Related papers: A Kiefer--Wolfowitz comparison theorem for Wicksel…
This paper studies estimation of and inference on a distribution function $F$ that is concave on the nonnegative half line and admits a density function $f$ with potentially unbounded support. When $F$ is strictly concave, we show that the…
Kiefer and Wolfowitz [Z. Wahrsch. Verw. Gebiete 34 (1976) 73--85] showed that if $F$ is a strictly curved concave distribution function (corresponding to a strictly monotone density $f$), then the Maximum Likelihood Estimator $\hat{F}_n$,…
This paper investigates the problem of online statistical inference of model parameters in stochastic optimization problems via the Kiefer-Wolfowitz algorithm with random search directions. We first present the asymptotic distribution for…
We consider nonparametric estimation in Wicksell's problem which has relevant applications in astronomy for estimating the distribution of the positions of the stars in a galaxy given projected stellar positions and in material sciences to…
We first review the usefulness of the Wigner distribution functions (WDF), associated with Lindblad and pre-master equations, for analyzing a host of problems in Quantum Optics where dissipation plays a major role, an arena where weak…
We consider Grenander type estimators for monotone functions $f$ in a very general setting, which includes estimation of monotone regression curves, monotone densities, and monotone failure rates. These estimators are defined as the…
Recently there has been renewed interests in derivative free approaches to stochastic optimization. In this paper, we examine the rates of convergence for the Kiefer-Wolfowitz algorithm and the mirror descent algorithm, under various…
Limit distributions for the greatest convex minorant and its derivative are considered for a general class of stochastic processes including partial sum processes and empirical processes, for independent, weakly dependent and long range…
A stochastic algorithm for the recursive approximation of the location $\theta$ of a maximum of a regression function was introduced by Kiefer and Wolfowitz [Ann. Math. Statist. 23 (1952) 462--466] in the univariate framework, and by Blum…
We establish effective convergence rates in the Doeblin-Lenstra law, describing the limiting distribution of approximation coefficients arising from continued fraction convergents of a typical real number. More generally, we prove…
The systematic magnification of background sources by the weak gravitational-lensing effects of foreground matter, also called cosmic magnification, is becoming an efficient tool both for measuring cosmological parameters and for exploring…
The Dvoretzky--Kiefer--Wolfowitz--Massart inequality gives a sub-Gaussian tail bound on the supremum norm distance between the empirical distribution function of a random sample and its population counterpart. We provide a short proof of a…
In this paper we estimate the expected error of a stochastic approximation algorithm where the maximum of a function is found using finite differences of a stochastic representation of that function. An error estimate of $O(n^{-1/5})$ for…
Recently, Holz & Wald have presented a new method for determining gravitational lensing effects on, e.g., supernova luminosity versus redshift measurements in inhomogeneous universes. In this paper, their method is generalized in several…
Motivated by global warming issues, we consider a time se- ries that consists of a nondecreasing trend observed with station- ary fluctuations, nonparametric estimation of the trend under monotonicity assumption is considered. The rescaled…
Algorithms which compute locally optimal continuous designs often rely on a finite design space or on repeatedly solving a complex non-linear program. Both methods require extensive evaluations of the Jacobian Df of the underlying model.…
Weak lensing provides a direct measure of the distribution of mass in the universe, and is therefore a uniquely powerful probe of dark matter. Weak lensing can also be used to measure the twin phenomenon of dark energy, via its effect upon…
A version of the so-called "convexification" numerical method for a coefficient inverse scattering problem for the 3D Hemholtz equation is developed analytically and tested numerically. Backscattering data are used, which result from a…
We study a standard distributed optimization framework where $N$ networked nodes collaboratively minimize the sum of their local convex costs. The main body of existing work considers the described problem when the underling network is…
Using a directional spherical wavelet analysis we detect the integrated Sachs-Wolfe (ISW) effect, indicated by a positive correlation between the first-year Wilkinson Microwave Anisotropy Probe (WMAP) and NRAO VLA Sky Survey (NVSS) data.…