Related papers: Rates of convergence for nonparametric deconvoluti…
Convergence rate estimates in limit theorems for sums of independent random variables are considered.
We construct an adaptive wavelet estimator that attains minimax near-optimal rates in a wide range of Besov balls. The convergence rates are affected only by the weakest dependence amongst the channels, and take into account both noise…
In the context of density level set estimation, we study the convergence of general plug-in methods under two main assumptions on the density for a given level $\lambda$. More precisely, it is assumed that the density (i) is smooth in a…
In this paper we introduce a method for nonparametric density estimation on geometric networks. We define fused density estimators as solutions to a total variation regularized maximum-likelihood density estimation problem. We provide…
We study nonparametric change-point estimation from indirect noisy observations. Focusing on the white noise convolution model, we consider two classes of functions that are smooth apart from the change-point. We establish lower bounds on…
We study a new parametric approach for hidden discrete-time diffusion models. This method is based on contrast minimization and deconvolution and leads to estimate a large class of stochastic models with nonlinear drift and nonlinear…
In this paper, we propose a Bayesian MAP estimator for solving the deconvolution problems when the observations are corrupted by Poisson noise. Towards this goal, a proper data fidelity term (log-likelihood) is introduced to reflect the…
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 the framework of shape constrained estimation, we review methods and works done in convex set estimation. These methods mostly build on stochastic and convex geometry, empirical process theory, functional analysis, linear programming,…
We consider discrete time models for asset prices with a stationary volatility process. We aim at estimating the multivariate density of this process at a set of consecutive time instants. A Fourier type deconvolution kernel density…
We consider the nonparametric estimation of the density function of weakly and strongly dependent processes with noisy observations. We show that in the ordinary smooth case the optimal bandwidth choice can be influenced by long range…
Recent results have shown that for a linear tilt to a reference measure, the scores that would be produced under convolution with a normal variable can be expressed in terms of convolutions of the original density. Here, we extend that…
The decoherence rate is a nonlinear channel parameter that describes quantitatively the decay of the off-diagonal elements of a density operator in the decoherence basis. We address the question of how to experimentally access such a…
In the present paper we consider the problem of estimating a periodic $(r+1)$-dimensional function $f$ based on observations from its noisy convolution. We construct a wavelet estimator of $f$, derive minimax lower bounds for the $L^2$-risk…
Random coefficient regression models are a popular tool for analyzing unobserved heterogeneity, and have seen renewed interest in the recent econometric literature. In this paper we obtain the optimal pointwise convergence rate for…
In this paper, we provide novel optimal (or near optimal) convergence rates for a clipped version of the stochastic subgradient method. We consider nonsmooth convex problems over possibly unbounded domains, under heavy-tailed noise that…
Here we present a new non-parametric approach to density estimation and classification derived from theory in Radon transforms and image reconstruction. We start by constructing a "forward problem" in which the unknown density is mapped to…
We consider noisy observations of a distribution with unknown support. In the deconvolution model, it has been proved recently [19] that, under very mild assumptions, it is possible to solve the deconvolution problem without knowing the…
Uniform convergence rates are provided for asymptotic representations of sample extremes. These bounds which are universal in the sense that they do not depend on the extreme value index are meant to be extended to arbitrary samples…
A density ratio is defined by the ratio of two probability densities. We study the inference problem of density ratios and apply a semi-parametric density-ratio estimator to the two-sample homogeneity test. In the proposed test procedure,…