Related papers: Smooth maps from clumpy data

We introduce a kernel estimator, to the tail index of a right-censored Pareto-type distribution, that generalizes Worms's one (Worms and Worms, 2014)in terms of weight coefficients. Under some regularity conditions, the asymptotic normality…

Obscuration due to Galactic emission complicates the extraction of information from cosmological surveys, and requires some combination of the (typically imperfect) modeling and subtraction of foregrounds, or the removal of part of the sky.…

The strata-specific treatment effect or so-called blip for a randomly drawn strata of confounders defines a random variable and a corresponding cumulative distribution function. However, the CDF is not pathwise differentiable, necessitating…

Let $(X_1,\ldots,X_n)$ be an i.i.d. sequence of random variables in $\mathbb{R}^d$, $d\geq 1$. We show that, for any function $\varphi :\mathbb{R}^d\rightarrow\mathbb{R}$, under regularity conditions, \[n^…

Calibration measures and reliability diagrams are two fundamental tools for measuring and interpreting the calibration of probabilistic predictors. Calibration measures quantify the degree of miscalibration, and reliability diagrams…

Smoothing is omnipresent in astronomy, because almost always measurements performed at discrete positions in the sky need to be interpolated into a smooth map for subsequent analysis. Still, the statistical properties of different…

In Astronomy, Survival Analysis and Epidemiology, among many other fields, doubly truncated data often appear. Double truncation generally induces a sampling bias, so ordinary estimators may be inconsistent. In this paper, smoothing spline…

In the regression model with errors in variables, we observe $n$ i.i.d. copies of $(Y,Z)$ satisfying $Y=f_{\theta^0}(X)+\xi$ and $Z=X+\epsilon$ involving independent and unobserved random variables $X,\xi,\epsilon$ plus a regression…

A convolution of the all-sky survey data with a smoothing function is crucial in calculating the smooth surface brightness of the sky survey data. The convolution is usually performed using a spherical version of the convolution theorem.…

When smoothing a function $f$ via convolution with some kernel, it is often desirable to adapt the amount of smoothing locally to the variation of $f$. For this purpose, the constant smoothing coefficient of regular convolutions needs to be…

Functional data are typically modeled as sample paths of smooth stochastic processes in order to mitigate the fact that they are often observed discretely and noisily, occasionally irregularly and sparsely. The smoothness assumption is…

We show that a regression of unsmoothed peculiar velocity measurements against peculiar velocities predicted from a smoothed galaxy density field leads to a biased estimate of the cosmological density parameter Omega, even when galaxies…

Estimating the spectral density function $f(w)$ for some $w\in [-\pi, \pi]$ has been traditionally performed by kernel smoothing the periodogram and related techniques. Kernel smoothing is tantamount to local averaging, i.e., approximating…

Directional data consist of observations distributed on a (hyper)sphere, and appear in many applied fields, such as astronomy, ecology, and environmental science. This paper studies both statistical and computational problems of kernel…

The family of Mat\'ern kernels are often used in spatial statistics, function approximation and Gaussian process methods in machine learning. One reason for their popularity is the presence of a smoothness parameter that controls, for…

This paper introduces a data-adaptive non-parametric approach for the estimation of time-varying spectral densities from nonstationary time series. Time-varying spectral densities are commonly estimated by local kernel smoothing. The…

We investigate the proximal map for the weighted mean absolute error function. An algorithm for its efficient and vectorized evaluation is presented. As a demonstration, this algorithm is applied as part of a checkerboard algorithm to solve…

Consider the semiparametric transformation model $\Lambda_{\theta_o}(Y)=m(X)+\epsilon$, where $\theta_o$ is an unknown finite dimensional parameter, the functions $\Lambda_{\theta_o}$ and $m$ are smooth, $\epsilon$ is independent of $X$,…

Inverse probability weighting (IPW) is widely used in many areas when data are subject to unrepresentativeness, missingness, or selection bias. An inevitable challenge with the use of IPW is that the IPW estimator can be remarkably unstable…

Observational data are often accompanied by natural structural indices, such as time stamps or geographic locations, which are meaningful to prediction tasks but are often discarded. We leverage semantically meaningful indexing data while…