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