3 research outputs found
Density estimation from an individual numerical sequence
This paper considers estimation of a univariate density from an individual
numerical sequence. It is assumed that (i) the limiting relative frequencies of
the numerical sequence are governed by an unknown density, and (ii) there is a
known upper bound for the variation of the density on an increasing sequence of
intervals. A simple estimation scheme is proposed, and is shown to be
consistent when (i) and (ii) apply. In addition it is shown that there is no
consistent estimation scheme for the set of individual sequences satisfying
only condition (i)
Consistent Estimation of Identifiable Nonparametric Mixture Models from Grouped Observations
Recent research has established sufficient conditions for finite mixture
models to be identifiable from grouped observations. These conditions allow the
mixture components to be nonparametric and have substantial (or even total)
overlap. This work proposes an algorithm that consistently estimates any
identifiable mixture model from grouped observations. Our analysis leverages an
oracle inequality for weighted kernel density estimators of the distribution on
groups, together with a general result showing that consistent estimation of
the distribution on groups implies consistent estimation of mixture components.
A practical implementation is provided for paired observations, and the
approach is shown to outperform existing methods, especially when mixture
components overlap significantly
Universal Denoising of Discrete-time Continuous-Amplitude Signals
We consider the problem of reconstructing a discrete-time signal (sequence)
with continuous-valued components corrupted by a known memoryless channel. When
performance is measured using a per-symbol loss function satisfying mild
regularity conditions, we develop a sequence of denoisers that, although
independent of the distribution of the underlying `clean' sequence, is
universally optimal in the limit of large sequence length. This sequence of
denoisers is universal in the sense of performing as well as any sliding window
denoising scheme which may be optimized for the underlying clean signal. Our
results are initially developed in a ``semi-stochastic'' setting, where the
noiseless signal is an unknown individual sequence, and the only source of
randomness is due to the channel noise. It is subsequently shown that in the
fully stochastic setting, where the noiseless sequence is a stationary
stochastic process, our schemes universally attain optimum performance. The
proposed schemes draw from nonparametric density estimation techniques and are
practically implementable. We demonstrate efficacy of the proposed schemes in
denoising gray-scale images in the conventional additive white Gaussian noise
setting, with additional promising results for less conventional noise
distributions.Comment: 56 page