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We study non-parametric regression estimates for random fields. The data satisfies certain strong mixing conditions and is defined on the regular $N$-dimensional lattice structure. We show consistency and obtain rates of convergence. The…

Statistics Theory · Mathematics 2018-07-06 Johannes T. N. Krebs

We estimate the density and its derivatives using a local polynomial approximation to the logarithm of an unknown density $f$. The estimator is guaranteed to be nonnegative and achieves the same optimal rate of convergence in the interior…

Econometrics · Economics 2020-06-03 Joris Pinkse , Karl Schurter

Composition methodologies in the current literature are mainly to promote estimation efficiency via direct composition, either, of initial estimators or of objective functions. In this paper, composite estimation is investigated for both…

Methodology · Statistics 2013-12-31 Lu Lin , Feng Li , Kangning Wang , Lixing Zhu

Distributed optimization utilizes local computation and communication to realize a global aim of optimizing the sum of local objective functions. This article addresses a class of constrained distributed nonconvex optimization problems…

Optimization and Control · Mathematics 2024-05-07 Zhiyu He , Jianping He , Cailian Chen , Xinping Guan

In linear regression we wish to estimate the optimum linear least squares predictor for a distribution over $d$-dimensional input points and real-valued responses, based on a small sample. Under standard random design analysis, where the…

Machine Learning · Statistics 2022-06-08 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu

In approximation theory, it is standard to approximate functions by polynomials expressed in the Chebyshev basis. Evaluating a polynomial $f$ of degree n given in the Chebyshev basis can be done in $O(n)$ arithmetic operations using the…

Symbolic Computation · Computer Science 2019-12-13 Viviane Ledoux , Guillaume Moroz

A common problem in Phase II clinical trials is the comparison of dose response curves corresponding to different treatment groups. If the effect of the dose level is described by parametric regression models and the treatments differ in…

Statistics Theory · Mathematics 2016-03-16 Chrystel Feller , Kirsten Schorning , Holger Dette , Georgina Bermann , Björn Bornkamp

We review the literature on algorithms for estimating the index space in a multi-index model. The primary focus is on computationally efficient (polynomial-time) algorithms in Gaussian space, the assumptions under which consistency is…

Machine Learning · Statistics 2025-06-17 Joan Bruna , Daniel Hsu

In this paper, we consider an estimation problem of the regression coefficients in multiple regression models with several unknown change-points. Under some realistic assumptions, we propose a class of estimators which includes as a special…

Statistics Theory · Mathematics 2016-08-07 Fuqi Chen , Sévérien Nkurunziza

Nonparametric regression with random design is considered. Estimates are defined by minimzing a penalized empirical $L_2$ risk over a suitably chosen class of neural networks with one hidden layer via gradient descent. Here, the gradient…

Statistics Theory · Mathematics 2019-12-10 Alina Braun , Michael Kohler , Harro Walk

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.…

Statistics Theory · Mathematics 2023-11-14 Yingjie Feng

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…

Statistics Theory · Mathematics 2016-03-31 Alexander Meister

In optimal experimental design, the objective is to select a limited set of experiments that maximizes information about unknown model parameters based on factor levels. This work addresses the generalized D-optimal design problem, allowing…

Data Structures and Algorithms · Computer Science 2024-11-05 Aditya Pillai , Gabriel Ponte , Marcia Fampa , Jon Lee , and Mohit Singh , Weijun Xie

Polyhedral estimate is a generic efficiently computable nonlinear in observations routine for recovering unknown signal belonging to a given convex compact set from noisy observation of signal's linear image. Risk analysis and optimal…

Statistics Theory · Mathematics 2022-12-26 Anatoli Juditsky , Arkadi Nemirovski

We consider a linear regression model with complex-valued response and predictors from a compact and connected Lie group. The regression model is formulated in terms of eigenfunctions of the Laplace-Beltrami operator on the Lie group. We…

Statistics Theory · Mathematics 2024-10-02 Somnath Chakraborty , Holger Dette , Martin Kroll

Regression models are essential for a wide range of real-world applications. However, in practice, target values are not always precisely known; instead, they may be represented as intervals of acceptable values. This challenge has led to…

Machine Learning · Computer Science 2025-12-08 Tung L Nguyen , Toby Dylan Hocking

In this paper, we propose two simple yet efficient computational algorithms to obtain approximate optimal designs for multi-dimensional linear regression on a large variety of design spaces. We focus on the two commonly used optimal…

Statistics Theory · Mathematics 2021-02-26 Jiangtao Duan , Wei Gao , Yanyuan Ma , Hon Keung Tony Ng

We consider the common nonlinear regression model where the variance, as well as the mean, is a parametric function of the explanatory variables. The $c$-optimal design problem is investigated in the case when the parameters of both the…

Statistics Theory · Mathematics 2009-11-20 Holger Dette , Tim Holland-Letz

Consider the heteroscedastic nonparametric regression model with random design \begin{align*} Y_i = f(X_i) + V^{1/2}(X_i)\varepsilon_i, \quad i=1,2,\ldots,n, \end{align*} with $f(\cdot)$ and $V(\cdot)$ $\alpha$- and $\beta$-H\"older smooth,…

Statistics Theory · Mathematics 2020-02-06 Yandi Shen , Chao Gao , Daniela Witten , Fang Han

A design-based individual prediction approach is developed based on the expected cross-validation results, given the sampling design and the sample-splitting design for cross-validation. Whether the predictor is selected from an ensemble of…

Machine Learning · Statistics 2023-01-24 Li-Chun Zhang , Danhyang Lee
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