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Velocity dispersion profiles of seven dwarf spheroidal galaxies

- M. Walker, M. Mateo, +4 authors M. Woodroofe
- Physics
- 31 July 2007

We present stellar velocity dispersion profiles for seven Milky Way dwarf spheroidal (dSph) satellite galaxies. We have measured 8394 line-of-sight velocities (±2.5 km s-1) for 6804 stars from… Expand

235 32- PDF

CLEAN KINEMATIC SAMPLES IN DWARF SPHEROIDALS: AN ALGORITHM FOR EVALUATING MEMBERSHIP AND ESTIMATING DISTRIBUTION PARAMETERS WHEN CONTAMINATION IS PRESENT

- M. Walker, M. Mateo, E. Olszewski, B. Sen, M. Woodroofe
- Physics
- 12 November 2008

We develop an algorithm for estimating parameters of a distribution sampled with contamination. We employ a statistical technique known as expectation maximization (EM). Given models for both member… Expand

86 26- PDF

Nonparametric Least Squares Estimation of a Multivariate Convex Regression Function

This paper deals with the consistency of the least squares estimator of a convex regression function when the predictor is multidimensional. We characterize and discuss the computation of such an… Expand

116 17- PDF

On risk bounds in isotonic and other shape restricted regression problems

- S. Chatterjee, Adityanand Guntuboyina, B. Sen
- Mathematics
- 15 November 2013

We consider the problem of estimating an unknown $\theta\in {\mathbb{R}}^n$ from noisy observations under the constraint that $\theta$ belongs to certain convex polyhedral cones in ${\mathbb{R}}^n$.… Expand

101 12- PDF

A Computational Framework for Multivariate Convex Regression and Its Variants

- R. Mazumder, A. Choudhury, G. Iyengar, B. Sen
- Mathematics
- 28 September 2015

ABSTRACT We study the nonparametric least squares estimator (LSE) of a multivariate convex regression function. The LSE, given as the solution to a quadratic program with O(n2) linear constraints (n… Expand

50 10- PDF

Global risk bounds and adaptation in univariate convex regression

- Adityanand Guntuboyina, B. Sen
- Mathematics
- 7 May 2013

We consider the problem of nonparametric estimation of a convex regression function $$\phi _0$$ϕ0. We study the risk of the least squares estimator (LSE) under the natural squared error loss. We show… Expand

68 10- PDF

On matrix estimation under monotonicity constraints

- S. Chatterjee, Adityanand Guntuboyina, B. Sen
- Mathematics
- 10 June 2015

We consider the problem of estimating an unknown $n_1 \times n_2$ matrix $\mathbf{\theta^*}$ from noisy observations under the constraint that $\mathbf{\theta}^*$ is nondecreasing in both rows and… Expand

47 8- PDF

A continuous mapping theorem for the smallest argmax functional

This paper introduces a version of the argmax continuous mapping theorem that applies to M-estimation problems in which the objective functions converge to a limiting process with multiple… Expand

28 8- PDF

Covering Numbers for Convex Functions

- Adityanand Guntuboyina, B. Sen
- Mathematics, Computer Science
- IEEE Transactions on Information Theory
- 31 March 2012

TLDR

52 7- PDF

Testing independence and goodness-of-fit in linear models

We consider a linear regression model and propose an omnibus test to simultaneously check the assumption of independence between the error and predictor variables and the goodness-of-fit of the… Expand

28 7- PDF

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