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In this paper, we consider estimating sparse inverse covariance of a Gaussian graphical model whose conditional independence is assumed to be partially known. Similarly as in [5], we formulate it as an $l_1$-norm penalized maximum…

统计方法学 · 统计学 2009-04-07 Zhaosong Lu

We investigate and compare the fundamental performance of several distributed learning methods that have been proposed recently. We do this in the context of a distributed version of the classical signal-in-Gaussian-white-noise model, which…

统计理论 · 数学 2017-11-10 Botond Szabo , Harry van Zanten

In the regression model with errors in variables, we observe $n$ i.i.d. copies of $(Y,Z)$ satisfying $Y=f_{\theta^0}(X)+\xi$ and $Z=X+\epsilon$ involving independent and unobserved random variables $X,\xi,\epsilon$ plus a regression…

统计理论 · 数学 2009-09-29 Cristina Butucea , Marie-Luce Taupin

We consider the problem of recovering of continuous multi-dimensional functions from the noisy observations over the regular grid. Our focus is at the adaptive estimation in the case when the function can be well recovered using a linear…

统计理论 · 数学 2009-03-06 Anatoli Iouditski , Arkadii S. Nemirovski

Score-based generative models, which transform noise into data by learning to reverse a diffusion process, have become a cornerstone of modern generative AI. This paper contributes to establishing theoretical guarantees for the probability…

机器学习 · 统计学 2025-02-03 Jiaqi Tang , Yuling Yan

Most results in nonparametric regression theory are developed only for the case of additive noise. In such a setting many smoothing techniques including wavelet thresholding methods have been developed and shown to be highly adaptive. In…

统计理论 · 数学 2010-10-20 Lawrence D. Brown , T. Tony Cai , Harrison H. Zhou

Comparing allele frequencies among populations that differ in environment has long been a tool for detecting loci involved in local adaptation. However, such analyses are complicated by an imperfect knowledge of population allele…

种群与进化 · 定量生物学 2012-09-17 Torsten Günther , Graham Coop

A new gradient-based adaptive sampling method is proposed for design of experiments applications which balances space filling, local refinement, and error minimization objectives while reducing reliance on delicate tuning parameters. High…

统计方法学 · 统计学 2024-05-09 Lucas Caparini , Gwynn J. Elfring , Mauricio Ponga

We investigate Bernstein-von Mises theorems for adaptive nonparametric Bayesian procedures in the canonical Gaussian white noise model. We consider both a Hilbert space and multiscale setting with applications in $L^2$ and $L^\infty$…

统计理论 · 数学 2017-12-21 Kolyan Ray

Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…

统计理论 · 数学 2020-12-15 Sheng Jiang , Surya T. Tokdar

In this paper, we study the problem of adaptive estimation of the spectral density of a stationary Gaussian process. For this purpose, we consider a wavelet-based method which combines the ideas of wavelet approximation and estimation by…

In the present paper we consider the problem of estimating a periodic $(r+1)$-dimensional function $f$ based on observations from its noisy convolution. We construct a wavelet estimator of $f$, derive minimax lower bounds for the $L^2$-risk…

统计理论 · 数学 2013-05-24 Rida Benhaddou , Marianna Pensky , Dominique Picard

The recently proposed statistical finite element (statFEM) approach synthesises measurement data with finite element models and allows for making predictions about the unknown true system response. We provide a probabilistic error analysis…

统计理论 · 数学 2025-06-17 Toni Karvonen , Fehmi Cirak , Mark Girolami

Maximizing high-dimensional, non-convex functions through noisy observations is a notoriously hard problem, but one that arises in many applications. In this paper, we tackle this challenge by modeling the unknown function as a sample from…

机器学习 · 计算机科学 2012-07-03 Bo Chen , Rui Castro , Andreas Krause

A popular approach for modeling and inference in spatial statistics is to represent Gaussian random fields as solutions to stochastic partial differential equations (SPDEs) of the form $L^{\beta}u = \mathcal{W}$, where $\mathcal{W}$ is…

统计方法学 · 统计学 2019-12-03 David Bolin , Kristin Kirchner

A key assumption in the theory of nonlinear adaptive control is that the uncertainty of the system can be expressed in the linear span of a set of known basis functions. While this assumption leads to efficient algorithms, it limits…

最优化与控制 · 数学 2022-08-26 Nicholas M. Boffi , Stephen Tu , Jean-Jacques E. Slotine

High-order tensor methods that employ Taylor-based local models (of degree $p\ge 3$) within adaptive regularization frameworks have been recently proposed for both convex and nonconvex optimization problems. They have been shown to have…

最优化与控制 · 数学 2024-04-19 Wenqi Zhu , Coralia Cartis

We consider the problem of estimating the unknown response function in the Gaussian white noise model. We first utilize the recently developed Bayesian maximum a posteriori "testimation" procedure of Abramovich et al. (2007) for recovering…

统计理论 · 数学 2009-12-23 Felix Abramovich , Vadim Grinshtein , Athanasia Petsa , Theofanis Sapatinas

Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

统计方法学 · 统计学 2024-08-20 Xiaowu Dai

Kernel methods are typically formulated under the assumption of exact, noise-free access to the Gram matrix. However, in emerging settings such as quantum machine learning, each kernel entry must be inferred from noisy observations, and its…

机器学习 · 计算机科学 2026-05-22 Artur Miroszewski