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In semivarying coefficient models for longitudinal/clustered data, usually of primary interest is usually the parametric component which involves unknown constant coefficients. First, we study semiparametric efficiency bound for estimation…

Methodology · Statistics 2015-09-15 Ming-Yen Cheng , Toshio Honda , Jialiang Li

Online learning naturally arises in many statistical and machine learning problems. The most widely used methods in online learning are stochastic first-order algorithms. Among this family of algorithms, there is a recently developed…

Machine Learning · Statistics 2022-12-05 Yiling Luo , Xiaoming Huo , Yajun Mei

Given i.i.d. observations of a random vector $X \in \mathbb{R}^p$, we study the problem of estimating both its covariance matrix $\Sigma^*$, and its inverse covariance or concentration matrix {$\Theta^* = (\Sigma^*)^{-1}$.} We estimate…

Machine Learning · Statistics 2008-11-24 Pradeep Ravikumar , Martin J. Wainwright , Garvesh Raskutti , Bin Yu

We prove a variable coefficient version of the square function estimate of Guth--Wang--Zhang. By a classical argument of Mockenhaupt--Seeger--Sogge, it implies the full range of sharp local smoothing estimates for $2+1$ dimensional Fourier…

Analysis of PDEs · Mathematics 2023-04-11 Chuanwei Gao , Bochen Liu , Changxing Miao , Yakun Xi

Let $0<\sigma<n/2$ and $H=(-\Delta)^\sigma +V(x)$ be Schr\"odinger type operators on $\mathbb R^n$ with a class of scaling-critical potentials $V(x)$, which include the Hardy potential $a|x|^{-2\sigma}$ with a sharp coupling constant $a\ge…

Analysis of PDEs · Mathematics 2021-10-13 Haruya Mizutani , Xiaohua Yao

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

Invertible processes are central to functional time series analysis, making the estimation of their defining operators a key problem. While asymptotic error bounds have been established for specific ARMA models on $L^2[0,1]$, a general…

Statistics Theory · Mathematics 2025-07-31 Sebastian Kühnert , Gregory Rice , Alexander Aue

This paper consists of two parts. In the first part, we focus on the average of a functional over shifted Gaussian homogeneous noise and as the averaging domain covers the whole space, we establish a Breuer-Major type Gaussian fluctuation…

Probability · Mathematics 2020-04-29 David Nualart , Guangqu Zheng

We initiate a program of average smoothness analysis for efficiently learning real-valued functions on metric spaces. Rather than using the Lipschitz constant as the regularizer, we define a local slope at each point and gauge the function…

Statistics Theory · Mathematics 2020-11-10 Yair Ashlagi , Lee-Ad Gottlieb , Aryeh Kontorovich

We study distribution-free nonparametric regression following a notion of average smoothness initiated by Ashlagi et al. (2021), which measures the "effective" smoothness of a function with respect to an arbitrary unknown underlying…

Machine Learning · Computer Science 2024-02-14 Steve Hanneke , Aryeh Kontorovich , Guy Kornowski

We study the problem of estimating a monotone function $f:\{0,1\}^d\to[0,1]$ from noisy observations at uniformly random vertices of the Boolean hypercube. As a measure of complexity for the target~$f$, we use the total $L^1$-influence…

Statistics Theory · Mathematics 2026-05-20 Gérard Biau

We consider a multivariate functional measurement error model $AX\approx B$. The errors in $[A,B]$ are uncorrelated, row-wise independent, and have equal (unknown) variances. We study the total least squares estimator of $X$, which, in the…

Probability · Mathematics 2016-07-14 Alexander Kukush , Yaroslav Tsaregorodtsev

In this paper, we establish the sharp $k$-broad estimate for a class of phase functions satisfying the homogeneous convex conditions. As an application, we obtain improved local smoothing estimates for the half-wave operator in dimensions…

Analysis of PDEs · Mathematics 2023-04-11 Chuanwei Gao , Bochen Liu , Changxing Miao , Yakun Xi

Estimation of mean and covariance functions is fundamental for functional data analysis. While this topic has been studied extensively in the literature, a key assumption is that there are enough data in the domain of interest to estimate…

Methodology · Statistics 2020-09-01 Zhenhua Lin , Jane-Ling Wang , Qixian Zhong

This paper, investigates the conditional quantile estimation of a scalar random response and a functional random covariate (i.e. valued in some infinite-dimensional space) whenever {\it functional stationary ergodic data with random…

Statistics Theory · Mathematics 2013-04-17 Mohamed Chaouch , Salah Khardani

We study nonparametric covariance function estimation for functional data observed with noise at discrete locations on a $d$-dimensional domain. Estimating the covariance function from discretely observed data is a challenging nonparametric…

Statistics Theory · Mathematics 2026-03-25 Yoshikazu Terada , Atsutomo Yara

Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…

Methodology · Statistics 2023-01-25 Anupam Kundu , Mohsen Pourahmadi

We find the logarithmic $L_2$-small ball asymptotics for a class of zero mean Gaussian fields with covariances having the structure of "tensor product". The main condition imposed on marginal covariances is slow growth at the origin of…

Probability · Mathematics 2010-11-18 Andrei I. Karol' , Alexander I. Nazarov

Let $A$ be a $0$-sectorial operator with a bounded $H^\infty(\Sigma\_\sigma)$-calculus for some $\sigma \in (0,\pi),$ e.g. a Laplace type operator on $L^p(\Omega),\: 1 < p < \infty,$ where $\Omega$ is a manifold or a graph. We show that $A$…

Functional Analysis · Mathematics 2018-10-25 Christoph Kriegler , Lutz Weis

In this paper, we consider weighted Bergman spaces $\mathcal{B}_{\alpha,p}$ of log-subharmonic functions on the unit sphere. Using the isoperimetric inequality for the spherical metric we prove certain monotonicity property for super-level…

Complex Variables · Mathematics 2025-12-18 Vladan Jaguzović , Petar Melentijević