Related papers: Adaptive density estimation under dependence
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…
We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess…
We use hyperbolic wavelet regression for the fast reconstruction of high-dimensional functions having only low dimensional variable interactions. Compactly supported periodic Chui-Wang wavelets are used for the tensorized hyperbolic wavelet…
Many of the applications of compressed sensing have been based on variable density sampling, where certain sections of the sampling coefficients are sampled more densely. Furthermore, it has been observed that these sampling schemes are…
We consider the problem of Bayesian density estimation on the positive semiline for possibly unbounded densities. We propose a hierarchical Bayesian estimator based on the gamma mixture prior which can be viewed as a location mixture. We…
Evolutionary models for populations of constant size are frequently studied using the Moran model, the Wright-Fisher model, or their diffusion limits. When evolution is neutral, a random genealogy given through Kingman's coalescent is used…
This paper concerns estimating a probability density function $f$ based on iid observations from $g(x)=W^{-1} w(x) f(x)$, where the weight function $w$ and the total weight $W=\int w(x) f(x) dx$ may not be known. The length-biased and…
We study the nonparametric estimation of the jump density of a renewal reward process from one discretely observed sample path over [0,T]. We consider the regime when the sampling rate goes to 0. The main difficulty is that a renewal reward…
The purpose of this paper is to pursue our study of rho-estimators built from i.i.d. observations that we defined in Baraud et al. (2014). For a \rho-estimator based on some model S (which means that the estimator belongs to S) and a true…
Collective variable-based enhanced sampling methods are routinely used on systems with metastable states, where high free energy barriers impede proper sampling of the free energy landscapes when using conventional molecular dynamics…
Variable selection comprises an important step in many modern statistical inference procedures. In the regression setting, when estimators cannot shrink irrelevant signals to zero, covariates without relationships to the response often…
We propose a new estimation procedure of the conditional density for independent and identically distributed data. Our procedure aims at using the data to select a function among arbitrary (at most countable) collections of candidates. By…
Density regression characterizes the conditional density of the response variable given the covariates, and provides much more information than the commonly used conditional mean or quantile regression. However, it is often computationally…
We describe a new method to obtain weak subconvexity bounds for $L$-functions with mild hypotheses on the size of the Dirichlet coefficients. We verify these hypotheses for all automorphic $L$-functions and (with mild restrictions) the…
The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable for studying spatial extremes. Spatial…
We develop a timescale synthesis-based probabilistic approach for the modeling of locally stationary signals. Inspired by our previous work, the model involves zero-mean, complex Gaussian wavelet coefficients, whose distribution varies as a…
The Wright-Fisher (W-F) diffusion model serves as a foundational framework for interpreting population evolution through allele frequency dynamics over time. Despite the known transition probability between consecutive generations, an exact…
This study designs an adaptive experiment for efficiently estimating average treatment effects (ATEs). In each round of our adaptive experiment, an experimenter sequentially samples an experimental unit, assigns a treatment, and observes…
Assume a time-harmonic elastic wave is incident onto a penetrable anisotropic body embedded into a homogeneous isotropic background medium. We propose an equivalent variational formulation in a truncated bounded domain and show the…
Variable kernel density estimation allows the approximation of a probability density by the mean of differently stretched and rotated kernels centered at given sampling points $y_n\in\mathbb{R}^d,\ n=1,\dots,N$. Up to now, the choice of the…