相关论文: A Kiefer--Wolfowitz theorem for convex densities

A random variable $Y_1$ is said to be smaller than $Y_2$ in the increasing concave stochastic order if $\mathbb{E}[\phi(Y_1)] \leq \mathbb{E}[\phi(Y_2)]$ for all increasing concave functions $\phi$ for which the expected values exist, and…

For a fixed $T$ and $k \geq 2$, a $k$-dimensional vector stochastic differential equation $dX_t=\mu(X_t, \theta)dt+\nu(X_t)dW_t,$ is studied over a time interval $[0,T]$. Vector of drift parameters $\theta$ is unknown. The dependence in…

We study the problem of computing the maximum likelihood estimator (MLE) of multivariate log-concave densities. Our main result is the first computationally efficient algorithm for this problem. In more detail, we give an algorithm that, on…

In this paper we consider a distributed stochastic optimization problem without the gradient/subgradient information for the local objective functions, subject to local convex constraints. The objective functions may be non-smooth and…

We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…

A new distribution named intensive natural distribution is introduced with the intent of consolidating statistics and empirical data. Based on the probability derived from the Bernoulli distribution, this method extended also Poisson…

We study a likelihood ratio test for the location of the mode of a log-concave density. Our test is based on comparison of the log-likelihoods corresponding to the unconstrained maximum likelihood estimator of a log-concave density and the…

We study the asymptotic behavior of the Maximum Likelihood and Least Squares Estimators of a $k$-monotone density $g_0$ at a fixed point $x_0$ when $k>2$. We find that the $j$th derivative of the estimators at $x_0$ converges at the rate…

Let $F \subseteq [0,1]$ be a set that supports a probability measure $\mu$ with the property that $ |\widehat{\mu}(t)| \ll (\log |t|)^{-A}$ for some constant $ A > 0 $. Let $\mathcal{A}= (q_n)_{n\in \mathbb{N}} $ be a sequence of natural…

This paper proposes a proof of the convergence of a distributed and asynchronous version of the Kiefer-Wolfowitz algorithm.

We remove the dependence on the `hot-spots' conjecture in two of the main theorems of the recent paper of Nickl (2024, Annals of Statistics). Specifically, we characterise the minimax convergence rates for estimation of the transition…

We introduce a new shape-constrained class of distribution functions on R, the bi-$s^*$-concave class. In parallel to results of D\"umbgen, Kolesnyk, and Wilke (2017) for what they called the class of bi-log-concave distribution functions,…

We introduce new shape-constrained classes of distribution functions on R, the bi-$s^*$-concave classes. In parallel to results of D\"umbgen, Kolesnyk, and Wilke (2017) for what they called the class of bi-log-concave distribution…

The Shapley-Folkman theorem shows that Minkowski averages of uniformly bounded sets tend to be convex when the number of terms in the sum becomes much larger than the ambient dimension. In optimization, Aubin and Ekeland [1976] show that…

In this paper, we study the maximum likelihood estimate of the probability mass function (pmf) of $n$ independent and identically distributed (i.i.d.) random variables, in the non-asymptotic regime. We are interested in characterizing the…

We prove that the distribution density of any non-constant polynomial $f(\xi_1,\xi_2,\ldots)$ of degree $d$ in independent standard Gaussian random variables $\xi$ (possibly, in infinitely many variables) always belongs to the…

We study the adaptation properties of the multivariate log-concave maximum likelihood estimator over three subclasses of log-concave densities. The first consists of densities with polyhedral support whose logarithms are piecewise affine.…

We study the probabilistic convergence between the mapper graph and the Reeb graph of a topological space $\mathbb{X}$ equipped with a continuous function $f: \mathbb{X} \rightarrow \mathbb{R}$. We first give a categorification of the…

We consider the non-parametric maximum likelihood estimation in the class of Polya frequency functions of order two, viz. the densities with a concave logarithm. This is a subclass of unimodal densities and fairly rich in general. The NPMLE…

For a wide class of sequences of integer domains $\mathcal{D}_n\subset\mathbb{N}^d$, $n\in\mathbb{N}$, we prove distributional limit theorems for $F(X_1^{(n)},\ldots,X_d^{(n)})$, where $F$ is a multivariate multiplicative function and…