Related papers: Approximation, characterization, and continuity of…
We establish a quantitative normal approximation result for sums of random variables with multilevel local dependencies. As a corollary, we obtain a quantitative normal approximation result for linear functionals of random fields which may…
This paper explores the connection between classical isoperimetric inequalities, their directed analogues, and monotonicity testing. We study the setting of real-valued functions $f : [0,1]^d \to \mathbb{R}$ on the solid unit cube, where…
We study the asymptotics in $L^2$ for complexity penalized least squares regression for the discrete approximation of finite-dimensional signals on continuous domains - e.g. images - by piecewise smooth functions. We introduce a fairly…
The problem of recovering a moment-determinate multivariate function $f$ via its moment sequence is studied. Under mild conditions on $f$, the point-wise and $L_1$-rates of convergence for the proposed constructions are established. The…
We propose a new method for estimating the minimizer $\boldsymbol{x}^*$ and the minimum value $f^*$ of a smooth and strongly convex regression function $f$ from the observations contaminated by random noise. Our estimator $\boldsymbol{z}_n$…
Isotonic regression or monotone function estimation is a problem of estimating function values under monotonicity constraints, which appears naturally in many scientific fields. This paper proposes a new Bayesian method with global-local…
In this paper, a functional partial quantile regression approach, a quantile regression analog of the functional partial least squares regression, is proposed to estimate the function-on-function linear quantile regression model. A partial…
Quantile regression is a powerful statistical methodology that complements the classical linear regression by examining how covariates influence the location, scale, and shape of the entire response distribution and offering a global view…
Functional quadratic regression models postulate a polynomial relationship between a scalar response rather than a linear one. As in functional linear regression, vertical and specially high-leverage outliers may affect the classical…
We present a framework for performing efficient regression in general metric spaces. Roughly speaking, our regressor predicts the value at a new point by computing a Lipschitz extension --- the smoothest function consistent with the…
Linear regression and classification methods with repeated functional data are considered. For each statistical unit in the sample, a real-valued parameter is observed over time under different conditions related by some neighborhood…
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…
In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…
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…
We consider estimation of mean and covariance functions of functional snippets, which are short segments of functions possibly observed irregularly on an individual specific subinterval that is much shorter than the entire study interval.…
In the present paper, we propose and analyze a novel method for estimating a univariate regression function of bounded variation. The underpinning idea is to combine two classical tools in nonparametric statistics, namely isotonic…
This is paper for the smooth function approximation by neural networks (NN). Mathematical or physical functions can be replaced by NN models through regression. In this study, we get NNs that generate highly accurate and highly smooth…
We propose simultaneous mean-variance regression for the linear estimation and approximation of conditional mean functions. In the presence of heteroskedasticity of unknown form, our method accounts for varying dispersion in the regression…
This paper investigates the stability of the least squares approximation $P_m^n$ within the univariate polynomial space of degree $m$, denoted by ${\mathbb P}_m$. The approximation $P_m^n$ entails identifying a polynomial in ${\mathbb P}_m$…
In this short, conceptual paper we observe that essentially the same mathematics applies in three contexts with disparate literatures: (1) sigmoidal and RBF approximation of smooth functions, (2) rational approximation of analytic functions…