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This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation…

Statistics Theory · Mathematics 2011-12-25 Winston Wei Dou , David Pollard , Harrison H. Zhou

In this paper, we propose a novel approach to fit a functional linear regression in which both the response and the predictor are functions of a common variable such as time. We consider the case that the response and the predictor…

Methodology · Statistics 2017-11-15 Behdad Mostafaiy , MohammadReza FaridRohani , Shojaeddin Chenouri

This paper studies a \textit{partial functional partially linear single-index model} that consists of a functional linear component as well as a linear single-index component. This model generalizes many well-known existing models and is…

Statistics Theory · Mathematics 2017-03-09 Qingguo Tang , Linglong Kong , David Ruppert , Rohana J. Karunamuni

We propose a generalized partially linear functional single index risk score model for repeatedly measured outcomes where the index itself is a function of time. We fuse the nonparametric kernel method and regression spline method, and…

Statistics Theory · Mathematics 2015-10-15 Fei Jiang , Yanyuan Ma , Yuanjia Wang

In this paper we develop methodology for testing relevant hypotheses about functional time series in a tuning-free way. Instead of testing for exact equality, for example for the equality of two mean functions from two independent time…

Methodology · Statistics 2020-02-21 Holger Dette , Kevin Kokot , Stanislav Volgushev

This paper is concerned with the problem of goodness-of-fit for curve registration, and more precisely for the shifted curve model, whose application field reaches from computer vision and road traffic prediction to medicine. We give bounds…

Statistics Theory · Mathematics 2012-07-05 Olivier Collier

We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also extend the setting to the case where the objective function…

Optimization and Control · Mathematics 2026-04-21 Reza Rahimi Baghbadorani , Sergio Grammatico , Peyman Mohajerin Esfahani

We consider the related problems of estimating the $l_2$-norm and the squared $l_2$-norm in sparse linear regression with unknown variance, as well as the problem of testing the hypothesis that the regression parameter is null under sparse…

Statistics Theory · Mathematics 2020-10-27 Alexandra Carpentier , Olivier Collier , Laetitia Comminges , Alexandre B. Tsybakov , Yuhao Wang

We consider estimation and inference in a single index regression model with an unknown but smooth link function. In contrast to the standard approach of using kernels or regression splines, we use smoothing splines to estimate the smooth…

Methodology · Statistics 2019-05-28 Arun Kumar Kuchibhotla , Rohit Kumar Patra

In the context of statistical supervised learning, the noiseless linear model assumes that there exists a deterministic linear relation $Y = \langle \theta_*, X \rangle$ between the random output $Y$ and the random feature vector $\Phi(U)$,…

Machine Learning · Computer Science 2020-10-28 Raphaël Berthier , Francis Bach , Pierre Gaillard

This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation…

Statistics Theory · Mathematics 2013-02-14 Winston Wei Dou , David Pollard , Harrison H. Zhou

Smoothing splines provide a powerful and flexible means for nonparametric estimation and inference. With a cubic time complexity, fitting smoothing spline models to large data is computationally prohibitive. In this paper, we use the…

Machine Learning · Statistics 2020-12-09 Danqing Xu , Yuedong Wang

We consider the convolution model where i.i.d. random variables $X_i$ having unknown density $f$ are observed with additive i.i.d. noise, independent of the $X$'s. We assume that the density $f$ belongs to either a Sobolev class or a class…

Statistics Theory · Mathematics 2009-09-29 Cristina Butucea

In this paper, we propose a new regularization technique called "functional SCAD". We then combine this technique with the smoothing spline method to develop a smooth and locally sparse (i.e., zero on some sub-regions) estimator for the…

Statistics Theory · Mathematics 2020-09-21 Zhenhua Lin , Jiguo Cao , Liangliang Wang , Haonan Wang

In this paper, we develop invariance-based procedures for testing and inference in high-dimensional regression models. These procedures, also known as randomization tests, provide several important advantages. First, for the global null…

Methodology · Statistics 2023-12-27 Wenxuan Guo , Panos Toulis

Estimating location is a central problem in functional data analysis, yet most current estimation procedures either unrealistically assume completely observed trajectories or lack robustness with respect to the many kinds of anomalies one…

Methodology · Statistics 2022-03-24 Ioannis Kalogridis , Stefan Van Aelst

Fixed a continuous kernel K on the $d$-dimensional torus, we consider a generalization of the univariate $sk$-spline to the torus, associated with the kernel K. It is proved an estimate which provides the rate of convergence of a given…

Functional Analysis · Mathematics 2018-04-10 Juliana Gaiba Oliveira , Sergio Antonio Tozoni

Local smoothing testing that is based on multivariate nonparametric regression estimation is one of the main model checking methodologies in the literature. However, relevant tests suffer from the typical curse of dimensionality resulting…

Methodology · Statistics 2014-05-12 Xu Guo , Lixing Zhu

This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…

Optimization and Control · Mathematics 2023-08-17 Vladimir Norkin , Alois Pichler , Anton Kozyriev

Characteristic-function based goodness-of-fit tests are suggested for multivariate observations. The test statistics, which are straightforward to compute, are defined as two-sample criteria measuring discrepancy between multivariate ranks…

Statistics Theory · Mathematics 2025-08-01 Zdeněk Hlávka , Šárka Hudecová , Simos G. Meintanis
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