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We address the inference problem concerning regression coefficients in a classical linear regression model using least squares estimates. The analysis is conducted under circumstances where network dependency exists across units in the…

Methodology · Statistics 2024-04-03 Jing Lei , Kehui Chen , Haeun Moon

We study feature learning in a compositional variant of kernel ridge regression in which the predictor is applied to a learnable linear transformation of the input. When the response depends on the input only through a low-dimensional…

Statistics Theory · Mathematics 2026-02-17 Yunlu Chen , Yang Li , Keli Liu , Feng Ruan

The data driven extrapolation requires the definition of a functional model depending on the available data and has the application scope of providing reliable predictions on the unknown dynamics. Since data might be scattered, we drive our…

Numerical Analysis · Mathematics 2020-12-24 Rosanna Campagna , Emma Perracchione

We propose statistical inferential procedures for panel data models with interactive fixed effects in a kernel ridge regression framework.Compared with traditional sieve methods, our method is automatic in the sense that it does not require…

Statistics Theory · Mathematics 2017-03-10 Shunan Zhao , Ruiqi Liu , Zuofeng Shang

A regression model with more parameters than data points in the training data is overparametrized and has the capability to interpolate the training data. Based on the classical bias-variance tradeoff expressions, it is commonly assumed…

Machine Learning · Computer Science 2023-04-18 Tomas McKelvey

In continuous-time system identification, the intersample behavior of the input signal is known to play a crucial role in the performance of estimation methods. One common input behavior assumption is that the spectrum of the input is…

Systems and Control · Electrical Eng. & Systems 2021-03-22 Rodrigo A. González , Cristian R. Rojas , Håkan Hjalmarsson

In practice, deep neural networks are often able to easily interpolate their training data. To understand this phenomenon, many works have aimed to quantify the memorization capacity of a neural network architecture: the largest number of…

Machine Learning · Statistics 2024-12-09 Sjoerd Dirksen , Patrick Finke , Martin Genzel

We provide uniform confidence bands for kernel ridge regression (KRR), a widely used nonparametric regression estimator for nonstandard data such as preferences, sequences, and graphs. Despite the prevalence of these data--e.g., student…

Statistics Theory · Mathematics 2025-08-19 Rahul Singh , Suhas Vijaykumar

Random features provide a practical framework for large-scale kernel approximation and supervised learning. It has been shown that data-dependent sampling of random features using leverage scores can significantly reduce the number of…

Machine Learning · Computer Science 2019-03-21 Shahin Shahrampour , Soheil Kolouri

A common strategy to train deep neural networks (DNNs) is to use very large architectures and to train them until they (almost) achieve zero training error. Empirically observed good generalization performance on test data, even in the…

Machine Learning · Statistics 2021-07-26 Nicole Mücke , Ingo Steinwart

In randomized controlled trials without interference, regression adjustment is widely used to enhance the efficiency of treatment effect estimation. This paper extends this efficiency principle to settings with network interference, where a…

Methodology · Statistics 2025-02-18 Xinyuan Fan , Chenlei Leng , Weichi Wu

We study the average $\mbox{CV}_{loo}$ stability of kernel ridge-less regression and derive corresponding risk bounds. We show that the interpolating solution with minimum norm minimizes a bound on $\mbox{CV}_{loo}$ stability, which in turn…

Machine Learning · Statistics 2020-10-13 Akshay Rangamani , Lorenzo Rosasco , Tomaso Poggio

Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence…

Statistics Theory · Mathematics 2009-09-29 Lawrence D. Brown , M. Levine

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…

Methodology · Statistics 2019-10-08 Vitaliy Oryshchenko , Richard J. Smith

We consider the kernel partial least squares algorithm for non-parametric regression with stationary dependent data. Probabilistic convergence rates of the kernel partial least squares estimator to the true regression function are…

Statistics Theory · Mathematics 2017-06-13 Marco Singer , Tatyana Krivobokova , Axel Munk

One central theme in machine learning is function estimation from sparse and noisy data. An example is supervised learning where the elements of the training set are couples, each containing an input location and an output response. In the…

Machine Learning · Computer Science 2023-10-05 Alberto Giaretta , Mauro Bisiacco , Gianluigi Pillonetto

Semisupervised methods inevitably invoke some assumption that links the marginal distribution of the features to the regression function of the label. Most commonly, the cluster or manifold assumptions are used which imply that the…

Statistics Theory · Mathematics 2011-12-02 Martin Azizyan , Aarti Singh , Larry Wasserman

This paper addresses a kernel-based learning problem for a network of agents locally observing a latent multidimensional, nonlinear phenomenon in a noisy environment. We propose a learning algorithm that requires only mild a priori…

Multiagent Systems · Computer Science 2024-04-16 Krzysztof Kowalczyk , Paweł Wachel , Cristian R. Rojas

We study the relative power of learning with gradient descent on differentiable models, such as neural networks, versus using the corresponding tangent kernels. We show that under certain conditions, gradient descent achieves small error…

Machine Learning · Computer Science 2021-03-02 Eran Malach , Pritish Kamath , Emmanuel Abbe , Nathan Srebro

We derive minimax adaptive rates for a new, broad class of Tikhonov-regularized learning problems in Hilbert scales under general source conditions. Our analysis does not require the regression function to be contained in the hypothesis…

Statistics Theory · Mathematics 2023-09-19 Prem Talwai , David Simchi-Levi
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