相关论文: Location and scatter halfspace median under {\alph…

We study the multivariate nonparametric change point detection problem, where the data are a sequence of independent $p$-dimensional random vectors whose distributions are piecewise-constant with Lipschitz densities changing at unknown…

We give a convergence proof for the approximation by sparse collocation of Hilbert-space-valued functions depending on countably many Gaussian random variables. Such functions appear as solutions of elliptic PDEs with lognormal diffusion…

In this paper we investigate partial spreads of $H(2n-1,q^2)$ through the related notion of partial spread sets of hermitian matrices, and the more general notion of constant rank-distance sets. We prove a tight upper bound on the maximum…

This paper focuses on the time-harmonic electromagnetic (EM) scattering problem in a general medium which may possess a nontrivial topological structure. We model this by an inhomogeneous and possibly anisotropic medium with embedded…

We present a comprehensive study of the resolution and stability properties of sparse promoting optimization theories applied to narrow band array imaging of localized scatterers. We consider homogeneous and heterogeneous media, and…

We study robust testing and estimation of discrete distributions in the strong contamination model. We consider both the "centralized setting" and the "distributed setting with information constraints" including communication and local…

We consider the problem of robust mean and location estimation w.r.t. any pseudo-norm of the form $x\in\mathbb{R}^d\to ||x||_S = \sup_{v\in S}<v,x>$ where $S$ is any symmetric subset of $\mathbb{R}^d$. We show that the deviation-optimal…

The M-estimators of multivariate scatter are known to have breakdown points no greater than 1/(p+1), where p is the dimension of the data. In high dimension, the breakdown points are usually considered to be disappointingly low. This paper…

In a smooth semi-parametric model, the marginal posterior distribution for a finite dimensional parameter of interest is expected to be asymptotically equivalent to the sampling distribution of any efficient point-estimator. The assertion…

Le Cam's two-point testing method yields perhaps the simplest lower bound for estimating the mean of a distribution: roughly, if it is impossible to well-distinguish a distribution centered at $\mu$ from the same distribution centered at…

We consider the problem of multivariate location and scatter matrix estimation when the data contain cellwise and casewise outliers. Agostinelli et al. (2015) propose a two-step approach to deal with this problem: first, apply a univariate…

We propose an analytical framework based on stochastic geometry (SG) formulations to estimate a radar's detection performance under generalized discrete clutter conditions. We model the spatial distribution of discrete clutter scatterers as…

We study the sublinear multivariate mean estimation problem in $d$-dimensional Euclidean space. Specifically, we aim to find the mean $\mu$ of a ground point set $A$, which minimizes the sum of squared Euclidean distances of the points in…

Halfspace (or Tukey) depth is a fundamental and robust measure of centrality of data points in multivariate datasets. Computing the depth of a point with respect to the uniform distribution on an open convex body in $\mathbb{R}^d$ is a…

We prove minimax bounds for estimating Gaussian location mixtures on $\mathbb{R}^d$ under the squared $L^2$ and the squared Hellinger loss functions. Under the squared $L^2$ loss, we prove that the minimax rate is upper and lower bounded by…

Halfspace depth and $\beta$-skeleton depth are two types of depth functions in nonparametric data analysis. The halfspace depth of a query point $q\in \mathbb{R}^d$ with respect to $S\subset\mathbb{R}^d$ is the minimum portion of the…

Change point detection is becoming increasingly popular in many application areas. On one hand, most of the theoretically-justified methods are investigated in an ideal setting without model violations, or merely robust against identical…

We consider models of Bayesian inference of signals with vectorial components of finite dimensionality. We show that, under a proper perturbation, these models are replica symmetric in the sense that the overlap matrix concentrates. The…

Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…

We investigate concentration properties of spectral measures of Hermitian random matrices with partially dependent entries. More precisely, let $X_n$ be a Hermitian random matrix of size $n\times n$ that can be split into independent blocks…