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We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogate homogenized equation exists. In this setting, estimating…

Numerical Analysis · Mathematics 2021-06-08 Assyr Abdulle , Giacomo Garegnani , Grigorios A. Pavliotis , Andrew M. Stuart , Andrea Zanoni

Density estimation is a fundamental technique employed in various fields to model and to understand the underlying distribution of data. The primary objective of density estimation is to estimate the probability density function of a random…

Machine Learning · Statistics 2024-02-20 Cristiano Tamborrino , Antonella Falini , Francesca Mazzia

The task of image segmentation is inherently noisy due to ambiguities regarding the exact location of boundaries between anatomical structures. We argue that this information can be extracted from the expert annotations at no extra cost,…

Computer Vision and Pattern Recognition · Computer Science 2021-04-14 Mobarakol Islam , Ben Glocker

We consider a regression modeling of the quantiles of residual life, remaining lifetime at a specific time. We propose a smoothed induced version of the existing non-smooth estimating equations approaches for estimating regression…

Computation · Statistics 2022-05-03 Kyu Hyun Kim , Daniel J. Caplan , Sangwook Kang

Estimators of doubly robust functionals typically rely on estimating two complex nuisance functions, such as the propensity score and conditional outcome mean for the average treatment effect functional. We consider the problem of how to…

Statistics Theory · Mathematics 2026-03-10 Sean McGrath , Rajarshi Mukherjee

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

Statistics Theory · Mathematics 2020-07-07 Xiaowei Yang , Huiming Zhang , Haoyu Wei , Shouzheng Zhang

Wireless communications systems are impacted by multi-path fading and Doppler shift in dynamic environments, where the channel becomes doubly-dispersive and its estimation becomes an arduous task. Only a few pilots are used for channel…

Information Theory · Computer Science 2022-06-07 Abdul Karim Gizzini , Marwa Chafii

Recently, authors have studied weighted version of Kerridge inaccuracy measure for truncated distributions. In the present communication we introduce the notion of weighted interval inaccuracy measure for two-sided truncated random…

Statistics Theory · Mathematics 2020-04-08 Chanchal Kundu

Non-uniform sampling arises when an experimenter does not have full control over the sampling characteristics of the process under investigation. Moreover, it is introduced intentionally in algorithms such as Bayesian optimization and…

Machine Learning · Statistics 2020-07-03 Stijn de Waele

The kernel smoothing with large bandwidth values causes oversmoothing or underfitting in general. However, when irrelevant variables are included, the corresponding large bandwidth values are known to have an effect of shrinking them. This…

Statistics Theory · Mathematics 2026-03-05 Taku Moriyama

We propose a fast bivariate smoothing approach for symmetric surfaces that has a wide range of applications. We show how it can be applied to estimate the covariance function in longitudinal data as well as multiple additive covariances in…

Computation · Statistics 2016-09-23 Jona Cederbaum , Fabian Scheipl , Sonja Greven

The weak lensing surveys have the potential to probe directly the clustering statistics of dark matter in the universe. Recent studies have shown that it is possible to predict analytically the whole probability distribution function (pdf)…

Astrophysics · Physics 2009-11-07 Dipak Munshi

In the matter of selection of sample time points for the estimation of the power spectral density of a continuous time stationary stochastic process, irregular sampling schemes such as Poisson sampling are often preferred over regular…

Statistics Theory · Mathematics 2010-07-19 Radhendushka Srivastava , Debasis Sengupta

We address numerical differentiation under coarse, non-uniform sampling and Gaussian noise. A maximum-likelihood estimator with $L_2$-norm constraint on a higher-order derivative is obtained, yielding spline-based solution. We introduce a…

Methodology · Statistics 2025-07-31 Konstantin E. Avrachenkov , Leonid B. Freidovich

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…

Econometrics · Economics 2019-05-28 Ryo Okui , Takahide Yanagi

The smoothing spline is one of the most popular curve-fitting methods, partly because of empirical evidence supporting its effectiveness and partly because of its elegant mathematical formulation. However, there are two obstacles that…

Statistics Theory · Mathematics 2012-09-11 Yu Ryan Yue , Daniel Simpson , Finn Lindgren , Håvard Rue

This article introduces a general statistical modeling principle called "Density Sharpening" and applies it to the analysis of discrete count data. The underlying foundation is based on a new theory of nonparametric approximation and…

Methodology · Statistics 2021-08-24 Subhadeep Mukhopadhyay

We derive cosmological constraints from the probability distribution function (PDF) of evolved large-scale matter density fluctuations. We do this by splitting lines of sight by density based on their count of tracer galaxies, and by…

This paper investigates the predictive performance of model averaging in high-dimensional linear regression where the number of regressors is comparable to the sample size. We demonstrate that the double descent trajectory manifests within…

Methodology · Statistics 2026-05-14 Ke Chen , Dandan Jiang , Xinyu Zhang

Estimating the density of states of systems with rugged free energy landscapes is a notoriously difficult task of the utmost importance in many areas of physics ranging from spin glasses to biopolymers. Density of states estimation has also…

Statistical Mechanics · Physics 2019-07-31 Lev Barash , Jeffrey Marshall , Martin Weigel , Itay Hen
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