Related papers: Optimal Prediction in an Additive Functional Model
The functional generalized additive model (FGAM) was recently proposed in McLean et al. (2013) as a more flexible alternative to the common functional linear model (FLM) for regressing a scalar on functional covariates. In this paper, we…
Depth measures have gained popularity in the statistical literature for defining level sets in complex data structures like multivariate data, functional data, and graphs. Despite their versatility, integrating depth measures into…
Classical finite mixture regression is useful for modeling the relationship between scalar predictors and scalar responses arising from subpopulations defined by the differing associations between those predictors and responses. Here we…
While mixture of linear regressions (MLR) is a well-studied topic, prior works usually do not analyze such models for prediction error. In fact, {\em prediction} and {\em loss} are not well-defined in the context of mixtures. In this paper,…
We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…
This paper deals with estimation with functional covariates. More precisely, we aim at estimating the regression function $m$ of a continuous outcome $Y$ against a standard Wiener coprocess $W$. Following Cadre and Truquet (2015) and Cadre,…
In this paper, we observe a sparse mean vector through Gaussian noise and we aim at estimating some additive functional of the mean in the minimax sense. More precisely, we generalize the results of (Collier et al., 2017, 2019) to a very…
The recent trend towards Personalized Federated Learning (PFL) has garnered significant attention as it allows for the training of models that are tailored to each client while maintaining data privacy. However, current PFL techniques…
Efficient global optimization is the problem of minimizing an unknown function f, using as few evaluations f(x) as possible. It can be considered as a continuum-armed bandit problem, with noiseless data and simple regret. Expected…
Random feature approximation is arguably one of the most popular techniques to speed up kernel methods in large scale algorithms and provides a theoretical approach to the analysis of deep neural networks. We analyze generalization…
In supervised learning using kernel methods, we often encounter a large-scale finite-sum minimization over a reproducing kernel Hilbert space (RKHS). Large-scale finite-sum problems can be solved using efficient variants of Newton method,…
Classical functional linear regression models the relationship between a scalar response and a functional covariate, where the coefficient function is assumed to be identical for all subjects. In this paper, the classical model is extended…
Reinforcement learning utilizing kernel ridge regression to predict the expected value function represents a powerful method with great representational capacity. This setting is a highly versatile framework amenable to analytical results.…
Gaussian process (GP) regression is a popular surrogate modeling tool for computer simulations in engineering and scientific domains. However, it often struggles with high computational costs and low prediction accuracy when the simulation…
A widely recognized difficulty in federated learning arises from the statistical heterogeneity among clients: local datasets often originate from distinct yet not entirely unrelated probability distributions, and personalization is,…
Estimation of the mean and covariance functions is a fundamental problem in functional data analysis, particularly for discretely observed functional data. In this work, we study a regularization-based framework for estimating the mean and…
Observations which are realizations from some continuous process are frequent in sciences, engineering, economics, and other fields. We consider linear models, with possible random effects, where the responses are random functions in a…
Performative prediction is an emerging paradigm in machine learning that addresses scenarios where the model's prediction may induce a shift in the distribution of the data it aims to predict. Current works in this field often rely on…
We consider the problem of estimating the slope parameter in circular functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of 1-periodic, second order stationary random functions X1,...,Xn. We consider an…
Optimal estimation and inference for both the minimizer and minimum of a convex regression function under the white noise and nonparametric regression models are studied in a nonasymptotic local minimax framework, where the performance of a…