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The local least squares estimator for a regression curve cannot provide optimal results when non-Gaussian noise is present. Both theoretical and empirical evidence suggests that residuals often exhibit distributional properties different…

Machine Learning · Statistics 2025-04-29 Ladan Tazik , James Stafford , John Braun

Random forests are a powerful method for non-parametric regression, but are limited in their ability to fit smooth signals, and can show poor predictive performance in the presence of strong, smooth effects. Taking the perspective of random…

Machine Learning · Statistics 2020-09-08 Rina Friedberg , Julie Tibshirani , Susan Athey , Stefan Wager

This paper proposes a spatial k-nearest neighbor method for nonparametric prediction of real-valued spatial data and supervised classification for categorical spatial data. The proposed method is based on a double nearest neighbor rule…

Statistics Theory · Mathematics 2023-01-02 Mohamed-Salem Ahmed , Mamadou N'diaye , Mohammed Kadi Attouch , Sophie Dabo-Niang

We develop and analyze a principled approach to kernel ridge regression under covariate shift. The goal is to learn a regression function with small mean squared error over a target distribution, based on unlabeled data from there and…

Methodology · Statistics 2025-07-25 Kaizheng Wang

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

Frequency response function (FRF) estimation is a classical subject in system identification. In the past two decades, there have been remarkable advances in developing local methods for this subject, e.g., the local polynomial method,…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Xiaozhu Fang , Yu Xu , Tianshi Chen

Recently, it was demonstrated in [CS2012,CS2013] that the robustness of the classical Non-Local Means (NLM) algorithm [BCM2005] can be improved by incorporating $\ell^p (0 < p \leq 2)$ regression into the NLM framework. This general…

Computer Vision and Pattern Recognition · Computer Science 2015-06-15 Kunal N. Chaudhury

High-dimensional data analysis has been an active area, and the main focuses have been variable selection and dimension reduction. In practice, it occurs often that the variables are located on an unknown, lower-dimensional nonlinear…

Statistics Theory · Mathematics 2012-07-31 Ming-Yen Cheng , Hau-tieng Wu

With the dramatic increase of dimensions in the data representation, extracting latent low-dimensional features becomes of the utmost importance for efficient classification. Aiming at the problems of unclear margin representation and…

Machine Learning · Computer Science 2020-06-16 Liangchen Hu , Wensheng Zhang

Local Fr'echet Regression (LFR) is a nonparametric regression method for settings in which the explanatory variable lies in a Euclidean space and the response variable lies in a metric space. It is used to estimate smooth trajectories in…

Statistics Theory · Mathematics 2025-07-08 Yuki Iida , Hiroshi Shiraishi , Hiroaki Ogata

The k-nearest-neighbor method performs classification tasks for a query sample based on the information contained in its neighborhood. Previous studies into the k-nearest-neighbor algorithm usually achieved the decision value for a class by…

Machine Learning · Computer Science 2018-12-10 Chengsheng Mao , Bin Hu , Lei Chen , Philip Moore , Xiaowei Zhang

This paper develops a class of Bayesian non- and semiparametric methods for estimating regression curves and surfaces. The main idea is to model the regression as locally linear, and then place suitable local priors on the local parameters.…

Methodology · Statistics 2026-02-26 Nils Lid Hjort

Relevance vector machine (RVM) can be seen as a probabilistic version of support vector machines which is able to produce sparse solutions by linearly weighting a small number of basis functions instead using all of them. Regardless of a…

Machine Learning · Computer Science 2019-04-09 Farhood Rismanchian , Karim Rahimian

Learning with Noisy Labels (LNL) has attracted significant attention from the research community. Many recent LNL methods rely on the assumption that clean samples tend to have "small loss". However, this assumption always fails to…

Machine Learning · Computer Science 2022-11-17 MingCai Chen , Yu Zhao , Bing He , Zongbo Han , Bingzhe Wu , Jianhua Yao

We study the covariate shift problem in the context of nonparametric regression over a reproducing kernel Hilbert space (RKHS). We focus on two natural families of covariate shift problems defined using the likelihood ratios between the…

Statistics Theory · Mathematics 2023-06-07 Cong Ma , Reese Pathak , Martin J. Wainwright

One of the most popular methodologies for estimating the average treatment effect at the threshold in a regression discontinuity design is local linear regression (LLR), which places larger weight on units closer to the threshold. We…

Methodology · Statistics 2019-02-01 Zach Branson , Maxime Rischard , Luke Bornn , Luke Miratrix

Kernel logistic regression (KLR) is a widely used supervised learning method for binary and multi-class classification, which provides estimates of the conditional probabilities of class membership for the data points. Unlike other kernel…

Machine Learning · Computer Science 2025-12-23 Antonio Consolo , Andrea Manno , Edoardo Amaldi

Nonparametric regression is a standard statistical tool with increased importance in the Big Data era. Boundary points pose additional difficulties but local polynomial regression can be used to alleviate them. Local linear regression, for…

Other Statistics · Statistics 2017-04-04 Srinjoy Das , Dimitris N. Politis

Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…

Statistics Theory · Mathematics 2025-09-23 Xin Bing , Xin He , Chao Wang

This paper develops a nonparametric density estimator with parametric overtones. Suppose $f(x,\theta)$ is some family of densities, indexed by a vector of parameters $\theta$. We define a local kernel smoothed likelihood function which for…

Methodology · Statistics 2026-04-22 Nils Lid Hjort , M. C. Jones