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We study adaptive estimation and inference in ill-posed linear inverse problems defined by conditional moment restrictions. Existing regularized estimators such as Regularized DeepIV (RDIV) require prior knowledge of the smoothness of the…

Machine Learning · Statistics 2026-03-03 Jiyuan Tan , Vasilis Syrgkanis

We study a minimax risk of estimating inverse functions on a plane, while keeping an estimator is also invertible. Learning invertibility from data and exploiting an invertible estimator are used in many domains, such as statistics,…

Statistics Theory · Mathematics 2023-12-27 Akifumi Okuno , Masaaki Imaizumi

We investigate nonparametric estimation of sliced inverse regression (SIR) via the $k$-nearest neighbors approach with a kernel. An estimator of the covariance matrix of the conditional expectation of the explanatory random vector given the…

Statistics Theory · Mathematics 2025-05-27 Luran Bengono Mintogo , Emmanuel de Dieu Nkou , Guy Martial Nkiet

Ill-posed linear inverse problems appear frequently in various signal processing applications. It can be very useful to have theoretical characterizations that quantify the level of ill-posedness for a given inverse problem and the degree…

Signal Processing · Electrical Eng. & Systems 2023-04-26 Justin P. Haldar

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

Statistics Theory · Mathematics 2007-06-13 Ana K. Fermin , Carenne Ludena

We derive bounds on the sample complexity of empirical risk minimization (ERM) in the context of minimizing non-convex risks that admit the strict saddle property. Recent progress in non-convex optimization has yielded efficient algorithms…

Machine Learning · Computer Science 2017-06-06 Alon Gonen , Shai Shalev-Shwartz

In this paper we propose a general method to derive an upper bound for the contraction rate of the posterior distribution for nonparametric inverse problems. We present a general theorem that allows us to derive con- traction rates for the…

Statistics Theory · Mathematics 2017-01-24 Bartek Knapik , Jean-Bernard Salomond

Generalized Sliced Inverse Regression (GSIR) is one of the most important methods for nonlinear sufficient dimension reduction. As shown in Li and Song (2017), it enjoys a convergence rate that is independent of the dimension of the…

Statistics Theory · Mathematics 2026-02-19 Chak Fung Choi , Yin Tang , Bing Li

Recent research shows the susceptibility of machine learning models to adversarial attacks, wherein minor but maliciously chosen perturbations of the input can significantly degrade model performance. In this paper, we theoretically analyse…

Statistics Theory · Mathematics 2025-05-14 Jingfu Peng , Yuhong Yang

We consider perturbed nonlinear ill-posed equations in Hilbert spaces, with operators that are monotone on a given closed convex subset. A simple stable approach is Lavrentiev regularization, but existence of solutions of the regularized…

Numerical Analysis · Mathematics 2018-06-05 Robert Plato , Bernd Hofmann

We consider the problem of estimating the value of a linear functional in nonparametric instrumental regression, where in the presence of an instrument W a response Y is modeled in dependence of an endogenous explanatory variable Z. The…

Statistics Theory · Mathematics 2009-02-13 Christoph Breunig , Jan Johannes

The central subspace of a pair of random variables $(y,x) \in \mathbb{R}^{p+1}$ is the minimal subspace $\mathcal{S}$ such that $y \perp \hspace{-2mm} \perp x\mid P_{\mathcal{S}}x$. In this paper, we consider the minimax rate of estimating…

Statistics Theory · Mathematics 2017-01-25 Qian Lin , Xinran Li , Dongming Huang , Jun S. Liu

The cumulative incidence is the probability of failure from the cause of interest over a certain time period in the presence of other risks. A semiparametric regression model proposed by Fine and Gray (1999) has become the method of choice…

Methodology · Statistics 2016-03-02 Lu Mao , D. Y. Lin

We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known compactly supported density g with a finite number…

Methodology · Statistics 2012-10-29 Anestis Antoniadis , Marianna Pensky , Theofanis Sapatinas

We consider the problem of estimating the structural function in nonparametric instrumental regression, where in the presence of an instrument W a response Y is modeled in dependence of an endogenous explanatory variable Z. The proposed…

Statistics Theory · Mathematics 2015-03-13 Jan Johannes , Maik Schwarz

This paper presents a new estimator of the intercept of a linear regression model in cases where the outcome varaible is observed subject to a selection rule. The intercept is often in this context of inherent interest; for example, in a…

Econometrics · Economics 2018-09-26 Chuan Goh

Contrasting marginal counterfactual survival curves across treatment arms is an effective and popular approach for inferring the causal effect of an intervention on a right-censored time-to-event outcome. A key challenge to drawing such…

Methodology · Statistics 2022-04-29 Andrew Ying , Yifan Cui , Eric J. Tchetgen Tchetgen

Combining information from multiple samples is often needed in biomedical and economic studies, but the differences between these samples must be appropriately taken into account in the analysis of the combined data. We study estimation for…

Methodology · Statistics 2018-08-14 Heng Shu , Zhiqiang Tan

Ill-posed inverse problems arise in various scientific fields. We consider the signal detection problem for mildly, severely and extremely ill-posed inverse problems with $l^q$-ellipsoids (bodies), $q\in(0,2]$, for Sobolev, analytic and…

Statistics Theory · Mathematics 2012-09-26 Yuri I. Ingster , Theofanis Sapatinas , Irina A. Suslina

We develop an approach for estimating models described via conditional moment restrictions, with a prototypical application being non-parametric instrumental variable regression. We introduce a min-max criterion function, under which the…

Econometrics · Economics 2020-06-15 Nishanth Dikkala , Greg Lewis , Lester Mackey , Vasilis Syrgkanis