Related papers: Robust and Sparse Estimation of Unbounded Density …
Neural network-based methods for (un)conditional density estimation have recently gained substantial attention, as various neural density estimators have outperformed classical approaches in real-data experiments. Despite these empirical…
Many modern datasets are collected automatically and are thus easily contaminated by outliers. This led to a regain of interest in robust estimation, including new notions of robustness such as robustness to adversarial contamination of the…
In this paper, we propose a robust profile estimation method for the parametric and nonparametric components of a single index model when the errors have a strongly unimodal density with unknown nuisance parameter. Under regularity…
We investigate the asymptotic density of error-correcting codes with good distance properties and prescribed linearity degree, including sublinear and nonlinear codes. We focus on the general setting of finite translation-invariant metric…
The estimation of entropy rates for stationary discrete-valued stochastic processes is a well studied problem in information theory. However, estimating the entropy rate for stationary continuous-valued stochastic processes has not received…
Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…
Density-based minimum divergence procedures represent popular techniques in parametric statistical inference. They combine strong robustness properties with high (sometimes full) asymptotic efficiency. Among density-based minimum distance…
We propose a robust elastic net (REN) model for high-dimensional sparse regression and give its performance guarantees (both the statistical error bound and the optimization bound). A simple idea of trimming the inner product is applied to…
Quadratically-constrained basis pursuit has become a popular device in sparse regularization; in particular, in the context of compressed sensing. However, the majority of theoretical error estimates for this regularizer assume an a priori…
In the this paper, the authors propose to estimate the density of a targeted population with a weighted kernel density estimator (wKDE) based on a weighted sample. Bandwidth selection for wKDE is discussed. Three mean integrated squared…
We herein propose a new robust estimation method based on random projections that is adaptive and, automatically produces a robust estimate, while enabling easy computations for high or infinite dimensional data. Under some restricted…
We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse…
This paper presents a novel power spectral density estimation technique for band-limited, wide-sense stationary signals from sub-Nyquist sampled data. The technique employs multi-coset sampling and incorporates the advantages of compressed…
In this paper, we investigate the asymptotic properties of nonparametric Bayesian mixtures of Betas for estimating a smooth density on $[0,1]$. We consider a parametrization of Beta distributions in terms of mean and scale parameters and…
Double robustness (DR) is a widely-used property of estimators that provides protection against model misspecification and slow convergence of nuisance functions. Despite its widespread application, the theoretical foundation of DR remains…
Instrumental variables (IV) estimation is a fundamental method in econometrics and statistics for estimating causal effects in the presence of unobserved confounding. However, challenges such as untestable model assumptions and poor finite…
In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…
Density Functional Resonance Theory (DFRT) is a complex-scaled version of ground-state Density Functional Theory (DFT) that allows one to calculate the resonance energies and lifetimes of metastable anions. In this formalism, the exact…
We investigate the asymptotic properties of deep Residual networks (ResNets) as the number of layers increases. We first show the existence of scaling regimes for trained weights markedly different from those implicitly assumed in the…
Identifying signals that replicate across multiple studies is essential for establishing robust scientific evidence, yet existing methods for high-dimensional replicability analysis either rely on restrictive modeling assumptions, are…