English
Related papers

Related papers: Adaptive testing on a regression function at a poi…

200 papers

We consider a linear model where the coefficients - intercept and slopes - are random with a law in a nonparametric class and independent from the regressors. Identification often requires the regressors to have a support which is the whole…

Statistics Theory · Mathematics 2020-06-22 Christophe Gaillac , Eric Gautier

We propose new data-driven smooth tests for a parametric regression function. The smoothing parameter is selected through a new criterion that favors a large smoothing parameter under the null hypothesis. The resulting test is adaptive…

Statistics Theory · Mathematics 2007-06-13 Emmanuel Guerre , Pascal Lavergne

Considering a regression model, we address the question of testing the nullity of the regression function. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on…

Statistics Theory · Mathematics 2019-04-08 Thi Thien Trang Bui

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

Despite tremendous advancements of machine learning models and algorithms in various application domains, they are known to be vulnerable to subtle, natural or intentionally crafted perturbations in future input data, known as adversarial…

Machine Learning · Statistics 2025-06-03 Jingfu Peng , Yuhong Yang

This paper is concerned with the problem of goodness-of-fit for curve registration, and more precisely for the shifted curve model, whose application field reaches from computer vision and road traffic prediction to medicine. We give bounds…

Statistics Theory · Mathematics 2012-07-05 Olivier Collier

We provide an inference procedure for the sharp regression discontinuity design (RDD) under monotonicity, with possibly multiple running variables. Specifically, we consider the case where the true regression function is monotone with…

Econometrics · Economics 2020-12-01 Koohyun Kwon , Soonwoo Kwon

We study the problem of regression with interval targets, where only upper and lower bounds on target values are available in the form of intervals. This problem arises when the exact target label is expensive or impossible to obtain, due…

Machine Learning · Computer Science 2025-10-27 Rattana Pukdee , Ziqi Ke , Chirag Gupta

In this paper we will consider the estimation of a monotone regression (or density) function in a fixed point by the least squares (Grenander) estimator. We will show that this estimator is fully adaptive, in the sense that the attained…

Statistics Theory · Mathematics 2009-09-11 Eric Cator

In the inverse Gaussian sequence space model with additional noisy observations of the operator, we derive nonasymptotic minimax radii of testing for ellipsoid-type alternatives simultaneously for both the signal detection problem (testing…

Statistics Theory · Mathematics 2020-02-19 Sandra Schluttenhofer , Jan Johannes

We consider exact asymptotics of the minimax risk for global testing against sparse alternatives in the context of high dimensional linear regression. Our results characterize the leading order behavior of this minimax risk in several…

Statistics Theory · Mathematics 2020-03-03 Rajarshi Mukherjee , Subhabrata Sen

Our main focus is on the generalization bound, which serves as an upper limit for the generalization error. Our analysis delves into regression and classification tasks separately to ensure a thorough examination. We assume the target…

Machine Learning · Statistics 2024-07-30 Wen-Liang Hwang

This paper focuses on the problem of testing the null hypothesis that the regression functions of several populations are equal under a general nonparametric homoscedastic regression model. It is well known that linear kernel regression…

Methodology · Statistics 2023-09-01 Graciela Boente , Juan Carlos Pardo-Fernández

We investigate the problem of regression where one is allowed to abstain from predicting. We refer to this framework as regression with reject option as an extension of classification with reject option. In this context, we focus on the…

Machine Learning · Statistics 2021-03-08 Christophe Denis , Mohamed Hebiri , Ahmed Zaoui

In this paper, we consider the problem of simultaneous testing of multivariate normal means under arbitrary covariance dependence. Specifically, let $\boldsymbol{X}\sim N_n(\boldsymbol{\theta},\boldsymbol{\Sigma})$, where…

Statistics Theory · Mathematics 2026-05-29 Prasenjit Ghosh , Arijit Chakrabarti

Heteroscedasticity testing is of importance in regression analysis. Existing local smoothing tests suffer severely from curse of dimensionality even when the number of covariates is moderate because of use of nonparametric estimation. In…

Methodology · Statistics 2015-10-14 Xuehu Zhu , Fei Chen , Xu Guo , Lixing Zhu

Recent research shows the susceptibility of machine learning models to adversarial attacks, wherein minor but maliciously chosen perturbations of the input can significantly degrade model performance. In this paper, we theoretically analyse…

Statistics Theory · Mathematics 2025-05-14 Jingfu Peng , Yuhong Yang

In clinical trials and other applications, we often see regions of the feature space that appear to exhibit interesting behaviour, but it is unclear whether these observed phenomena are reflected at the population level. Focusing on a…

Statistics Theory · Mathematics 2023-09-21 Henry W. J. Reeve , Timothy I. Cannings , Richard J. Samworth

Hypothesis testing procedures are developed to assess linear operator constraints in function-on-scalar regression when incomplete functional responses are observed. The approach enables statistical inferences about the shape and other…

Methodology · Statistics 2022-12-06 Yeonjoo Park , Kyunghee Han , Douglas G. Simpson

This paper explores adaptive variance reduction methods for stochastic optimization based on the STORM technique. Existing adaptive extensions of STORM rely on strong assumptions like bounded gradients and bounded function values, or suffer…

Optimization and Control · Mathematics 2024-10-24 Wei Jiang , Sifan Yang , Yibo Wang , Lijun Zhang