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Many nonparametric regressors were recently shown to converge at rates that depend only on the intrinsic dimension of data. These regressors thus escape the curse of dimension when high-dimensional data has low intrinsic dimension (e.g. a…

Machine Learning · Statistics 2011-10-20 Samory Kpotufe

We propose a non-parametric anomaly detection algorithm for high dimensional data. We score each datapoint by its average $K$-NN distance, and rank them accordingly. We then train limited complexity models to imitate these scores based on…

Machine Learning · Computer Science 2015-02-09 Jing Qian , Jonathan Root , Venkatesh Saligrama

We provide general adaptive upper bounds for estimating nonparametric functionals based on second order U-statistics arising from finite dimensional approximation of the infinite dimensional models. We then provide examples of functionals…

Statistics Theory · Mathematics 2021-06-07 Lin Liu , Rajarshi Mukherjee , James Robins , Eric Tchetgen Tchetgen

We propose a non-parametric anomaly detection algorithm for high dimensional data. We first rank scores derived from nearest neighbor graphs on $n$-point nominal training data. We then train limited complexity models to imitate these scores…

Machine Learning · Statistics 2016-01-25 Jonathan Root , Venkatesh Saligrama , Jing Qian

Nonparametric learning is a fundamental concept in machine learning that aims to capture complex patterns and relationships in data without making strong assumptions about the underlying data distribution. Owing to simplicity and…

Machine Learning · Computer Science 2024-02-06 Amartya Banerjee , Christopher J. Hazard , Jacob Beel , Cade Mack , Jack Xia , Michael Resnick , Will Goddin

k Nearest Neighbor (kNN) method is a simple and popular statistical method for classification and regression. For both classification and regression problems, existing works have shown that, if the distribution of the feature vector has…

Statistics Theory · Mathematics 2019-10-24 Puning Zhao , Lifeng Lai

A fast and flexible $k$NN procedure is developed for dealing with a semiparametric functional regression model involving both partial-linear and single-index components. Rates of uniform consistency are presented. Simulated experiments…

Methodology · Statistics 2024-01-29 Silvia Novo , Germán Aneiros , Philippe Vieu

Non-parametric estimation of functions as well as their derivatives by means of local-polynomial regression is a subject that was studied in the literature since the late 1970's. Given a set of noisy samples of a $\mathcal{C}^k$ smooth…

Statistics Theory · Mathematics 2021-07-15 Yariv Aizenbud , Barak Sober

We consider classification in the presence of class-dependent asymmetric label noise with unknown noise probabilities. In this setting, identifiability conditions are known, but additional assumptions were shown to be required for finite…

Machine Learning · Computer Science 2019-06-12 Henry W. J. Reeve , Ata Kaban

Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…

Statistics Theory · Mathematics 2020-12-15 Sheng Jiang , Surya T. Tokdar

The performance of machine learning models often relies on large labeled datasets; however, data collected from diverse sources can contain label noise. Recent work has shown that, in noisy settings, there may exist a subset of the training…

Machine Learning · Computer Science 2026-05-05 Kumar Shubham , Pavan Karjol , Kiran M K , Prathosh AP

We address the problem of learning an unknown smooth function and its derivatives from noisy pointwise evaluations under the supremum norm. While classical nonparametric regression provides a strong theoretical foundation, traditional…

Machine Learning · Computer Science 2026-03-10 Davide Maran , Marcello Restelli

This paper presents uniform convergence rates for kernel regression estimators, in the setting of a structural nonlinear cointegrating regression model. We generalise the existing literature in three ways. First, the domain to which these…

Statistics Theory · Mathematics 2015-05-08 James A. Duffy

We develop a unified $L$-statistic testing framework for high-dimensional regression coefficients that adapts to unknown sparsity. The proposed statistics rank coordinate-wise evidence measures and aggregate the top $k$ signals, bridging…

Applications · Statistics 2026-02-10 Ping Zhao , Fengyi Song , Huifang Ma

We adress the problem of consistency of the $k$-nearest neighbors kernel estimators of the density and the regression function in the multivariate case. We get the rates of strong uniform consistency on the whole space $\mathbb{R}^p$ for…

Statistics Theory · Mathematics 2024-08-26 Luran Bengono Mintogo , Emmanuel de Dieu Nkou , Guy Martial Nkiet

The paper considers so-called adaptive estimations of regression, distribution density and spectral density of a Gaussian stationary sequence, asymptotically optimal in order at a growing number of observation on any regular subspace…

Probability · Mathematics 2007-05-23 Eugene Ostrovsky , Leonid Sirota

We consider nonparametric estimation of the mean and covariance functions for functional/longitudinal data. Strong uniform convergence rates are developed for estimators that are local-linear smoothers. Our results are obtained in a unified…

Statistics Theory · Mathematics 2012-11-12 Yehua Li , Tailen Hsing

We obtain robust and computationally efficient estimators for learning several linear models that achieve statistically optimal convergence rate under minimal distributional assumptions. Concretely, we assume our data is drawn from a…

Machine Learning · Statistics 2020-12-07 Ainesh Bakshi , Adarsh Prasad

We introduce a novel \textit{k}-nearest neighbor (\textit{k}-NN) regression method for joint estimation of the conditional mean and variance. The proposed algorithm preserves the computational efficiency and manifold-learning capabilities…

We study uniform consistency in nonparametric mixture models as well as closely related mixture of regression (also known as mixed regression) models, where the regression functions are allowed to be nonparametric and the error…

Statistics Theory · Mathematics 2022-12-29 Bryon Aragam , Ruiyi Yang
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