相关论文: Estimation of Spectral Risk Measures

We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence…

We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for a sum of independent, identically distributed, light-tailed and non-lattice random vectors. The…

Spectral clustering refers to a family of unsupervised learning algorithms that compute a spectral embedding of the original data based on the eigenvectors of a similarity graph. This non-linear transformation of the data is both the key of…

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…

This paper studies the problem of estimation from relative measurements in a graph, in which a vector indexed over the nodes has to be reconstructed from pairwise measurements of differences between its components associated to nodes…

The problem of imaging extended targets (sources or scatterers) is formulated in the framework of compressed sensing with emphasis on subwavelength resolution. The proposed formulation of the problems of inverse source/scattering is…

Despite their wide-scale deployment and ability to make accurate high-frequency voltage measurements, communication network limitations have largely precluded the use of smart meters for real-time monitoring purposes in electric…

We present the Shortfall Deviation Risk (SDR), a risk measure that represents the expected loss that occurs with certain probability penalized by the dispersion of results that are worse than such an expectation. SDR combines Expected…

We give an efficient algorithm which can obtain a relative error approximation to the spectral norm of a matrix, combining the power iteration method with some techniques from matrix reconstruction which use random sampling.

The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standardized margins. Its statistical recovery is an important step…

This article aims to introduced a new lifetime distribution named as exponentiated xgamma distribution (EXGD). The new generalization obtained from xgamma distribution, a special finite mixture of exponential and gamma distributions. The…

This paper proposes a novel safety specification tool, called the distributionally robust risk map (DR-risk map), for a mobile robot operating in a learning-enabled environment. Given the robot's position, the map aims to reliably assess…

The Random Sequential Adsorption (RSA) problem holds crucial theoretical and practical significance, serving as a pivotal framework for understanding and optimizing particle packing in various scientific and technological applications. Here…

The INTEGRAL/SPI, X-gamma-ray spectrometer (20 keV - 8 MeV) is an instrument for which recovering source intensity variations is not straightforward and can constitute a difficulty for data analysis. In most cases, determining the source…

We obtain the distribution of the maximal average in a sequence of independent identically distributed exponential random variables. Surprisingly enough, it turns out that the inverse distribution admits a simple closed form. An application…

The entropy is a measure of uncertainty that plays a central role in information theory. When the distribution of the data is unknown, an estimate of the entropy needs be obtained from the data sample itself. We propose a semi-parametric…

This paper develops an algorithmic approach for obtaining approximate, numerical estimates of the sizes of subcodes of Reed-Muller (RM) codes, all of the codewords in which satisfy a given constraint. Our algorithm is based on a statistical…

The key issue in importance sampling is the choice of the alternative sampling distribution, which is often chosen from the exponential tilt family of the underlying distribution. However, when the problem exhibits certain kind of…

Estimating the spectral characteristics of a nonstationary random process is an important but challenging task, which can be facilitated by exploiting structural properties of the process. In certain applications, the observed processes are…

This paper focuses on the problem of the estimation of the cumulative hazard function of a distribution on a general complete separable metric space when the data points are subject to censoring by an arbitrary adapted random set. A problem…