Granulometric smoothing on manifolds
流形上的粒度平滑AI 解读 ↓
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Given a random sample from a density function supported on a manifold M, a new method for the estimating highest density regions of the underlying population is introduced. The new proposal is based on the empirical version of the opening operator from mathematical morphology combined with a preliminary estimator of the density function. This results in an estimator that is easy-to-compute since it simply consists of a list of centers and a radius r that are adequately selected from the data. The new estimator is shown to be consistent and its convergence rates in terms of the Hausdorff distance are provided. All consistency results are established uniformly on the level of the set and for any Riemannian manifold M satisfying mild assumptions. The applicability of the procedure is shown by some illustrative examples.
近端估计与推断
Abstract We develop a convex-analytic framework for constructing and analyzing a broad class of penalized estimators. Our method defines penalized estimators by applying proximal operators to benchmark estimators, rather than by penalizing the benchmark criterion itself. We establish general finite-sample properties, derive unified asymptotic distribution results, and provide tractable conditions for oracle selection and oracle asymptotic efficiency. We then apply the…
Two frequent approaches for identifying structural VARs are external instruments, which carry economic content but are often weak, and non-Gaussianity of the shocks, which provides statistical identification but carries no economic meaning. We combine the two strategies in a single generalized method of moments framework. This hybrid approach point-identifies the target shocks while also identifying the non-target shocks up to sign and ordering. Under suitable rank…
逐点 CATE 估计的极小极大速率:设计平滑度的作用
We study the role of design smoothness in the minimax estimation of conditional average treatment effects at a fixed covariate point. For design densities bounded above and away from zero, without further regularity, we derive upper and lower risk bounds with an arbitrarily small gap in the convergence-rate exponent. Under uniform design, we obtain matching upper and lower bounds at interior points in the regime of low nuisance smoothness. These results show that rough…
多层主效应矩阵因子模型
We propose a multilevel main effects matrix factor model (MMEFM) to extract meaningful row and column effects from groups of matrix data. As a generalization of a multilevel matrix factor model, we provide rigorous definitions of MMEFM and identifications, together with iterative algorithms for the estimators of all global and local components in the main effects and common component, including global/local main effects and core ranks, with rates of convergence spelt out. An…
高维稀疏组卷积平滑分位数回归
In many applications, covariates are naturally organized into groups, yet conventional group-selection methods often retain all variables within selected groups, failing to achieve within-group sparsity. To address this limitation, we propose an adaptive two-stage sparse-group selection procedure for high-dimensional quantile regression. The proposed method integrates convolution-smoothed quantile loss with $\ell_{2,0}$ and $\ell_0$ penalties to identify important groups and…