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A new estimation method for the two-component mixture model introduced in \cite{Van13} is proposed. This model consists of a two-component mixture of linear regressions in which one component is entirely known while the proportion, the…
In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…
While adaptive sensing has provided improved rates of convergence in sparse regression and classification, results in nonparametric regression have so far been restricted to quite specific classes of functions. In this paper, we describe an…
Scalar-on-function linear models are commonly used to regress functional predictors on a scalar response. However, functional models are more difficult to estimate and interpret than traditional linear models, and may be unnecessarily…
In this work, we introduce a machine/deep learning methodology to solve parametric integrals. Besides classical machine learning approaches, we consider a differential learning framework that incorporates derivative information during…
In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and…
Semi-structured networks (SSNs) merge the structures familiar from additive models with deep neural networks, allowing the modeling of interpretable partial feature effects while capturing higher-order non-linearities at the same time. A…
In this paper, we propose a new semiparametric regression estimator by using a hybrid technique of a parametric approach and a nonparametric penalized spline method. The overall shape of the true regression function is captured by the…
Invariance (defined in a general sense) has been one of the most effective priors for representation learning. Direct factorization of parametric models is feasible only for a small range of invariances, while regularization approaches,…
Currently, the high-precision estimation of nonlinear parameters such as Gini indices, low-income proportions or other measures of inequality is particularly crucial. In the present paper, we propose a general class of estimators for such…
This paper discusses the asymptotic behavior of regression models under general conditions. First, we give a general inequality for the difference of the sum of square errors (SSE) of the estimated regression model and the SSE of the…
We consider heteroscedastic nonparametric regression models, when both the mean function and variance function are unknown and to be estimated with nonparametric approaches. We derive convergence rates of posterior distributions for this…
Gradient information is widely useful and available in applications, and is therefore natural to include in the training of neural networks. Yet little is known theoretically about the impact of Sobolev training -- regression with both…
Statistical inference with nonresponse is quite challenging, especially when the response mechanism is nonignorable. The existing methods often require correct model specifications for both outcome and response models. However, due to…
Sample selection is pervasive in applied economic studies. This paper develops semiparametric selection models that achieve point identification without relying on exclusion restrictions, an assumption long believed necessary for…
As increasingly popular metrics of worker and institutional quality, estimated value-added (VA) measures are now widely used as dependent or explanatory variables in regressions. For example, VA is used as an explanatory variable when…
We consider debiased inference on finite-dimensional functionals of infinite-dimensional least-squares solutions to inverse problems as a way to avoid having to assume exact solutions exist. Such assumptions are substantive and not…
Distributed learning facilitates the scaling-up of data processing by distributing the computational burden over several nodes. Despite the vast interest in distributed learning, generalization performance of such approaches is not well…
We investigate a semiparametric regression model where one gets noisy non linear non invertible functions of the observations. We focus on the application to bearings-only tracking. We first investigate the least squares estimator and prove…
This work proposes a machine-learning framework for constructing statistical models of errors incurred by approximate solutions to parameterized systems of nonlinear equations. These approximate solutions may arise from early termination of…