Mathematical Foundations of Infinite-Dimensional Statistical Models
Bayesian nonparametricsconvolution kernel and projection estimationempirical processesminimax paradigm of decision theorynonparametric maximum likelihood estimationnonparametricswavelets
History of mathematics in the 20th century (01A60) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Gaussian processes (60G15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) History of statistics (62-03) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Minimax procedures in statistical decision theory (62C20) Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
- Mathematical foundations of infinite-dimensional statistical models
- Large deviations and estimation in infinite-dimensional models
- Realizability of a model in infinite statistics
- On infinite-dimensional hierarchical probability models in statistical inverse problems
- An infinite-dimensional statistical manifold modelled on Hilbert space
- Finite Dimensional Statistical Inference
- Maximum likelihood estimation in linear infinite dimensional models
- scientific article; zbMATH DE number 5504044
- Concentration inequalities for suprema of unbounded empirical processes
- Kernel selection in nonparametric regression
- Maximum likelihood estimation of sparse networks with missing observations
- On uniform consistency of nonparametric tests. II
- On instability mechanisms for inverse problems
- Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model
- Statistically Efficient Advantage Learning for Offline Reinforcement Learning in Infinite Horizons
- On uniform consistency of Neyman's type nonparametric tests
- Statistical Analysis of Random Objects Via Metric Measure Laplacians
- Dimension-free estimates on distances between subsets of volume inside a unit-volume body
- High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior
- Asset pricing with neural networks: significance tests
- Simple adaptive estimation of quadratic functionals in nonparametric IV models
- Optimal weighting for linear inverse problems
- Low dimensional approximation and generalization of multivariate functions on smooth manifolds using deep ReLU neural networks
- A mollifier approach to the deconvolution of probability densities
- Consistency of the Bayes method for the inverse scattering problem
- Out-of-distributional risk bounds for neural operators with applications to the Helmholtz equation
- A simple specification test for models with many conditional moment inequalities
- An error analysis for deep binary classification with sigmoid loss
- Optimal experimental design: formulations and computations
- Uniform Inference for Kernel Density Estimators with Dyadic Data
- Semiparametric Bayesian Inference for Local Extrema of Functions in the Presence of Noise
- Data-driven policy learning for continuous treatments
- DRM revisited: a complete error analysis
- Bagged k-distance for mode-based clustering using the probability of localized level sets
- One-sided measure theoretic elliptic operators and applications to SDEs driven by Gaussian white noise with atomic intensity
- Adaptive nonparametric drift estimation for multivariate jump diffusions under sup-norm risk
- -separability and adjustable combination of amplitude and phase model for functional data
- Non-asymptotic confidence region construction in metric spaces
- Covariance operator estimation via adaptive thresholding
- Consistency of Bayesian inference for a subdiffusion equation
- Unbalanced optimal transport, from theory to numerics
- Information preservation with Wasserstein autoencoders: generation consistency and adversarial robustness
- Block empirical likelihood inference for stochastic bounding: large deviations asymptotics under m-dependence
- Gaussian process regression under computational and epistemic misspecification
- Efficient agnostic learning with average smoothness
- Testing for changes in the error distribution in functional linear models
- Gaussian measures conditioned on nonlinear observations: consistency, MAP estimators, and simulation
- Strong identifiability and parameter learning in regression with heterogeneous response
- A statistical approach for simulating the density solution of a McKean-Vlasov equation
- Uniform mean estimation via generic chaining
- Frequency-dependent contraction rates for the Bayesian method to the inverse source problem
- Large deviations for dynamical Schrödinger problems
- Double cross-fit doubly robust estimators: beyond series regression
- Efficient inference on high-dimensional linear models with missing outcomes
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