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Sparse additive models are an attractive choice in circumstances calling for modelling flexibility in the face of high dimensionality. We study the signal detection problem and establish the minimax separation rate for the detection of a…

Statistics Theory · Mathematics 2024-10-03 Subhodh Kotekal , Chao Gao

We establish minimax optimal rates of convergence for estimation in a high dimensional additive model assuming that it is approximately sparse. Our results reveal an interesting phase transition behavior universal to this class of high…

Statistics Theory · Mathematics 2015-03-11 Ming Yuan , Ding-Xuan Zhou

We consider estimation in a sparse additive regression model with the design points on a regular lattice. We establish the minimax convergence rates over Sobolev classes and propose a Fourier-based rate-optimal estimator which is adaptive…

Statistics Theory · Mathematics 2014-04-02 Felix Abramovich , Tal Lahav

Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. In this work we show how shape constraints such as convexity/concavity and their extensions, can be integrated into additive…

Machine Learning · Computer Science 2017-05-03 Junming Yin , Yaoliang Yu

The functional generalized additive model (FGAM) provides a more flexible nonlinear functional regression model than the well-studied functional linear regression model. This paper restricts attention to the FGAM with identity link and…

Statistics Theory · Mathematics 2013-01-22 Xiao Wang , David Ruppert

In this paper, we present a unified approach to function approximation in reproducing kernel Hilbert spaces (RKHS) that establishes a previously unrecognized optimality property for several well-known function approximation techniques, such…

Statistics Theory · Mathematics 2013-01-08 Richard J. Barton

In this paper, we derive minimax rates for estimating both parametric and nonparametric components in partially linear additive models with high dimensional sparse vectors and smooth functional components. The minimax lower bound for…

Statistics Theory · Mathematics 2018-01-16 Zhuqing Yu , Michael Levine , Guang Cheng

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

Statistics Theory · Mathematics 2025-08-04 Jelena Bradic , Victor Chernozhukov , Whitney K. Newey , Yinchu Zhu

We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…

Statistics Theory · Mathematics 2022-08-24 Daren Wang , Zifeng Zhao , Yi Yu , Rebecca Willett

We present a unified framework for estimation and analysis of generalized additive models in high dimensions. The framework defines a large class of penalized regression estimators, encompassing many existing methods. An efficient…

Methodology · Statistics 2019-03-13 Asad Haris , Noah Simon , Ali Shojaie

We propose a novel approximation hierarchy for cardinality-constrained, convex quadratic programs that exploits the rank-dominating eigenvectors of the quadratic matrix. Each level of approximation admits a min-max characterization whose…

Optimization and Control · Mathematics 2021-05-26 Robbie Vreugdenhil , Viet Anh Nguyen , Armin Eftekhari , Peyman Mohajerin Esfahani

We consider the problem of non-parametric regression with a potentially large number of covariates. We propose a convex, penalized estimation framework that is particularly well-suited for high-dimensional sparse additive models. The…

Methodology · Statistics 2019-06-19 Asad Haris , Ali Shojaie , Noah Simon

Precision matrix is of significant importance in a wide range of applications in multivariate analysis. This paper considers adaptive minimax estimation of sparse precision matrices in the high dimensional setting. Optimal rates of…

Statistics Theory · Mathematics 2012-12-13 T. Tony Cai , Weidong Liu , Harrison H. Zhou

Reproducing kernel Hilbert spaces (RKHSs) are key elements of many non-parametric tools successfully used in signal processing, statistics, and machine learning. In this work, we aim to address three issues of the classical RKHS based…

Signal Processing · Electrical Eng. & Systems 2019-05-09 Maria Peifer , Luiz. F. O. Chamon , Santiago Paternain , Alejandro Ribeiro

In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…

Optimization and Control · Mathematics 2019-02-14 Jean-Philippe Chancelier , Michel De Lara , Ponts Paristech

Estimation of convex functions finds broad applications in engineering and science, while convex shape constraint gives rise to numerous challenges in asymptotic performance analysis. This paper is devoted to minimax optimal estimation of…

Statistics Theory · Mathematics 2013-06-11 Teresa M. Lebair , Jinglai Shen , Xiao Wang

We study the problem of learning a sparse linear regression vector under additional conditions on the structure of its sparsity pattern. This problem is relevant in machine learning, statistics and signal processing. It is well known that a…

Machine Learning · Statistics 2015-03-17 Charles A. Micchelli , Jean M. Morales , Massimiliano Pontil

In this article, we consider convergence rates in functional linear regression with functional responses, where the linear coefficient lies in a reproducing kernel Hilbert space (RKHS). Without assuming that the reproducing kernel and the…

Methodology · Statistics 2012-11-20 Heng Lian

Learning kernels in operators from data lies at the intersection of inverse problems and statistical learning, providing a powerful framework for capturing non-local dependencies in function spaces and high-dimensional settings. In contrast…

Statistics Theory · Mathematics 2025-06-24 Sichong Zhang , Xiong Wang , Fei Lu

Deep learning has been applied to various tasks in the field of machine learning and has shown superiority to other common procedures such as kernel methods. To provide a better theoretical understanding of the reasons for its success, we…

Machine Learning · Statistics 2023-05-31 Satoshi Hayakawa , Taiji Suzuki
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