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In this paper, we consider an unknown functional estimation problem in a general nonparametric regression model with the feature of having both multiplicative and additive noise.We propose two new wavelet estimators in this general context.…

Statistics Theory · Mathematics 2020-12-25 Christophe Chesneau , Salima El Kolei , Junke Kou , Fabien Navarro

We investigate the problem of estimating the average treatment effect (ATE) under a very general setup where the covariates can be high-dimensional, highly correlated, and can have sparse nonlinear effects on the propensity and outcome…

Machine Learning · Statistics 2025-08-26 Jianqing Fan , Soham Jana , Sanjeev Kulkarni , Qishuo Yin

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…

Statistics Theory · Mathematics 2025-04-09 Moritz Jirak , Alois Kneip , Alexander Meister , Mario Pahl

In this paper, we develop a novel efficient and robust nonparametric regression estimator under a framework of feedforward neural network. There are several interesting characteristics for the proposed estimator. First, the loss function is…

Methodology · Statistics 2023-09-25 Xuancheng Wang , Ling Zhou , Huazhen Lin

In nonparametric regression analysis, errors are possibly correlated in practice, and neglecting error correlation can undermine most bandwidth selection methods. When no prior knowledge or parametric form of the correlation structure is…

Methodology · Statistics 2025-04-29 Sisheng Liu , Xiaoli Kong

We focus on nonlinear Function-on-Scalar regression, where the predictors are scalar variables, and the responses are functional data. Most existing studies approximate the hidden nonlinear relationships using linear combinations of basis…

Methodology · Statistics 2025-04-01 Kazunori Takeshita , Yoshikazu Terada

This paper introduces a tensor neural network (TNN) to address nonparametric regression problems, leveraging its distinct sub-network structure to effectively facilitate variable separation and enhance the approximation of complex,…

Machine Learning · Statistics 2024-09-16 Yongxin Li , Yifan Wang , Zhongshuo Lin , Hehu Xie

It is often of interest to make inference on an unknown function that is a local parameter of the data-generating mechanism, such as a density or regression function. Such estimands can typically only be estimated at a…

Methodology · Statistics 2021-05-17 Aaron Hudson , Marco Carone , Ali Shojaie

Functional regression analysis is an established tool for many contemporary scientific applications. Regression problems involving large and complex data sets are ubiquitous, and feature selection is crucial for avoiding overfitting and…

Methodology · Statistics 2024-10-18 Tobia Boschi , Lorenzo Testa , Francesca Chiaromonte , Matthew Reimherr

Functional quantile regression (FQR) is a useful alternative to mean regression for functional data as it provides a comprehensive understanding of how scalar predictors influence the conditional distribution of functional responses. In…

Methodology · Statistics 2023-11-08 Yusha Liu , Meng Li , Jeffrey S. Morris

Tensor regression has attracted significant attention in statistical research. This study tackles the challenge of handling covariates with smooth varying structures. We introduce a novel framework, termed functional tensor regression,…

Methodology · Statistics 2025-06-12 Tongyu Li , Fang Yao , Anru R. Zhang

Function regression/approximation is a fundamental application of machine learning. Neural networks (NNs) can be easily trained for function regression using a sufficient number of neurons and epochs. The forward-forward learning algorithm…

Machine Learning · Computer Science 2025-10-16 Shivam Padmani , Akshay Joshi

The main purpose is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of…

Statistics Theory · Mathematics 2013-08-07 Aboubacar Amiri , Christophe Crambes , Baba Thiam

Functional data play a pivotal role across science and engineering, yet their infinite-dimensional nature makes representation learning challenging. Conventional statistical models depend on pre-chosen basis expansions or kernels, limiting…

Machine Learning · Computer Science 2025-10-02 Yifei Gao , Yong Chen , Chen Zhang

We develop a fully Bayesian framework for function-on-scalars regression with many predictors. The functional data response is modeled nonparametrically using unknown basis functions, which produces a flexible and data-adaptive functional…

Methodology · Statistics 2018-10-25 Daniel R. Kowal , Daniel C. Bourgeois

It is often of interest to assess whether a function-valued statistical parameter, such as a density function or a mean regression function, is equal to any function in a class of candidate null parameters. This can be framed as a…

Methodology · Statistics 2023-06-14 Aaron Hudson

The success of deep learning has inspired recent interests in applying neural networks in statistical inference. In this paper, we investigate the use of deep neural networks for nonparametric regression with measurement errors. We propose…

Machine Learning · Statistics 2020-07-16 Zhirui Hu , Zheng Tracy Ke , Jun S Liu

We develop a unifying framework for Bayesian nonparametric regression to study the rates of contraction with respect to the integrated $L_2$-distance without assuming the regression function space to be uniformly bounded. The framework is…

Statistics Theory · Mathematics 2019-04-30 Fangzheng Xie , Wei Jin , Yanxun Xu

We propose a nested reduced-rank regression (NRRR) approach in fitting regression model with multivariate functional responses and predictors, to achieve tailored dimension reduction and facilitate interpretation/visualization of the…

Methodology · Statistics 2020-03-11 Xiaokang Liu , Shujie Ma , Kun Chen

Many applications that use empirically estimated functions face a curse of dimensionality, because the integrals over most function classes must be approximated by sampling. This paper introduces a novel regression-algorithm that learns…

Machine Learning · Computer Science 2015-03-31 Wendelin Böhmer , Klaus Obermayer