相关论文: Adaptive density deconvolution with dependent inpu…

We consider the non-parametric Poisson regression problem where the integer valued response $Y$ is the realization of a Poisson random variable with parameter $\lambda(X)$. The aim is to estimate the functional parameter $\lambda$ from…

The ability to remove unwanted dependencies from data is crucial in various domains, including fairness, robust learning, and privacy protection. In this work, we propose an encoder-based approach that learns a representation independent of…

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…

We present a local density estimator based on first order statistics. To estimate the density at a point, $x$, the original sample is divided into subsets and the average minimum sample distance to $x$ over all such subsets is used to…

We develop Bayesian models for density regression with emphasis on discrete outcomes. The problem of density regression is approached by considering methods for multivariate density estimation of mixed scale variables, and obtaining…

We consider the problem of estimating the mixing density $f$ from $n$ i.i.d. observations distributed according to a mixture density with unknown mixing distribution. In contrast with finite mixtures models, here the distribution of the…

In this paper we provide general conditions to check on the model and the prior to derive posterior concentration rates for data-dependent priors (or empirical Bayes approaches). We aim at providing conditions that are close to the…

Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z=X+Y with Y independent of X, the problem is to estimate the distribution…

Estimating the strength of dependency between two variables is fundamental for exploratory analysis and many other applications in data mining. For example: non-linear dependencies between two continuous variables can be explored with the…

We consider a space structured population model generated by two point clouds: a homogeneous Poisson process $M$ with intensity $n\to\infty$ as a model for a parent generation together with a Cox point process $N$ as offspring generation,…

Current state-of-the-art reading comprehension models rely heavily on recurrent neural networks. We explored an entirely different approach to question answering: a convolutional model. By their nature, these convolutional models are fast…

We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally…

In this paper we consider a random variable $Y$ contamined by an independent additive noise $Z$. We assume that $Z$ has known distribution. Our purpose is to test the distribution of the unobserved random variable $Y$. We propose a data…

Consider the regression problem where the response $Y\in\mathbb{R}$ and the covariate $X\in\mathbb{R}^d$ for $d\geq 1$ are \textit{unmatched}. Under this scenario, we do not have access to pairs of observations from the distribution of $(X,…

Recent work suggests that some auto-encoder variants do a good job of capturing the local manifold structure of the unknown data generating density. This paper contributes to the mathematical understanding of this phenomenon and helps…

We consider density estimators based on the nearest neighbors method applied to discrete point distibutions in spaces of arbitrary dimensionality. If the density is constant, the volume of a hypersphere centered at a random location is…

We study the performances of an adaptive procedure based on a convex combination, with data-driven weights, of term-by-term thresholded wavelet estimators. For the bounded regression model, with random uniform design, and the nonparametric…

We consider the problem of estimating an additive regression function in an inverse regres- sion model with a convolution type operator. A smooth backfitting procedure is developed and asymptotic normality of the resulting estimator is…

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…

Object counting models suffer when deployed across domains with differing density variety, since density shifts are inherently task-relevant and violate standard domain adaptation assumptions. To address this, we propose a theoretical…