Related papers: Functional Regression on Manifold with Contaminati…
We study parametric inference for diffusion processes when observations occur nonsynchronously and are contaminated by market microstructure noise. We construct a quasi-likelihood function and study asymptotic mixed normality of…
We construct an efficient estimator for the error distribution function of the nonparametric regression model Y = r(Z) + e. Our estimator is a kernel smoothed empirical distribution function based on residuals from an under-smoothed local…
Representation learning plays a crucial role in automated feature selection, particularly in the context of high-dimensional data, where non-parametric methods often struggle. In this study, we focus on supervised learning scenarios where…
We consider the problem of recovering of continuous multi-dimensional functions from the noisy observations over the regular grid. Our focus is at the adaptive estimation in the case when the function can be well recovered using a linear…
We consider the nonparametric estimation of an S-shaped regression function. The least squares estimator provides a very natural, tuning-free approach, but results in a non-convex optimisation problem, since the inflection point is unknown.…
The manifold hypothesis suggests that high-dimensional data often lie on or near a low-dimensional manifold. Estimating the dimension of this manifold is essential for leveraging its structure, yet existing work on dimension estimation is…
Conformal prediction is a model-free machine learning method for constructing prediction regions at a guaranteed coverage probability level. However, a data scientist often faces three challenges in practice: (i) the determination of a…
A nonparametric regression setting is considered with a real-valued covariate and responses from a metric space. One may approach this setting via Fr\'echet regression, where the value of the regression function at each point is estimated…
Here, we address the problem of trend estimation for functional time series. Existing contributions either deal with detecting a functional trend or assuming a simple model. They consider neither the estimation of a general functional trend…
Shape-constrained inference has wide applicability in bioassay, medicine, economics, risk assessment, and many other fields. Although there has been a large amount of work on monotone-constrained univariate curve estimation, multivariate…
This paper investigates the nonparametric estimation of a circular regression function in an errors-in-variables framework. Two settings are studied, depending on whether the covariates are circular or linear. Adaptive estimators are…
Here we present a new non-parametric approach to density estimation and classification derived from theory in Radon transforms and image reconstruction. We start by constructing a "forward problem" in which the unknown density is mapped to…
We consider a flexible semiparametric quantile regression model for analyzing high dimensional heterogeneous data. This model has several appealing features: (1) By considering different conditional quantiles, we may obtain a more complete…
We present an algorithm for approximating a function defined over a $d$-dimensional manifold utilizing only noisy function values at locations sampled from the manifold with noise. To produce the approximation we do not require any…
This paper is concerned with estimation and inference for ultrahigh dimensional partially linear single-index models. The presence of high dimensional nuisance parameter and nuisance unknown function makes the estimation and inference…
Functional data analysis is a growing research field as more and more practical applications involve functional data. In this paper, we focus on the problem of regression and classification with functional predictors: the model suggested…
The paper considers functional linear regression, where scalar responses $Y_1,...,Y_n$ are modeled in dependence of random functions $X_1,...,X_n$. We propose a smoothing splines estimator for the functional slope parameter based on a…
We consider the topic of multivariate regression on manifold-valued output, that is, for a multivariate observation, its output response lies on a manifold. Moreover, we propose a new regression model to deal with the presence of grossly…
We study prediction in the functional linear model with functional outputs : $Y=SX+\epsilon $ where the covariates $X$ and $Y$ belong to some functional space and $S$ is a linear operator. We provide the asymptotic mean square prediction…
We investigate nonparametric regression methods based on spatial depth and quantiles when the response and the covariate are both functions. As in classical quantile regression for finite dimensional data, regression techniques developed…