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20062022
most citedOn optimality of Bayesian testimation in the normal means problem

52 citations · 190 across the 24 of their papers we have counts for

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20 papers · 1 filter

math.ST2019★ 2 cited

Estimation and Clustering in Popularity Adjusted Stochastic Block Model

Majid Noroozi, Ramchandra Rimal, Marianna Pensky

The paper considers the Popularity Adjusted Block model (PABM) introduced by Sengupta and Chen (2018). We argue that the main appeal of the PABM is the flexibility of the spectral…

math.ST2018

Density Deconvolution with Small Berkson Errors

Ramchandra Rimal, Marianna Pensky

The present paper studies density deconvolution in the presence of small Berkson errors, in particular, when the variances of the errors tend to zero as the sample size grows. It i…

math.ST2018

Clustering in statistical ill-posed linear inverse problems

Rasika Rajapakshage, Marianna Pensky

In many statistical linear inverse problems, one needs to recover classes of similar curves from their noisy images under an operator that does not have a bounded inverse. Problems…

math.ST2016

Dynamic network models and graphon estimation

Marianna Pensky

In the present paper we consider a dynamic stochastic network model. The objective is estimation of the tensor of connection probabilities when it is generated by a Dynamic Sto…

math.ST2016

Solution of linear ill-posed problems using random dictionaries

Pawan Gupta, Marianna Pensky

In the present paper we consider application of overcomplete dictionaries to solution of general ill-posed linear inverse problems. In the context of regression problems, there has…

math.ST2015

Classification with many classes: challenges and pluses

Felix Abramovich, Marianna Pensky

The objective of the paper is to study accuracy of multi-class classification in high-dimensional setting, where the number of classes is also large ("large , large , small $…

math.ST2014

Minimax theory of estimation of linear functionals of the deconvolution density with or without sparsity

Marianna Pensky

The present paper considers a problem of estimating a linear functional of an unknown deconvolution density on the basis of i.i.d. observa…

math.ST2013

Sparse high-dimensional varying coefficient model: non-asymptotic minimax study

Olga Klopp, Marianna Pensky

The objective of the present paper is to develop a minimax theory for the varying coefficient model in a non-asymptotic setting. We consider a high-dimensional sparse varying coeff…

math.ST2013

Multichannel Deconvolution with Long-Range Dependence: A Minimax Study

Rida Benhaddou, Rafal Kulik, Marianna Pensky +1

We consider the problem of estimating the unknown response function in the multichannel deconvolution model with long-range dependent Gaussian errors. We do not limit our considera…

math.ST2012

Anisotropic Denoising in Functional Deconvolution Model with Dimension-free Convergence Rates

Rida Benhaddou, Marianna Pensky, Dominique Picard

In the present paper we consider the problem of estimating a periodic -dimensional function based on observations from its noisy convolution. We construct a wavelet esti…

math.ST2012

Non-asymptotic approach to varying coefficient model

Olga Klopp, Marianna Pensky

In the present paper we consider the varying coefficient model which represents a useful tool for exploring dynamic patterns in many applications. Existing methods typically provid…

math.ST2012★ 11 cited

Laplace deconvolution and its application to Dynamic Contrast Enhanced imaging

Fabienne Comte, Charles-André Cuénod, Marianna Pensky +1

In the present paper we consider the problem of Laplace deconvolution with noisy discrete observations. The study is motivated by Dynamic Contrast Enhanced imaging using a bolus of…

math.ST2012★ 3 cited

Spatially inhomogeneous linear inverse problems with possible singularities

Marianna Pensky

The objective of the present paper is to introduce the concept of a spatially inhomogeneous linear inverse problem where the degree of ill-posedness of operator depends not onl…

math.ST2012

Adaptive Nonparametric Empirical Bayes Estimation Via Wavelet Series: the Minimax Study

Rida Benhaddou, Marianna Pensky

In the present paper, we derive lower bounds for the risk of the nonparametric empirical Bayes estimators. In order to attain the optimal convergence rate, we propose generalizatio…

math.ST2011

Laplace deconvolution with noisy observations

Felix Abramovich, Marianna Pensky, Yves Rozenholc

In the present paper we consider Laplace deconvolution for discrete noisy data observed on the interval whose length may increase with a sample size. Although this problem arises i…

math.ST2011★ 15 cited

Multichannel Boxcar Deconvolution with Growing Number of Channels

Marianna Pensky, Theofanis Sapatinas

We consider the problem of estimating the unknown response function in the multichannel deconvolution model with a boxcar-like kernel which is of particular interest in signal proc…

math.ST2009★ 27 cited

On convergence rates equivalency and sampling strategies in functional deconvolution models

Marianna Pensky, Theofanis Sapatinas

Using the asymptotical minimax framework, we examine convergence rates equivalency between a continuous functional deconvolution model and its real-life discrete counterpart over a…

math.ST2007★ 52 cited

On optimality of Bayesian testimation in the normal means problem

Felix Abramovich, Vadim Grinshtein, Marianna Pensky

We consider a problem of recovering a high-dimensional vector observed in white noise, where the unknown vector is assumed to be sparse. The objective of the paper is to de…

math.ST2007★ 43 cited

Functional deconvolution in a periodic setting: Uniform case

Marianna Pensky, Theofanis Sapatinas

We extend deconvolution in a periodic setting to deal with functional data. The resulting functional deconvolution model can be viewed as a generalization of a multitude of inverse…

math.ST2006★ 10 cited

Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise

Marianna Pensky

The present paper investigates theoretical performance of various Bayesian wavelet shrinkage rules in a nonparametric regression model with i.i.d. errors which are not necessarily…