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Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…

The problem of nonparametric functional data classification and bandwidth selection is considered when the response variable, also called the class label, might be missing but not at random (MNAR). This setup is broadly acknowledged to be…

Let $i=1,\ldots,N$ index a simple random sample of units drawn from some large population. For each unit we observe the vector of regressors $X_{i}$ and, for each of the $N\left(N-1\right)$ ordered pairs of units, an outcome $Y_{ij}$. The…

I propose kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects in the setting where an analyst has access to a selected sample rather than a random sample; only for select…

Gaussian process regression is used throughout statistics and machine learning for prediction and uncertainty quantification. A Gaussian process is specified by its mean and covariance functions. Many covariance functions, including…

We propose a kernel mixture of polynomials prior for Bayesian nonparametric regression. The regression function is modeled by local averages of polynomials with kernel mixture weights. We obtain the minimax-optimal rate of contraction of…

Stochastic gradient algorithms are more and more studied since they can deal efficiently and online with large samples in high dimensional spaces. In this paper, we first establish a Central Limit Theorem for these estimates as well as for…

The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques…

In this paper we propose an automatic selection of the bandwidth of the semi-recursive kernel estimators of a regression function defined by the stochastic approximation algorithm. We showed that, using the selected bandwidth and some…

We propose a computationally efficient estimator, formulated as a convex program, for a broad class of non-linear regression problems that involve difference of convex (DC) non-linearities. The proposed method can be viewed as a significant…

Nonparametric kernel density and local polynomial regression estimators are very popular in Statistics, Economics, and many other disciplines. They are routinely employed in applied work, either as part of the main empirical analysis or as…

We study kernel-based estimation of nonparametric time-varying parameters (TVPs) in linear models. Our contributions are threefold. First, we establish consistency and asymptotic normality of the kernel-based estimator for a broad class of…

Let $(X_i)_{i=1,...,n}$ be a possibly nonstationary sequence such that $\mathscr{L}(X_i)=P_n$ if $i\leq n\theta$ and $\mathscr{L}(X_i)=Q_n$ if $i>n\theta$, where $0<\theta <1$ is the location of the change-point to be estimated. We…

Kernel Estimation is one of the most widely used estimation methods in non-parametric Statistics, having a wide-range of applications, including spot volatility estimation of stochastic processes. The selection of bandwidth and kernel…

In this paper we propose a variable bandwidth kernel regression estimator for $i.i.d.$ observations in $\mathbb{R}^2$ to improve the classical Nadaraya-Watson estimator. The bias is improved to the order of $O(h_n^4)$ under the condition…

This paper develops a general framework for analyzing asymptotics of $V$-statistics. Previous literature on limiting distribution mainly focuses on the cases when $n \to \infty$ with fixed kernel size $k$. Under some regularity conditions,…

Estimating spot covariance is an important issue to study, especially with the increasing availability of high-frequency financial data. We study the estimation of spot covariance using a kernel method for high-frequency data. In…

We construct a density estimator and an estimator of the distribution function in the uniform deconvolution model. The estimators are based on inversion formulas and kernel estimators of the density of the observations and its derivative.…

Quantum one-class support vector machines leverage the advantage of quantum kernel methods for semi-supervised anomaly detection. However, their quadratic time complexity with respect to data size poses challenges when dealing with large…

Recent work has focused on the problem of nonparametric estimation of information divergence functionals. Many existing approaches are restrictive in their assumptions on the density support set or require difficult calculations at the…