相关论文: New $M$-estimators in semi-parametric regression w…

In this paper, we focus on regression estimation in both the inductive and the transductive case. We assume that we are given a set of features (which can be a base of functions, but not necessarily). We begin by giving a deviation…

This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…

Due to the curse of dimensionality, estimation in a multidimensional nonparametric regression model is in general not feasible. Hence, additional restrictions are introduced, and the additive model takes a prominent place. The restrictions…

Suppose that $\mathbf{y}=\lvert A\mathbf{x_0}\rvert+\eta$ where $\mathbf{x_0} \in \mathbb{R}^d$ is the target signal and $\eta\in \mathbb{R}^m$ is a noise vector. The aim of phase retrieval is to estimate $\mathbf{x_0}$ from $\mathbf{y}$. A…

In this article, we consider the problem of estimating the index parameter $\alpha_0$ in the single index model $E[Y |X] = f_0(\alpha_0^T X)$ with $f_0$ the unknown ridge function defined on $\mathbb{R}$, $X$ a d-dimensional covariate and…

This paper concerns estimating a probability density function $f$ based on iid observations from $g(x)=W^{-1} w(x) f(x)$, where the weight function $w$ and the total weight $W=\int w(x) f(x) dx$ may not be known. The length-biased and…

The estimation of an f-divergence between two probability distributions based on samples is a fundamental problem in statistics and machine learning. Most works study this problem under very weak assumptions, in which case it is provably…

This article describes a robust algorithm to estimate a conditional probability density f(t|x) as a non-parametric smooth regression function. It is based on a neural network and the Bayesian interpretation of the network output as a…

This paper studies statistical aggregation procedures in regression setting. A motivating factor is the existence of many different methods of estimation, leading to possibly competing estimators. We consider here three different types of…

The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…

We observe a random measure $N$ and aim at estimating its intensity $s$. This statistical framework allows to deal simultaneously with the problems of estimating a density, the marginals of a multivariate distribution, the mean of a random…

In this paper, we propose a novel method to select significant variables and estimate the corresponding coefficients in multiple-index models with a group structure. All existing approaches for single-index models cannot be extended…

We introduce a generic estimator for the false discovery rate of any model selection procedure, in common statistical modeling settings including the Gaussian linear model, Gaussian graphical model, and model-X setting. We prove that our…

Stepped-wedge designs are increasingly used in randomized experiments to accommodate logistical and ethical constraints by staggering treatment roll-out over time. Despite their popularity, existing analytical methods largely rely on…

This paper is concerned with model averaging estimation for partially linear functional score models. These models predict a scalar response using both parametric effect of scalar predictors and non-parametric effect of a functional…

We consider a nonparametric model $\mathcal{E}^{n},$ generated by independent observations $X_{i},$ $i=1,...,n,$ with densities $p(x,\theta_{i}),$ $i=1,...,n,$ the parameters of which $\theta _{i}=f(i/n)\in \Theta $ are driven by the values…

We propose a new variable selection procedure for a functional linear model with multiple scalar responses and multiple functional predictors. This method is based on basis expansions of the involved functional predictors and coefficients…

It is often of interest to make inference on an unknown function that is a local parameter of the data-generating mechanism, such as a density or regression function. Such estimands can typically only be estimated at a…

Suppose that we observe $y \in \mathbb{R}^f$ and $X \in \mathbb{R}^{f \times m}$ in the following errors-in-variables model: \begin{eqnarray*} y & = & X_0 \beta^* + \epsilon \\ X & = & X_0 + W \end{eqnarray*} where $X_0$ is a $f \times m$…

We consider the problem of estimating the joint distribution of $n$ independent random variables. Our approach is based on a family of candidate probabilities that we shall call a model and which is chosen to either contain the true…