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In this paper, we propose to construct confidence bands by bootstrapping the debiased kernel density estimator (for density estimation) and the debiased local polynomial regression estimator (for regression analysis). The idea of using a…

Methodology · Statistics 2019-06-06 Gang Cheng , Yen-Chi Chen

We consider nonparametric prediction with multiple covariates, in particular categorical or functional predictors, or a mixture of both. The method proposed bases on an extension of the Nadaraya-Watson estimator where a kernel function is…

Methodology · Statistics 2022-08-05 Leonie Selk , Jan Gertheiss

Gravitational-wave astronomy has entered a regime where it can extract information about the population properties of the observed binary black holes. The steep increase in the number of detections will offer deeper insights, but it will…

General Relativity and Quantum Cosmology · Physics 2026-01-15 Stefano Rinaldi , Alexandre Toubiana , Jonathan R. Gair

We consider nonparametric estimation of a regression function for a situation where precisely measured predictors are used to estimate the regression curve for coarsened, that is, less precise or contaminated predictors. Specifically, while…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Peter Hall , Hans-Georg Müller

Cosmological probes pose an inverse problem where the measurement result is obtained through observations, and the objective is to infer values of model parameters which characterize the underlying physical system -- our Universe. Modern…

Instrumentation and Methods for Astrophysics · Physics 2019-05-21 Timur Takhtaganov , Zarija Lukic , Juliane Mueller , Dmitriy Morozov

Nonparametric kernel density and local polynomial regression estimators are very popular in Statistics, Economics, and many other disciplines. They are routinely employed in applied work, either as part of the main empirical analysis or as…

Computation · Statistics 2020-07-21 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell

We consider the problem of constructing robust nonparametric confidence intervals and tests of hypothesis for the median when the data distribution is unknown and the data may contain a small fraction of contamination. We propose a…

Statistics Theory · Mathematics 2007-06-13 Victor J. Yohai , Ruben H. Zamar

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

Statistics Theory · Mathematics 2017-02-06 Alberto J. Coca

Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals.…

Methodology · Statistics 2012-06-26 Michael P. Holmes , Alexander G. Gray , Charles Lee Isbell

We derive the posterior contraction rate for non-parametric Bayesian estimation of the intensity function of a Poisson point process.

Statistics Theory · Mathematics 2018-04-17 Shota Gugushvili , Peter Spreij

The density function of the limiting spectral distribution of general sample covariance matrices is usually unknown. We propose to use kernel estimators which are proved to be consistent. A simulation study is also conducted to show the…

Statistics Theory · Mathematics 2012-11-15 Bing-Yi Jing , Guangming Pan , Qi-Man Shao , Wang Zhou

It is now practically the norm for data to be very high dimensional in areas such as genetics, machine vision, image analysis and many others. When analyzing such data, parametric models are often too inflexible while nonparametric…

Methodology · Statistics 2011-05-31 Abhishek Bhattacharya , Garritt Page , David Dunson

We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian route of putting a prior distribution complying with the monotonicity restriction,…

Statistics Theory · Mathematics 2023-06-09 Kang Wang , Subhashis Ghosal

This review outlines concepts of mathematical statistics, elements of probability theory, hypothesis tests and point estimation for use in the analysis of modern astronomical data. Least squares, maximum likelihood, and Bayesian approaches…

Instrumentation and Methods for Astrophysics · Physics 2012-05-10 Eric D. Feigelson , G. Jogesh Babu

We introduce a new nonparametric density estimator inspired by Markov Chains, and generalizing the well-known Kernel Density Estimator (KDE). Our estimator presents several benefits with respect to the usual ones and can be used…

Methodology · Statistics 2020-09-15 Andrea De Simone , Alessandro Morandini

Statistical modeling of experimental physical laws is based on the probability density function of measured variables. It is expressed by experimental data via a kernel estimator. The kernel is determined objectively by the scattering of…

Data Analysis, Statistics and Probability · Physics 2007-05-23 I. Grabec

Asymmetries in the neutral hydrogen gas distribution and kinematics of galaxies are thought to be indicators for both gas accretion and gas removal processes. These are of fundamental importance for galaxy formation and evolution. Upcoming…

Astrophysics of Galaxies · Physics 2016-07-27 Nadine Giese , Thijs van der Hulst , Paolo Serra , Tom Oosterloo

I consider two problems in machine learning and statistics: the problem of estimating the joint probability density of a collection of random variables, known as density estimation, and the problem of inferring model parameters when their…

Machine Learning · Statistics 2019-10-30 George Papamakarios

Cosmic microwave background observations are most commonly analyzed by estimating the power spectrum. In the limit where the CMB statistics are perfectly Gaussian, this extracts all the information, but the CMB also contains detectable…

Cosmology and Nongalactic Astrophysics · Physics 2011-11-09 Kendrick M. Smith

Models of weak-scale supersymmetry offer viable dark matter (DM) candidates. Their parameter spaces are however rather large and complex, such that pinning down the actual parameter values from experimental data can depend strongly on the…

High Energy Physics - Phenomenology · Physics 2011-07-14 Yashar Akrami , Christopher Savage , Pat Scott , Jan Conrad , Joakim Edsjö