相关论文: Estimating the J function without edge correction

We introduce a broad class of models called semiparametric spatial point process for making inference between spatial point patterns and spatial covariates. These models feature an intensity function with both parametric and nonparametric…

We study the problem of testing whether a function f:R^n->R is linear (i.e., both additive and homogeneous) in the distribution-free property testing model, where the distance between functions is measured with respect to an unknown…

Motivated by recent work involving the analysis of leveraging spatial correlations in sparsified mean estimation, we present a novel procedure for constructing covariance estimator. The proposed Random-knots (Random-knots-Spatial) and…

We present a new methodology and accompanying theory to test for separability of spatio-temporal functional data. In spatio-temporal statistics, separability is a common simplifying assumption concerning the covariance structure which, if…

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…

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

We propose an estimator of a concave cumulative distribution function under the measurement error model, where the non-negative variables of interest are perturbed by additive independent random noise. The estimator is defined as the least…

In absence of a lens to form an image, incoherent or partially coherent light scattering off an obstructive or reflective object forms a broad intensity distribution in the far field with only feeble spatial features. We show here that…

Many practical problems involve estimating low dimensional statistical quantities with high-dimensional models and datasets. Several approaches address these estimation tasks based on the theory of influence functions, such as…

The filtering of a Markov diffusion process on a manifold from counting process observations leads to `large' changes in the conditional distribution upon an observed event, corresponding to a multiplication of the density by the intensity…

By the method of Poissonization we confirm some existing results concerning consistent estimation of the structural distribution function in the situation of a large number of rare events. Inconsistency of the so called natural estimator is…

Distance measurements are currently the most powerful tool to study the expansion history of the universe without specifying its matter content nor any theory of gravitation. Assuming only an isotropic, homogeneous and flat universe, in…

This paper considers the problem of approximating a Boolean function $f$ using another Boolean function from a specified class. Two classes of approximating functions are considered: $k$-juntas, and linear Boolean functions. The $n$ input…

This study proposes a simple, trustworthy Chow test in the presence of heteroscedasticity and autocorrelation. The test is based on a series heteroscedasticity and autocorrelation robust variance estimator with judiciously crafted basis…

In this paper, we study imitation learning under the challenging setting of: (1) only a single demonstration, (2) no further data collection, and (3) no prior task or object knowledge. We show how, with these constraints, imitation learning…

Estimating the impact of systematic uncertainties in particle physics experiments is challenging, especially since the detector response is unknown analytically in most situations and needs to be estimated through Monte Carlo (MC)…

We construct a class of real-valued nonnegative binary functions on a set of jointly distributed random variables, which satisfy the triangle inequality and vanish at identical arguments (pseudo-quasi-metrics). These functions are useful in…

We study the problem of estimating the joint probability mass function (pmf) over two random variables. In particular, the estimation is based on the observation of $m$ samples containing both variables and $n$ samples missing one fixed…

We study an inhomogeneous random connection model in the connectivity regime. The vertex set of the graph is a homogeneous Poisson point process $\mathcal{P}_s$ of intensity $s>0$ on the unit cube…

We study the complexity of approximating integrals of smooth functions at absolute precision $\varepsilon > 0$ with confidence level $1 - \delta \in (0,1)$. The optimal error rate for multivariate functions from classical isotropic Sobolev…