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We introduce and study a family of robust estimators for the functional logistic regression model whose robustness automatically adapts to the data thereby leading to estimators with high efficiency in clean data and a high degree of…
A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…
This paper studies optimal estimation of large-dimensional nonlinear factor models. The key challenge is that the observed variables are possibly nonlinear functions of some latent variables where the functional forms are left unspecified.…
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…
We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…
The Koopman operator provides a linear perspective on non-linear dynamics by focusing on the evolution of observables in an invariant subspace. Observables of interest are typically linearly reconstructed from the Koopman eigenfunctions.…
Modal regression has emerged as a flexible alternative to classical regression models when the conditional mean or median are unable to adequately capture the underlying relation between a response and a predictor variable. This approach is…
We establish minimax convergence rates for classification of functional data and for nonparametric regression with functional design variables. The optimal rates are of logarithmic type under smoothness constraints on the functional density…
When predicting scalar responses in the situation where the explanatory variables are functions, it is sometimes the case that some functional variables are related to responses linearly while other variables have more complicated…
We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…
Arising in semi-parametric statistics, control applications, and as sub-problems in global optimization methods, certain optimization problems can have objective functions requiring numerical integration to evaluate, yet gradient function…
We consider the problem of estimating an additive regression function in an inverse regres- sion model with a convolution type operator. A smooth backfitting procedure is developed and asymptotic normality of the resulting estimator is…
We consider nonparametric estimation of a covariance function on the unit square, given a sample of discretely observed fragments of functional data. When each sample path is only observed on a subinterval of length $\delta<1$, one has no…
We consider data fusion for the purpose of smoothing and interpolation based on observation records with missing data. Stochastic processes are generated by linear stochastic models. The paper begins by drawing a connection between time…
This paper introduces an iterative algorithm for training nonparametric additive models that enjoys favorable memory storage and computational requirements. The algorithm can be viewed as the functional counterpart of stochastic gradient…
We consider approximation or recovery of functions based on a finite number of function evaluations. This is a well-studied problem in optimal recovery, machine learning, and numerical analysis in general, but many fundamental insights were…
We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…
The goal of self-supervised visual representation learning is to learn strong, transferable image representations, with the majority of research focusing on object or scene level. On the other hand, representation learning at part level has…
In this paper we build provably near-optimal, in the minimax sense, estimates of linear forms and, more generally, "$N$-convex functionals" (the simplest example being the maximum of several fractional-linear functions) of unknown "signal"…
In this paper, we propose a new test for the detection of a change in a non-linear (auto-)regressive time series as well as a corresponding estimator for the unknown time point of the change. To this end, we consider an at-most-one-change…