Related papers: Optimal classification and nonparametric regressio…
We propose a general methodology for the construction and analysis of minimax estimators for a wide class of functionals of finite dimensional parameters, and elaborate on the case of discrete distributions, where the alphabet size $S$ is…
The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…
We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…
We introduce a nonlinear aggregation type classifier for functional data defined on a separable and complete metric space. The new rule is built up from a collection of $M$ arbitrary training classifiers. If the classifiers are consistent,…
This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…
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…
We investigate the stochastic optimization problem of minimizing population risk, where the loss defining the risk is assumed to be weakly convex. Compositions of Lipschitz convex functions with smooth maps are the primary examples of such…
Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…
This paper studies the minimax rate of nonparametric conditional density estimation under a weighted absolute value loss function in a multivariate setting. We first demonstrate that conditional density estimation is impossible if one only…
When constructing models of the world, we aim for optimal compressions: models that include as few details as possible while remaining as accurate as possible. But which details -- or features measured in data -- should we choose to include…
Recently, there was a substantial progress in the problem of sampling recovery on function classes with mixed smoothness. Mostly, it has been done by proving new and sometimes optimal upper bounds for both linear sampling recovery and for…
We present a novel approach for nonparametric regression using wavelet basis functions. Our proposal, $\texttt{waveMesh}$, can be applied to non-equispaced data with sample size not necessarily a power of 2. We develop an efficient proximal…
In this study, we focus on a generalized nonparametric scalar-on-function regression model for heterogeneously distributed and strongly mixing data. We provide almost complete convergence rates for the local linear estimator of the…
We want to reconstruct a signal based on inhomogeneous data (the amount of data can vary strongly), using the model of regression with a random design. Our aim is to understand the consequences of inhomogeneity on the accuracy of estimation…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…
In this paper we consider two closely related problems : estimation of eigenvalues and eigenfunctions of the covariance kernel of functional data based on (possibly) irregular measurements, and the problem of estimating the eigenvalues and…
The kernel smoothing with large bandwidth values causes oversmoothing or underfitting in general. However, when irrelevant variables are included, the corresponding large bandwidth values are known to have an effect of shrinking them. This…
We consider the functional regression model with multivariate response and functional predictors. Compared to fitting each individual response variable separately, taking advantage of the correlation between the response variables can…
As with classic statistics, functional regression models are invaluable in the analysis of functional data. While there are now extensive tools with accompanying theory available for linear models, there is still a great deal of work to be…
Samples of curves, or functional data, usually present phase variability in addition to amplitude variability. Existing functional regression methods do not handle phase variability in an efficient way. In this paper we propose a functional…