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Related papers: Rates of convergence for nearest neighbor estimato…

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Nearest neighbor methods are a popular class of nonparametric estimators with several desirable properties, such as adaptivity to different distance scales in different regions of space. Prior work on convergence rates for nearest neighbor…

Machine Learning · Computer Science 2014-07-03 Kamalika Chaudhuri , Sanjoy Dasgupta

The goal of this paper is to provide theorems on convergence rates of posterior distributions that can be applied to obtain good convergence rates in the context of density estimation as well as regression. We show how to choose priors so…

Statistics Theory · Mathematics 2007-06-13 Tzee-Ming Huang

We adress the problem of consistency of the $k$-nearest neighbors kernel estimators of the density and the regression function in the multivariate case. We get the rates of strong uniform consistency on the whole space $\mathbb{R}^p$ for…

Statistics Theory · Mathematics 2024-08-26 Luran Bengono Mintogo , Emmanuel de Dieu Nkou , Guy Martial Nkiet

There has been substantial recent work on methods for estimating the slope function in linear regression for functional data analysis. However, as in the case of more conventional finite-dimensional regression, much of the practical…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Peter Hall

Nearest neighbor is a popular class of classification methods with many desirable properties. For a large data set which cannot be loaded into the memory of a single machine due to computation, communication, privacy, or ownership…

Machine Learning · Statistics 2019-11-01 Xingye Qiao , Jiexin Duan , Guang Cheng

Non-parametric estimation of functions as well as their derivatives by means of local-polynomial regression is a subject that was studied in the literature since the late 1970's. Given a set of noisy samples of a $\mathcal{C}^k$ smooth…

Statistics Theory · Mathematics 2021-07-15 Yariv Aizenbud , Barak Sober

Functional linear regression is one of the fundamental and well-studied methods in functional data analysis. In this work, we investigate the functional linear regression model within the context of reproducing kernel Hilbert space by…

Statistics Theory · Mathematics 2024-12-12 Naveen Gupta , S. Sivananthan , Bharath K. Sriperumbudur

Estimating some mathematical expectations from partially observed data and in particular missing outcomes is a central problem encountered in numerous fields such as transfer learning, counterfactual analysis or causal inference. Matching…

Statistics Theory · Mathematics 2025-05-01 Simon Viel , Lionel Truquet , Ikko Yamane

We study the asymptotics for jump-penalized least squares regression aiming at approximating a regression function by piecewise constant functions. Besides conventional consistency and convergence rates of the estimates in $L^2([0,1))$ our…

Statistics Theory · Mathematics 2009-03-02 Leif Boysen , Angela Kempe , Volkmar Liebscher , Axel Munk , Olaf Wittich

In this paper we apply Conformal Prediction (CP) to the k-Nearest Neighbours Regression (k-NNR) algorithm and propose ways of extending the typical nonconformity measure used for regression so far. Unlike traditional regression methods…

Machine Learning · Computer Science 2014-01-17 Harris Papadopoulos , Vladimir Vovk , Alex Gammerman

We want to recover the regression function in the single-index model. Using an aggregation algorithm with local polynomial estimators, we answer in particular to the second part of Question~2 from Stone (1982) on the optimal convergence…

Statistics Theory · Mathematics 2007-12-04 Stéphane Gaïffas , Guillaume Lecué

A new nonparametric estimator of a convex regression function in any dimension is proposed and its convergence properties are studied. We start by using any estimator of the regression function and we \emph{convexify} it by taking the…

Statistics Theory · Mathematics 2010-06-16 Néstor E. Aguilera , Liliana Forzani , Pedro Morin

We consider the regression model with errors-in-variables where we observe $n$ i.i.d. copies of $(Y,Z)$ satisfying $Y=f(X)+\xi, Z=X+\sigma\epsilon$, involving independent and unobserved random variables $X,\xi,\epsilon$. The density $g$ of…

Statistics Theory · Mathematics 2008-02-11 Fabienne Comte , Marie-Luce Taupin

Recent results in nonparametric regression show that for deep learning, i.e., for neural network estimates with many hidden layers, we are able to achieve good rates of convergence even in case of high-dimensional predictor variables,…

Statistics Theory · Mathematics 2019-12-12 Alina Braun , Michael Kohler , Adam Krzyzak

k Nearest Neighbor (kNN) method is a simple and popular statistical method for classification and regression. For both classification and regression problems, existing works have shown that, if the distribution of the feature vector has…

Statistics Theory · Mathematics 2019-10-24 Puning Zhao , Lifeng Lai

We consider the model of nonregular nonparametric regression where smoothness constraints are imposed on the regression function $f$ and the regression errors are assumed to decay with some sharpness level at their endpoints. The aim of…

Statistics Theory · Mathematics 2014-10-02 Moritz Jirak , Alexander Meister , Markus Reiß

In functional linear regression, the slope ``parameter'' is a function. Therefore, in a nonparametric context, it is determined by an infinite number of unknowns. Its estimation involves solving an ill-posed problem and has points of…

Statistics Theory · Mathematics 2007-08-07 Peter Hall , Joel L. Horowitz

The paper considers functional linear regression, where scalar responses $Y_1,...,Y_n$ are modeled in dependence of random functions $X_1,...,X_n$. We propose a smoothing splines estimator for the functional slope parameter based on a…

Statistics Theory · Mathematics 2009-02-26 Christophe Crambes , Alois Kneip , Pascal Sarda

Nonparametric regression with random design is considered. The $L_2$ error with integration with respect to the design measure is used as the error criterion. An over-parametrized deep neural network regression estimate with logistic…

Statistics Theory · Mathematics 2025-04-07 Michael Kohler

In this paper, we establish explicit convergence rates for the stochastic smooth approximations of infimal convolutions introduced and developed in \cite{MR4581306,MR4923371}. In particular, we quantify the convergence of the associated…

Optimization and Control · Mathematics 2026-02-23 Diego Morales , Pedro Pérez-Aros , Emilio Vilches
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