Displaying similar documents to “Estimator selection in the gaussian setting”

Orthogonal series regression estimation under long-range dependent errors

Waldemar Popiński (2001)

Applicationes Mathematicae

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This paper is concerned with general conditions for convergence rates of nonparametric orthogonal series estimators of the regression function. The estimators are obtained by the least squares method on the basis of an observation sample Y i = f ( X i ) + η i , i=1,...,n, where X i A d are independently chosen from a distribution with density ϱ ∈ L¹(A) and η i are zero mean stationary errors with long-range dependence. Convergence rates of the error n - 1 i = 1 n ( f ( X i ) - f ̂ N ( X i ) ) ² for the estimator f ̂ N ( x ) = k = 1 N c ̂ k e k ( x ) , constructed using an orthonormal system...

Orthogonal series estimation of band-limited regression functions

Waldemar Popiński (2014)

Applicationes Mathematicae

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The problem of nonparametric function fitting using the complete orthogonal system of Whittaker cardinal functions s k , k = 0,±1,..., for the observation model y j = f ( u j ) + η j , j = 1,...,n, is considered, where f ∈ L²(ℝ) ∩ BL(Ω) for Ω > 0 is a band-limited function, u j are independent random variables uniformly distributed in the observation interval [-T,T], η j are uncorrelated or correlated random variables with zero mean value and finite variance, independent of the observation points. Conditions...

Optimal estimators in learning theory

V. N. Temlyakov (2006)

Banach Center Publications

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This paper is a survey of recent results on some problems of supervised learning in the setting formulated by Cucker and Smale. Supervised learning, or learning-from-examples, refers to a process that builds on the base of available data of inputs x i and outputs y i , i = 1,...,m, a function that best represents the relation between the inputs x ∈ X and the corresponding outputs y ∈ Y. The goal is to find an estimator f z on the base of given data z : = ( ( x , y ) , . . . , ( x m , y m ) ) that approximates well the regression function...

On orthogonal series estimation of bounded regression functions

Waldemar Popiński (2001)

Applicationes Mathematicae

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The problem of nonparametric estimation of a bounded regression function f L ² ( [ a , b ] d ) , [a,b] ⊂ ℝ, d ≥ 1, using an orthonormal system of functions e k , k=1,2,..., is considered in the case when the observations follow the model Y i = f ( X i ) + η i , i=1,...,n, where X i and η i are i.i.d. copies of independent random variables X and η, respectively, the distribution of X has density ϱ, and η has mean zero and finite variance. The estimators are constructed by proper truncation of the function f ̂ ( x ) = k = 1 N ( n ) c ̂ k e k ( x ) , where the coefficients c ̂ , . . . , c ̂ N ( n ) ...

Estimating composite functions by model selection

Yannick Baraud, Lucien Birgé (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We consider the problem of estimating a function s on [ - 1 , 1 ] k for large values of k by looking for some best approximation of s by composite functions of the form g u . Our solution is based on model selection and leads to a very general approach to solve this problem with respect to many different types of functions g , u and statistical frameworks. In particular, we handle the problems of approximating s by additive functions, single and multiple index models, artificial neural networks, mixtures...

On the strong Brillinger-mixing property of α -determinantal point processes and some applications

Lothar Heinrich (2016)

Applications of Mathematics

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First, we derive a representation formula for all cumulant density functions in terms of the non-negative definite kernel function C ( x , y ) defining an α -determinantal point process (DPP). Assuming absolute integrability of the function C 0 ( x ) = C ( o , x ) , we show that a stationary α -DPP with kernel function C 0 ( x ) is “strongly” Brillinger-mixing, implying, among others, that its tail- σ -field is trivial. Second, we use this mixing property to prove rates of normal convergence for shot-noise processes and sketch...

On the regularity of the one-sided Hardy-Littlewood maximal functions

Feng Liu, Suzhen Mao (2017)

Czechoslovak Mathematical Journal

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In this paper we study the regularity properties of the one-dimensional one-sided Hardy-Littlewood maximal operators + and - . More precisely, we prove that + and - map W 1 , p ( ) W 1 , p ( ) with 1 < p < , boundedly and continuously. In addition, we show that the discrete versions M + and M - map BV ( ) BV ( ) boundedly and map l 1 ( ) BV ( ) continuously. Specially, we obtain the sharp variation inequalities of M + and M - , that is, Var ( M + ( f ) ) Var ( f ) and Var ( M - ( f ) ) Var ( f ) if f BV ( ) , where Var ( f ) is the total variation of f on and BV ( ) is the set of all functions f : satisfying Var ( f ) < .

Estimation of the density of a determinantal process

Yannick Baraud (2013)

Confluentes Mathematici

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We consider the problem of estimating the density Π of a determinantal process N from the observation of n independent copies of it. We use an aggregation procedure based on robust testing to build our estimator. We establish non-asymptotic risk bounds with respect to the Hellinger loss and deduce, when n goes to infinity, uniform rates of convergence over classes of densities Π of interest.

Comparison between two types of large sample covariance matrices

Guangming Pan (2014)

Annales de l'I.H.P. Probabilités et statistiques

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Let { X i j } , i , j = , be a double array of independent and identically distributed (i.i.d.) real random variables with E X 11 = μ , E | X 11 - μ | 2 = 1 and E | X 11 | 4 l t ; . Consider sample covariance matrices (with/without empirical centering) 𝒮 = 1 n j = 1 n ( 𝐬 j - 𝐬 ¯ ) ( 𝐬 j - 𝐬 ¯ ) T and 𝐒 = 1 n j = 1 n 𝐬 j 𝐬 j T , where 𝐬 ¯ = 1 n j = 1 n 𝐬 j and 𝐬 j = 𝐓 n 1 / 2 ( X 1 j , ... , X p j ) T with ( 𝐓 n 1 / 2 ) 2 = 𝐓 n , non-random symmetric non-negative definite matrix. It is proved that central limit theorems of eigenvalue statistics of 𝒮 and 𝐒 are different as n with p / n approaching a positive constant. Moreover, it is also proved that such a different behavior is not observed in the...

A localization property for B p q s and F p q s spaces

Hans Triebel (1994)

Studia Mathematica

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Let f j = k a k f ( 2 j + 1 x - 2 k ) , where the sum is taken over the lattice of all points k in n having integer-valued components, j∈ℕ and a k . Let A p q s be either B p q s or F p q s (s ∈ ℝ, 0 < p < ∞, 0 < q ≤ ∞) on n . The aim of the paper is to clarify under what conditions f j | A p q s is equivalent to 2 j ( s - n / p ) ( k | a k | p ) 1 / p f | A p q s .

Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions

G. Letac, J. Wesołowski (2011)

Bulletin de la Société Mathématique de France

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If the space 𝒬 of quadratic forms in n is splitted in a direct sum 𝒬 1 ... 𝒬 k and if X and Y are independent random variables of n , assume that there exist a real number a such that E ( X | X + Y ) = a ( X + Y ) and real distinct numbers b 1 , . . . , b k such that E ( q ( X ) | X + Y ) = b i q ( X + Y ) for any q in 𝒬 i . We prove that this happens only when k = 2 , when n can be structured in a Euclidean Jordan algebra and when X and Y have Wishart distributions corresponding to this structure.

Selivanovski hard sets are hard

Janusz Pawlikowski (2015)

Fundamenta Mathematicae

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Let H Z 2 ω . For n ≥ 2, we prove that if Selivanovski measurable functions from 2 ω to Z give as preimages of H all Σₙ¹ subsets of 2 ω , then so do continuous injections.

Best constants for the isoperimetric inequality in quantitative form

Marco Cicalese, Gian Paolo Leonardi (2013)

Journal of the European Mathematical Society

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We prove some results in the context of isoperimetric inequalities with quantitative terms. In the 2 -dimensional case, our main contribution is a method for determining the optimal coefficients c 1 , ... , c m in the inequality δ P ( E ) k = 1 m c k α ( E ) k + o ( α ( E ) m ) , valid for each Borel set E with positive and finite area, with δ P ( E ) and α ( E ) being, respectively, the 𝑖𝑠𝑜𝑝𝑒𝑟𝑖𝑚𝑒𝑡𝑟𝑖𝑐𝑑𝑒𝑓𝑖𝑐𝑖𝑡 and the 𝐹𝑟𝑎𝑒𝑛𝑘𝑒𝑙𝑎𝑠𝑦𝑚𝑚𝑒𝑡𝑟𝑦 of E . In n dimensions, besides proving existence and regularity properties of minimizers for a wide class of 𝑞𝑢𝑎𝑛𝑡𝑖𝑡𝑎𝑡𝑖𝑣𝑒𝑖𝑠𝑜𝑝𝑒𝑟𝑖𝑚𝑒𝑡𝑟𝑖𝑐𝑞𝑢𝑜𝑡𝑖𝑒𝑛𝑡𝑠 including the lower semicontinuous extension of δ P ( E ) α ( E ) 2 , we...

On non-normality points, Tychonoff products and Suslin number

Sergei Logunov (2022)

Commentationes Mathematicae Universitatis Carolinae

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Let a space X be Tychonoff product α < τ X α of τ -many Tychonoff nonsingle point spaces X α . Let Suslin number of X be strictly less than the cofinality of τ . Then we show that every point of remainder is a non-normality point of its Čech–Stone compactification β X . In particular, this is true if X is either R τ or ω τ and a cardinal τ is infinite and not countably cofinal.

Σ s -products revisited

Reynaldo Rojas-Hernández (2015)

Commentationes Mathematicae Universitatis Carolinae

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We show that any Σ s -product of at most 𝔠 -many L Σ ( ω ) -spaces has the L Σ ( ω ) -property. This result generalizes some known results about L Σ ( ω ) -spaces. On the other hand, we prove that every Σ s -product of monotonically monolithic spaces is monotonically monolithic, and in a similar form, we show that every Σ s -product of Collins-Roscoe spaces has the Collins-Roscoe property. These results generalize some known results about the Collins-Roscoe spaces and answer some questions due to Tkachuk [Lifting the Collins-Roscoe...

Complex series and connected sets

B. Jasek

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CONTENTSPREFACE..........................................................................................................................................................................3INTRODUCTION............................................................................................................................................................. 41. Notation. 2. Subject of the paper.Chapter I. DECOMPOSITION OF Σ INTO Σ 1 , Σ 2 , Σ 3 , Σ 4 INESSENTIAL RESTRICTIONOF GENERALITY ...............................................................................................................................................................

On compactness and connectedness of the paratingent

Wojciech Zygmunt (2016)

Annales Universitatis Mariae Curie-Sklodowska, sectio A – Mathematica

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In this note we shall prove that for a continuous function ϕ : Δ n , where Δ ,  the paratingent of ϕ at a Δ is a non-empty and compact set in n if and only if ϕ satisfies Lipschitz condition in a neighbourhood of a . Moreover, in this case the paratingent is a connected set.

L p , q spaces

Joseph Kupka

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CONTENTS1. Introduction...................................................................................................... 52. Notation and basic terminology........................................................................... 73. Definition and basic properties of the L p , q spaces................................. 114. Integral representation of bounded linear functionals on L p , q ( B ) ........ 235. Examples in L p , q theory...................................................................................