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Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…

Statistics Theory · Mathematics 2025-02-27 Marie-Christine Düker , Adam Waterbury

The solution of a partial differential equation can be obtained by computing the inverse operator map between the input and the solution space. Towards this end, we introduce a \textit{multiwavelet-based neural operator learning scheme}…

Machine Learning · Computer Science 2021-10-12 Gaurav Gupta , Xiongye Xiao , Paul Bogdan

We propose a computationally efficient estimator, formulated as a convex program, for a broad class of non-linear regression problems that involve difference of convex (DC) non-linearities. The proposed method can be viewed as a significant…

Machine Learning · Statistics 2019-04-01 Sohail Bahmani

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

This paper considers the problem of adaptive estimation of a mean pattern in a randomly shifted curve model. We show that this problem can be transformed into a linear inverse problem, where the density of the random shifts plays the role…

Statistics Theory · Mathematics 2010-10-21 Jérémie Bigot , Sébastien Gadat

We consider a nonparametric regression setup, where the covariate is a random element in a complete separable metric space, and the parameter of interest associated with the conditional distribution of the response lies in a separable…

Statistics Theory · Mathematics 2018-11-16 Joydeep Chowdhury , Probal Chaudhuri

In multivariate regression, when covariates are numerous, it is often reasonable to assume that only a small number of them has predictive information. In some medical applications for instance, it is believed that only a few genes out of…

Methodology · Statistics 2022-07-12 Sylvain Sardy , Xiaoyu Ma

We suggest two nonparametric approaches, based on kernel methods and orthogonal series to estimating regression functions in the presence of instrumental variables. For the first time in this class of problems, we derive optimal convergence…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Joel L. Horowitz

Let $\{(X_i,Y_i)\}_{i\in \{1,..., n\}}$ be an i.i.d. sample from the random design regression model $Y=f(X)+\epsilon$ with $(X,Y)\in [0,1]\times [-M,M]$. In dealing with such a model, adaptation is naturally to be intended in terms of…

Statistics Theory · Mathematics 2008-01-23 Pierpaolo Brutti

We investigate function estimation in nonparametric regression models with random design and heteroscedastic correlated noise. Adaptive properties of warped wavelet nonlinear approximations are studied over a wide range of Besov scales,…

Statistics Theory · Mathematics 2009-09-03 Rafał Kulik , Marc Raimondo

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

Methodology · Statistics 2018-04-10 German A. Schnaidt Grez , Brani Vidakovic

In the framework of nonparametric multivariate function estimation we are interested in structural adaptation. We assume that the function to be estimated has the "single-index" structure where neither the link function nor the index vector…

Statistics Theory · Mathematics 2013-04-30 Oleg Lepski , Nora Serdyukova

We study nonparametric covariance function estimation for functional data observed with noise at discrete locations on a $d$-dimensional domain. Estimating the covariance function from discretely observed data is a challenging nonparametric…

Statistics Theory · Mathematics 2026-03-25 Yoshikazu Terada , Atsutomo Yara

In a recent paper Birke and Bissantz (2008) considered the problem of nonparametric estimation in inverse regression models with convolution-type operators. For multivariate predictors nonparametric methods suffer from the curse of…

Statistics Theory · Mathematics 2013-03-19 T. Hildebrandt , N. Bissantz , H. Dette

We constuct a sequential adaptive procedure for estimating the autoregressive function at a given point in nonparametric autoregression models with Gaussian noise. We make use of the sequential kernel estimators. The optimal adaptive…

Statistics Theory · Mathematics 2010-11-12 Ouerdia Arkoun

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,…

Statistics Theory · Mathematics 2020-11-23 Karine Bertin , Nicolas Klutchnikoff

We provide in this paper a fully adaptive penalized procedure to select a covariance among a collection of models observing i.i.d replications of the process at fixed observation points. For this we generalize previous results of Bigot and…

Statistics Theory · Mathematics 2012-03-05 Rolando Biscay , Hélène Lescornel , Jean-Michel Loubes

Let Y be a response variable related with a set of explanatory variables and let f1, f2, ..., fk be a set of the parametric forms representing a set of candidate's model. Let f* be the true model among the set of k plausible models. We…

We study the problem of nonparametric estimation under $\bL_p$-loss, $p\in [1,\infty)$, in the framework of the convolution structure density model on $\bR^d$. This observation scheme is a generalization of two classical statistical models,…

Statistics Theory · Mathematics 2017-04-17 Oleg Lepski , Thomas Willer

In this paper we propose a convolution estimator for estimating the density of a response variable that employs an underlying multiple regression framework to enhance the accuracy of density estimates through the incorporation of auxiliary…

Statistics Theory · Mathematics 2021-06-04 Brian Fitzpatrick , James Loughman , Daniel Ian Flitcroft