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In this paper, we consider adaptive estimation of an unknown planar compact, convex set from noisy measurements of its support function on a uniform grid. Both the problem of estimating the support function at a point and that of estimating…

Statistics Theory · Mathematics 2015-08-18 Tony Cai , Adityanand Guntuboyina , Yuting Wei

Parameter estimation via unbinned maximum likelihood fits is central for many analyses performed in high energy physics. Unbinned maximum likelihood fits using event weights, for example to statistically subtract background contributions…

Data Analysis, Statistics and Probability · Physics 2022-05-09 Christoph Langenbruch

We consider the problem of nonparametric estimation of a convex regression function $\phi_0$. We study the risk of the least squares estimator (LSE) under the natural squared error loss. We show that the risk is always bounded from above by…

Statistics Theory · Mathematics 2014-12-10 Adityanand Guntuboyina , Bodhisattva Sen

Consider nonparametric function estimation under $L^p$-loss. The minimax rate for estimation of the regression function over a H\"older ball with smoothness index $\beta$ is $n^{-\beta/(2\beta+1)}$ if $1\leq p<\infty$ and $(n/\log…

Statistics Theory · Mathematics 2015-02-10 Johannes Schmidt-Hieber

This work proposes an adaptive framework to solve a robust structural shape optimization problem governed by linear elasticity models that account for uncertainties in the loading and material inputs. A posteriori error estimators are…

Optimization and Control · Mathematics 2026-02-06 Oğuz Han Altıntaş , Hamdullah Yücel

We provide an upper bound as a random variable for the functions of estimators in high dimensions. This upper bound may help establish the rate of convergence of functions in high dimensions. The upper bound random variable may converge…

Econometrics · Economics 2020-08-07 Mehmet Caner , Xu Han

Estimations of physical parameters using data usually involve non-uniform experimental efficiencies. In this article, a method of maximum likelihood fit is introduced using the efficiency as a weight, while the probability distribution…

Data Analysis, Statistics and Probability · Physics 2023-08-31 Chenxu Yu , Yanxi Zhang

The parameter estimation of unnormalized models is a challenging problem. The maximum likelihood estimation (MLE) is computationally infeasible for these models since normalizing constants are not explicitly calculated. Although some…

Machine Learning · Statistics 2020-06-09 Masatoshi Uehara , Takafumi Kanamori , Takashi Takenouchi , Takeru Matsuda

The paper considers the problem of robust estimating a periodic function in a continuous time regression model with dependent disturbances given by a general square integrable semimartingale with unknown distribution. An example of such a…

Statistics Theory · Mathematics 2010-10-20 Victor Konev , Serguei Pergamenchtchikov

The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper (2007) for estimation of unknown nonparametric regression. We prove that this procedure is asymptotically efficient for a quadratic risk. It…

Statistics Theory · Mathematics 2008-12-18 Leonid Galtchouk , Serguey Pergamenshchikov

We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the $d$-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a…

Statistics Theory · Mathematics 2014-07-02 Jean-François Coeurjolly , Jesper Møller

We study estimation and inference for the mean of real-valued random functions defined on a hypercube. The independent random functions are observed on a discrete, random subset of design points, possibly with heteroscedastic noise. We…

Statistics Theory · Mathematics 2025-04-16 Omar Kassi , Valentin Patilea

We consider an unconstrained continuous optimization problem where, in each iteration, gradient estimates may be arbitrarily corrupted with a probability greater than 1/2. Additionally, function value estimates may exhibit heavy-tailed…

Optimization and Control · Mathematics 2025-11-25 Katya Scheinberg , Miaolan Xie

Measuring geometric similarity between high-dimensional network representations is a topic of longstanding interest to neuroscience and deep learning. Although many methods have been proposed, only a few works have rigorously analyzed their…

Machine Learning · Statistics 2023-12-12 Dean A. Pospisil , Brett W. Larsen , Sarah E. Harvey , Alex H. Williams

This paper presents uniform estimation and inference theory for a large class of nonparametric partitioning-based M-estimators. The main theoretical results include: (i) uniform consistency for convex and non-convex objective functions;…

Statistics Theory · Mathematics 2025-09-01 Matias D. Cattaneo , Yingjie Feng , Boris Shigida

The asymmetric objective function is proposed as an alternative to Huber objective function to model skewness and obtain robust estimators for the location, scale and skewness parameters. The robustness and asymptotic properties of the…

Statistics Theory · Mathematics 2017-02-02 Mehmet Niyazi Cankaya , Olcay Arslan

This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate. The approach extends max-affine methods from convex shape-restricted…

Machine Learning · Statistics 2025-11-20 Gábor Balázs

This paper addresses the problem of estimating a convex regression function under both the sup-norm risk and the pointwise risk using B-splines. The presence of the convex constraint complicates various issues in asymptotic analysis,…

Statistics Theory · Mathematics 2012-05-02 Xiao Wang , Jinglai Shen

A $d$-dimensional nonparametric additive regression model with dependent observations is considered. Using the marginal integration technique and wavelets methodology, we develop a new adaptive estimator for a component of the additive…

Statistics Theory · Mathematics 2012-08-07 Christophe Chesneau , Jalal M. Fadili , Bertrand Maillot

With an eye towards human-centered automation, we contribute to the development of a systematic means to infer features of human decision-making from behavioral data. Motivated by the common use of softmax selection in models of human…

Optimization and Control · Mathematics 2015-09-01 Paul Reverdy , Naomi E. Leonard