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Recent results in nonparametric regression show that for deep learning, i.e., for neural network estimates with many hidden layers, we are able to achieve good rates of convergence even in case of high-dimensional predictor variables,…

统计理论 · 数学 2019-12-12 Alina Braun , Michael Kohler , Adam Krzyzak

Density estimation is a fundamental problem that arises in many areas of astronomy, with applications ranging from selecting quasars using color distributions to characterizing stellar abundances. Astronomical observations are inevitably…

天体物理仪器与方法 · 物理学 2024-12-05 Yi Kang , Joseph F. Hennawi , Jan-Torge Schindler , John Tamanas , Riccardo Nanni

Density ratio estimation in high dimensions can be reframed as integrating a certain quantity, the time score, over probability paths which interpolate between the two densities. In practice, the time score has to be estimated based on…

机器学习 · 计算机科学 2025-06-13 Hanlin Yu , Arto Klami , Aapo Hyvärinen , Anna Korba , Omar Chehab

Suppose $X_1,\dots, X_n$ is a random sample from a bounded and decreasing density $f_0$ on $[0,\infty)$. We are interested in estimating such $f_0$, with special interest in $f_0(0)$. This problem is encountered in various statistical…

统计理论 · 数学 2020-09-14 Geurt Jongbloed , Frank van der Meulen , Lixue Pang

We study the rate of decay of the probability of error for distinguishing between a sparse signal with noise, modeled as a sparse mixture, from pure noise. This problem has many applications in signal processing, evolutionary biology,…

信息论 · 计算机科学 2016-12-28 Jonathan G. Ligo , George V. Moustakides , Venugopal V. Veeravalli

The density ratio is an important metric for evaluating the relative likelihood of two probability distributions, with extensive applications in statistics and machine learning. However, existing estimation theories for density ratios often…

机器学习 · 统计学 2025-04-03 Shuntuo Xu , Zhou Yu , Jian Huang

Kernel methods for deconvolution have attractive features, and prevail in the literature. However, they have disadvantages, which include the fact that they are usually suitable only for cases where the error distribution is infinitely…

统计理论 · 数学 2009-09-29 Peter Hall , Alexander Meister

In this paper, we develop convergence analysis of a modified line search method for objective functions whose value is computed with noise and whose gradient estimates are inexact and possibly random. The noise is assumed to be bounded in…

最优化与控制 · 数学 2021-03-05 Albert S. Berahas , Liyuan Cao , Katya Scheinberg

Kernel-based nonparametric hazard rate estimation is considered with a special class of infinite-order kernels that achieves favorable bias and mean square error properties. A fully automatic and adaptive implementation of a density and…

统计理论 · 数学 2018-10-17 Arthur Berg , Dimitris N Politis , Kagba Suaray , Hui Zeng

In practice, data often contain discrete variables. But most of the popular nonparametric estimation methods have been developed in a purely continuous framework. A common trick among practitioners is to make discrete variables continuous…

统计方法学 · 统计学 2018-01-08 Thomas Nagler

Image classification based on over-parametrized convolutional neural networks with a global average-pooling layer is considered. The weights of the network are learned by gradient descent. A bound on the rate of convergence of the…

机器学习 · 统计学 2024-05-14 Michael Kohler , Adam Krzyzak , Benjamin Walter

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…

统计计算 · 统计学 2007-08-22 Colin Mallows

We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…

统计方法学 · 统计学 2015-12-11 Till Hoffmann , Nick S. Jones

We propose an image deconvolution algorithm when the data is contaminated by Poisson noise. The image to restore is assumed to be sparsely represented in a dictionary of waveforms such as the wavelet or curvelet transform. Our key…

最优化与控制 · 数学 2008-03-25 François-Xavier Dupé , Jalal Fadili , Jean Luc Starck

The problem of estimating the probability of a random process reaching a certain level is well known. In this article, two-sided estimates are established for the probability that a regenerative process reaches a high level. Two auxiliary…

概率论 · 数学 2025-10-29 Kateryna Akbash , Ivan Matsak , Oleg Zakusylo

Shape constrained densities are encountered in many nonparametric estimation problems. The classes of monotone or convex (and monotone) densities can be viewed as special cases of the classes of k-monotone densities. A density g is said to…

统计理论 · 数学 2007-06-13 Fadoua Balabdaoui , Jon A. Wellner

We exhibit a singularly perturbed parabolic problems for which the asymptotic behavior can be described by an one-dimensional ordinary differential equation. We estimate the continuity of attractors in the Hausdorff metric by rate of…

偏微分方程分析 · 数学 2016-07-06 Leonardo Pires

Decentralized sparsity learning has attracted a significant amount of attention recently due to its rapidly growing applications. To obtain the robust and sparse estimators, a natural idea is to adopt the non-smooth median loss combined…

机器学习 · 统计学 2022-03-02 Weidong Liu , Xiaojun Mao , Xin Zhang

We study convergence rates for Gibbs measures, with density proportional to $e^{-f(x)/t}$, as $t \rightarrow 0$ where $f : \mathbb{R}^d \rightarrow \mathbb{R}$ admits a unique global minimum at $x^\star$. We focus on the case where the…

概率论 · 数学 2022-12-12 Pierre Bras

We study the rates of convergence of the posterior distribution for Bayesian density estimation with Dirichlet mixtures of normal distributions as the prior. The true density is assumed to be twice continuously differentiable. The bandwidth…

统计理论 · 数学 2009-09-29 Subhashis Ghosal , Aad van der Vaart