相关论文: Deconvolution by simulation

We propose a general new method, the conditional permutation test, for testing the conditional independence of variables $X$ and $Y$ given a potentially high-dimensional random vector $Z$ that may contain confounding factors. The proposed…

In the convolution model $Z\_i=X\_i+ \epsilon\_i$, we give a model selection procedure to estimate the density of the unobserved variables $(X\_i)\_{1 \leq i \leq n}$, when the sequence $(X\_i)\_{i \geq 1}$ is strictly stationary but not…

We consider the multichannel blind deconvolution problem where we observe the output of multiple channels that are all excited with the same unknown input. From these observations, we wish to estimate the impulse responses of each of the…

We investigate in detail the effects of sampling on our ability to accurately reconstruct the distribution of galaxies from galaxy surveys. We use a simple probability theory approach, Bayesian classifier theory and Bayesian transition…

In a large class of statistical inverse problems it is necessary to suppose that the transformation that is inverted is known. Although, in many applications, it is unrealistic to make this assumption, the problem is often insoluble without…

A method for correcting smearing effects using machine learning technique is presented. Compared to the standard deconvolution approaches in high energy particle physics, the method can use more than one reconstructed variable to predict…

We develop $M$-estimation and deconvolution methodology with the goal of making well-founded statistical inference on an individual's blood alcohol level based on noisy measurements of their skin alcohol content. We first apply our results…

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…

Contemporary statistical publications rely on simulation to evaluate performance of new methods and compare them with established methods. In the context of meta-analysis of log-odds-ratios, we investigate how the ways in which simulations…

Tissue heterogeneity is a major confounding factor in studying individual populations that cannot be resolved directly by global profiling. Experimental solutions to mitigate tissue heterogeneity are expensive, time consuming, inapplicable…

We consider the problem of multivariate density deconvolution where the distribution of a random vector needs to be estimated from replicates contaminated with conditionally heteroscedastic measurement errors. We propose a conceptually…

This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing…

Identifying dependency between two random variables is a fundamental problem. The clear interpretability and ability of a procedure to provide information on the form of possible dependence is particularly important when exploring…

In many real applications, the distribution of measurement error could vary with each subject or even with each observation so the errors are heteroscedastic. In this paper, we propose a fast algorithm using a simulation-extrapolation…

We propose data thinning, an approach for splitting an observation into two or more independent parts that sum to the original observation, and that follow the same distribution as the original observation, up to a (known) scaling of a…

In many experimental contexts, it is necessary to statistically remove the impact of instrumental effects in order to physically interpret measurements. This task has been extensively studied in particle physics, where the deconvolution…

If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…

Quantile estimation in deconvolution problems is studied comprehensively. In particular, the more realistic setup of unknown error distributions is covered. Our plug-in method is based on a deconvolution density estimator and is minimax…

Estimation of the $\phi$-divergence between two unknown probability distributions using empirical data is a fundamental problem in information theory and statistical learning. We consider a multi-variate generalization of the data dependent…

This article proposes a bivariate Simplex distribution for modeling continuous outcomes constrained to the interval $(0,1)$, which can represent proportions, rates, or indices. We derive analytical expressions to calculate the dependence…