimensional time series are a core ingredient of the statistical modeling toolkit, for which numerous estimation methods are known.But when observations are scarce or corrupted, the learning task becomes much harder.The question is:…

Signal Processing · Electrical Eng. & Systems 2022-05-06 Guillaume Dalle , Yohann de Castro

This paper aims to investigate the distributed stochastic optimization problems on compact embedded submanifolds (in the Euclidean space) for multi-agent network systems. To address the manifold structure, we propose a distributed…

Optimization and Control · Mathematics 2025-10-28 Jishu Zhao , Xi Wang , Jinlong Lei , Shixiang Chen

We consider the problem of estimating the slope parameter in circular functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of 1-periodic, second order stationary random functions X1,...,Xn. We consider an…

Statistics Theory · Mathematics 2010-10-01 Fabienne Comte , Jan Johannes

We construct an objective function that consists of a quadratic approximation term and a penalty term. Thanks to the quadratic approximation, we can deal with various kinds of loss functions into a unified way, and by taking advantage of…

Statistics Theory · Mathematics 2018-11-26 Takumi Suzuki , Nakahiro Yoshida

This paper reviews recent developments in fundamental limits and optimal algorithms for change point analysis. We focus on minimax optimal rates in change point detection and localisation, in both parametric and nonparametric models. We…

Statistics Theory · Mathematics 2020-11-04 Yi Yu

We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the $d$-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a…

Statistics Theory · Mathematics 2014-07-02 Jean-François Coeurjolly , Jesper Møller

This paper reviews developments in statistics for spatial point processes obtained within roughly the last decade. These developments include new classes of spatial point process models such as determinantal point processes, models…

Methodology · Statistics 2016-09-06 Jesper Møller , Rasmus Waagepetersen

Tensor Factor Models (TFM) are appealing dimension reduction tools for high-order large-dimensional tensor time series, and have wide applications in economics, finance and medical imaging. In this paper, we propose a projection estimator…

Methodology · Statistics 2025-03-03 Matteo Barigozzi , Yong He , Lingxiao Li , Lorenzo Trapani

We consider the problem of determining the optimal block (or subsample) size for a spatial subsampling method for spatial processes observed on regular grids. We derive expansions for the mean square error of the subsampling variance…

Statistics Theory · Mathematics 2007-06-13 Daniel J. Nordman , Soumendra N. Lahiri

The pair correlation function is a fundamental spatial point process characteristic that, given the intensity function, determines second order moments of the point process. Non-parametric estimation of the pair correlation function is a…

Statistics Theory · Mathematics 2023-04-25 Abdollah Jalilian , Yongtao Guan , Rasmus Waagepetersen

The problem of optimal estimation of linear functionals constructed from the unobserved values of a stochastic sequence with periodically stationary increments based on observations of the sequence with stationary noise is considered. For…

Statistics Theory · Mathematics 2021-10-18 Maksym Luz , Mikhail Moklyachuk

We study design-unbiased estimation of the finite-population total $\sum_{i=1}^N y_i$ when each outcome satisfies known bounds $y_i\in[a_i,b_i]$. For any sampling design with inclusion probabilities $\pi_i>0$, we prove a sharp lower bound…

Statistics Theory · Mathematics 2026-05-21 P. M. Aronow , Patrick Lopatto

We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems. First, the optimal bound is formulated by the performance estimation framework, resulting in an infinite…

Optimization and Control · Mathematics 2019-07-15 Guoyong Gu , Junfeng Yang

The problem of estimating a sparse channel, i.e. a channel with a few non-zero taps, appears in various areas of communications. Recently, we have developed an algorithm based on iterative alternating minimization which iteratively detects…

Information Theory · Computer Science 2013-08-27 Rad Niazadeh , Masoud Babaie-Zadeh , Christian Jutten

Estimation of convex functions finds broad applications in engineering and science, while convex shape constraint gives rise to numerous challenges in asymptotic performance analysis. This paper is devoted to minimax optimal estimation of…

Statistics Theory · Mathematics 2013-06-11 Teresa M. Lebair , Jinglai Shen , Xiao Wang

This paper explores the estimation of a panel data model with cross-sectional interaction that is flexible both in its approach to specifying the network of connections between cross-sectional units, and in controlling for unobserved…

Econometrics · Economics 2021-11-23 Ayden Higgins , Federico Martellosio