Related papers: Exact minimax risk for density estimators in non-i…
The purpose of this paper is to provide tools for analyzing the compactness of sequences in Sobolev spaces, in particular if the sequence gets mapped onto a compact set by some nonlinear operator. Here, our focus lies on a very general…
A kernel method for estimating a probability density function (pdf) from an i.i.d. sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined by a linear…
We work in a class of Sobolev $W^{1,p}$ maps, with $p > d-1$, from a bounded open set $\Omega \subset \mathbb{R}^{d}$ to $\mathbb{R}^{d}$ that do not exhibit cavitation and whose trace on $\partial \Omega$ is also $W^{1,p}$. Under the…
We consider estimation in a sparse additive regression model with the design points on a regular lattice. We establish the minimax convergence rates over Sobolev classes and propose a Fourier-based rate-optimal estimator which is adaptive…
Shape constrained densities are encountered in many nonparametric estimation problems. The classes of monotone or convex (and monotone) densities can be viewed as special cases of the classes of k-monotone densities. A density g is said to…
For a multinomial distribution, suppose that we have prior knowledge of the sum of the probabilities of some categories. This allows us to construct a submodel in a full (i.e., no-restriction) model. Maximum likelihood estimation (MLE)…
We study robust regularity estimates for a class of nonlinear integro-differential operators with anisotropic and singular kernels. In this paper, we prove a Sobolev-type inequality, a weak Harnack inequality, and a local H\"older estimate.
In this work, we obtain an existence of nontrivial solutions to a minimization problem involving a fractional Hardy-Sobolev type inequality in the case of inner singularity. Precisely, for $\lambda>0$ we analyze the attainability of the…
We investigate two density questions for Sobolev, Besov and Triebel--Lizorkin spaces on rough sets. Our main results, stated in the simplest Sobolev space setting, are that: (i) for an open set $\Omega\subset\mathbb R^n$,…
In this paper, we introduce a new estimator for the emission densities of a nonparametric hidden Markov model. It is adaptive and minimax with respect to each state's regularity--as opposed to globally minimax estimators, which adapt to the…
This paper deals with the problem of estimating predictive densities of a matrix-variate normal distribution with known covariance matrix. Our main aim is to establish some Bayesian predictive densities related to matricial shrinkage…
Method of parameterizing and smoothing the unknown underling distributions using Bernstein polynomials is proposed, verified and investigated. Any distribution with bounded and smooth enough density can be approximated by the proposed…
We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional array to estimate is a low-rank probability matrix. In the…
We consider the problem of estimating the support size of a discrete distribution whose minimum non-zero mass is at least $ \frac{1}{k}$. Under the independent sampling model, we show that the sample complexity, i.e., the minimal sample…
This paper deals with the nonparametric density estimation of the regression error term assuming its independence with the covariate. The difference between the feasible estimator which uses the estimated residuals and the unfeasible one…
We consider a semiparametric convolution model. We observe random variables having a distribution given by the convolution of some unknown density $f$ and some partially known noise density $g$. In this work, $g$ is assumed exponentially…
The worst case integration error in reproducing kernel Hilbert spaces of standard Monte Carlo methods with n random points decays as $n^{-1/2}$. However, re-weighting of random points can sometimes be used to improve the convergence order.…
We establish necessary and sufficient conditions guaranteeing compactness of embeddings of fractional Sobolev spaces, Besov spaces, and Triebel-Lizorkin spaces, in the general context of quasi-metric-measure spaces. Although stated in the…
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…
Recent advances in machine learning have inspired a surge of research into reconstructing specific quantities of interest from measurements that comply with certain physical laws. These efforts focus on inverse problems that are governed by…