Related papers: Estimators for local non-Gaussianities
We provide two fundamental results on the population (infinite-sample) likelihood function of Gaussian mixture models with $M \geq 3$ components. Our first main result shows that the population likelihood function has bad local maxima even…
A lot is known about the H\"older regularity of stochastic processes, in particular in the case of Gaussian processes. Recently, a finer analysis of the local regularity of functions, termed 2-microlocal analysis, has been introduced in a…
We generalize Doroshkevich's celebrated formulae for the eigenvalues of the initial shear field associated with Gaussian statistics to the local non-Gaussian f_{nl} model. This is possible because, to at least second order in f_{nl},…
Iterative methods for fitting a Gaussian Random Field (GRF) model via maximum likelihood (ML) estimation requires solving a nonconvex optimization problem. The problem is aggravated for anisotropic GRFs where the number of covariance…
We simulate CMB maps including non-Gaussianity arising from cubic order perturbations of the primordial gravitational potential, characterized by the non-linearity parameter $g_{NL}$. The maps are used to study the characteristic nature of…
Parameter estimation is a fundamental problem in science and engineering. In many safety-critical applications, one is not only interested in a {\it point} estimator, but also the uncertainty bound that can self-assess the accuracy of the…
We propose a method to probe higher-order correlators of the primordial density field through the inhomogeneity of local non-Gaussian parameters, such as f_NL, measured within smaller patches of the sky. Correlators between n-point…
Recent second-order perturbation computations have provided an accurate prediction for the primordial gravitational potential $\Phi(x)$ in scenarios in which cosmological perturbations are generated either during or after inflation. This…
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
We investigate the effect of primordial non-Gaussianities on halo number counts using N-body simulations with different values of $f_{\rm NL}^{\rm loc}$. We show how current theoretical models fail to adequately describe the non-Gaussian…
We study the approximation of expectations $\E(f(X))$ for Gaussian random elements $X$ with values in a separable Hilbert space $H$ and Lipschitz continuous functionals $f \colon H \to \R$. We consider restricted Monte Carlo algorithms,…
Statistical properties of a local fluctuational fluxes measured at the plasma edge are investigated in the work. It's shown that the amplitudes increments of the local fluctuational fluxes decrease by power law. For approximation of…
Robust estimation has played an important role in statistical and machine learning. However, its applications to functional linear regression are still under-developed. In this paper, we focus on Huber's loss with a diverging robustness…
Point estimators may not exist, need not be unique, and their distributions are not parameter invariant. Generalized estimators provide distributions that are parameter invariant, unique, and exist when point estimates do not. Comparing…
We study the behavior of n-point functions of the primordial curvature perturbations, assuming our observed Universe is only a subset of a larger space with statistically homogeneous and isotropic perturbations. If the larger space has…
Corrections induced by primordial non-Gaussianity to the linear halo bias can be computed from a peak-background split or the widespread local bias model. However, numerical simulations clearly support the prediction of the former, in which…
In the context of upcoming large-scale structure surveys such as Euclid, it is of prime importance to quantify the effect of peculiar velocities on geometric probes. Hence the formalism to compute in redshift space the geometrical and…
The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such…
In this study, we focus on a generalized nonparametric scalar-on-function regression model for heterogeneously distributed and strongly mixing data. We provide almost complete convergence rates for the local linear estimator of the…
Cook's [J. Roy. Statist. Soc. Ser. B 48 (1986) 133--169] local influence approach based on normal curvature is an important diagnostic tool for assessing local influence of minor perturbations to a statistical model. However, no rigorous…