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We investigate statistical properties for a broad class of modern kernel-based regression (KBR) methods. These kernel methods were developed during the last decade and are inspired by convex risk minimization in infinite-dimensional Hilbert…

Statistics Theory · Mathematics 2009-09-29 Andreas Christmann , Ingo Steinwart

We present a new non-parametric estimator of the conditional density of the kernel type. It is based on an efficient transformation of the data by quantile transform. By use of the copula representation, it turns out to have a remarkable…

Methodology · Statistics 2008-06-13 Olivier P. Faugeras

We present a first procedure that can estimate -- with statistical consistency guarantees -- any local-maxima of a density, under benign distributional conditions. The procedure estimates all such local maxima, or $\textit{modal-sets}$, of…

Machine Learning · Statistics 2017-05-30 Heinrich Jiang , Samory Kpotufe

Local polynomial regression of order at least one often performs poorly in regions of sparse data. Local constant regression is exceptional in this regard, though it is the least accurate method in general, especially at the boundaries of…

Methodology · Statistics 2024-06-18 Chunlei Ge , W. John Braun

Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables. In a flexible modeling framework, a specific form of the conditional quantile…

Statistics Theory · Mathematics 2012-08-31 Vladimir Spokoiny , Weining Wang , Wolfgang Karl Härdle

This paper addresses the problem of distributed learning under communication constraints, motivated by distributed signal processing in wireless sensor networks and data mining with distributed databases. After formalizing a general model…

Machine Learning · Computer Science 2016-11-15 Joel B. Predd , Sanjeev R. Kulkarni , H. Vincent Poor

For the conditional mean function of panel count model with time-varying coefficients, we propose to use local kernel regression method for estimation. Partial log-likelihood with local polynomial is formed for estimation. Under some…

Statistics Theory · Mathematics 2019-03-26 Yang Wang , Zhangsheng Yu

Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods…

Computation · Statistics 2021-09-09 Pierre L'Ecuyer , Florian Puchhammer

No matter the nature of the response and/or explanatory variables in a regression model, some basic issues such as the existence of an effect of the predictor on the response, or the assessment of a common shape across groups of…

Applications · Statistics 2020-09-01 María Alonso-Pena , Jose Ameijeiras-Alonso , Rosa M. Crujeiras

Multivariate regression model is a natural generalization of the classical univari- ate regression model for fitting multiple responses. In this paper, we propose a high- dimensional multivariate conditional regression model for…

Machine Learning · Statistics 2016-11-26 Junhui Wang

We consider the problem of estimating the density of observations taking values in classical or nonclassical spaces such as manifolds and more general metric spaces. Our setting is quite general but also sufficiently rich in allowing the…

Probability · Mathematics 2019-02-12 G. Cleanthous , A. Georgiadis , G. Kerkyacharian , P. Petrushev , D. Picard

As a competitive alternative to least squares regression, quantile regression is popular in analyzing heterogenous data. For quantile regression model specified for one single quantile level $\tau$, major difficulties of semiparametric…

Methodology · Statistics 2017-05-29 Kani Chen , Yuanyuan Lin , Zhanfeng Wang , Zhiliang Ying

In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to flexibly combine individual regression estimators $r_1, r_2, \ldots, r_M$ using a weighted average where the weights are defined…

Methodology · Statistics 2021-04-29 Sothea Has

Given a set of empirical observations, conditional density estimation aims to capture the statistical relationship between a conditional variable $\mathbf{x}$ and a dependent variable $\mathbf{y}$ by modeling their conditional probability…

Machine Learning · Statistics 2019-04-16 Jonas Rothfuss , Fabio Ferreira , Simon Walther , Maxim Ulrich

Delineating the associations between images and a vector of covariates is of central interest in medical imaging studies. To tackle this problem of image response regression, we propose a novel nonparametric approach in the framework of…

Machine Learning · Statistics 2022-03-04 Daiwei Zhang , Lexin Li , Chandra Sripada , Jian Kang

Quantile regression, the prediction of conditional quantiles, finds applications in various fields. Often, some or all of the variables are discrete. The authors propose two new quantile regression approaches to handle such mixed…

Methodology · Statistics 2017-05-24 Niklas Schallhorn , Daniel Kraus , Thomas Nagler , Claudia Czado

Kernel density estimation is a key component of a wide variety of algorithms in machine learning, Bayesian inference, stochastic dynamics and signal processing. However, the unsupervised density estimation technique requires tuning a…

Machine Learning · Computer Science 2025-12-17 Sunia Tanweer , Firas A. Khasawneh

Panel count data is common when the study subjects are exposed to recurrent events, observed only at discrete time points. In this article, we consider the regression analysis of panel count data with multiple modes of recurrence. We…

Methodology · Statistics 2021-07-06 Sreedevi E. P. , Sankaran P. G.

Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…

Statistics Theory · Mathematics 2025-06-10 Rong Tang , Yun Yang

Density regression provides a flexible strategy for modeling the distribution of a response variable $Y$ given predictors $\mathbf{X}=(X_1,\ldots,X_p)$ by letting that the conditional density of $Y$ given $\mathbf{X}$ as a completely…

Statistics Theory · Mathematics 2016-01-07 Weining Shen , Subhashis Ghosal
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