Related papers: Rates of convergence for constrained deconvolution…

In a multicellular organism different cell types express a gene in different amounts. Samples from which gene expression levels can be measured typically contain a mixture of different cell types, the resulting measurements thus give only…

We construct a density estimator in the bivariate uniform deconvolution model. For this model we derive four inversion formulas to express the bivariate density that we want to estimate in terms of the bivariate density of the observations.…

We study the problem of estimating the probability density function of a circular random variable subject to censoring. To this end, we propose a fully computable quotient estimator that combines a projection estimator on linear sieves with…

We investigate the nonparametric estimation for regression in a fixed-design setting when the errors are given by a field of dependent random variables. Sufficient conditions for kernel estimators to converge uniformly are obtained. These…

We consider testing statistical hypotheses about densities of signals in deconvolution models. A new approach to this problem is proposed. We constructed score tests for the deconvolution with the known noise density and efficient score…

Nonparametric density estimation is an unsupervised learning problem. In this work we propose a two-step procedure that casts the density estimation problem in the first step into a supervised regression problem. The advantage is that we…

Estimating the unknown density from which a given independent sample originates is more difficult than estimating the mean, in the sense that for the best popular non-parametric density estimators, the mean integrated square error converges…

Frequentist-style large-sample properties of Bayesian posterior distributions, such as consistency and convergence rates, are important considerations in nonparametric problems. In this paper we give an analysis of Bayesian asymptotics…

In this paper, we study the behavior of a kernel estimator of the regression function in the right censored model with $\alpha$-mixing data . The uniform strong consistency over a real compact set of the estimate is established along with a…

In this paper, we consider the nonparametric estimation of the multivariate probability density function and its partial derivative with a support on $[0,\infty)$. To this end we use the class of kernel estimators with asymmetric gamma…

We derive asymptotic normality of kernel type deconvolution estimators of the density, the distribution function at a fixed point, and of the probability of an interval. We consider the so called super smooth case where the characteristic…

This paper considers the deconvolution problem in the case where the target signal is multidimensional and no information is known about the noise distribution. More precisely, no assumption is made on the noise distribution and no samples…

We consider the problem of multivariate density deconvolution where the distribution of a random vector needs to be estimated from replicates contaminated with conditionally heteroscedastic measurement errors. We propose a conceptually…

We consider the estimation of the total number $N$ of species based on the abundances of species that have been observed. We adopt a non parametric approach where the true abundance distribution $p$ is only supposed to be convex. From this…

Let f_n denote a kernel density estimator of a continuous density f in d dimensions, bounded and positive. Let \Psi(t) be a positive continuous function such that \|\Psi f^{\beta}\|_{\infty}<\infty for some 0<\beta<1/2. Under natural…

We consider the problem of distributed learning, where a network of agents collectively aim to agree on a hypothesis that best explains a set of distributed observations of conditionally independent random processes. We propose a…

We propose a linear algebraic framework for performing density estimation. It consists of three simple steps: convolving the empirical distribution with certain smoothing kernels to remove the exponentially large variance; compressing the…

We study the problem of nonparametric estimation under $\bL_p$-loss, $p\in [1,\infty)$, in the framework of the convolution structure density model on $\bR^d$. This observation scheme is a generalization of two classical statistical models,…

In many real applications, the distribution of measurement error could vary with each subject or even with each observation so the errors are heteroscedastic. In this paper, we propose a fast algorithm using a simulation-extrapolation…

We consider the problem of estimating the probability density function of a circular random variable observed under censoring. To this end, we introduce a projection estimator constructed via a regression approach on linear sieves. We first…