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We obtain minimax-optimal convergence rates in the supremum norm, including information-theoretic lower bounds, for estimating the covariance kernel of a stochastic process which is repeatedly observed at discrete, synchronous design…

Statistics Theory · Mathematics 2025-09-03 Max Berger , Hajo Holzmann

We consider the estimation of the slope function in functional linear regression, where scalar responses are modeled in dependence of random functions. Cardot and Johannes [J. Multivariate Anal. 101 (2010) 395-408] have shown that a…

Statistics Theory · Mathematics 2013-02-19 Fabienne Comte , Jan Johannes

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Statistics Theory · Mathematics 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

This article is dedicated to the estimation of the regression function when the explanatory variable is a weakly dependent process whose correlation coefficient exhibits exponential decay and has a known bounded density function. The…

Statistics Theory · Mathematics 2025-07-17 Karine Bertin , Lisandro Fermin , Miguel Padrino

In this paper, we study a smoothness regularization method for a varying coefficient model based on sparse and irregularly sampled functional data which is contaminated with some measurement errors. We estimate the one-dimensional…

Methodology · Statistics 2017-11-28 Behdad Mostafaiy

In recent years, transfer learning has garnered significant attention. Its ability to leverage knowledge from related studies to improve generalization performance in a target study has made it highly appealing. This paper focuses on…

Machine Learning · Statistics 2025-10-30 Chao Wang , Caixing Wang , Xin He , Xingdong Feng

In this paper, we consider a partial deconvolution kernel estimator for nonparametric regression when some covariates are measured with error while others are observed without error. We focus on a general and realistic setting in which the…

Statistics Theory · Mathematics 2026-01-29 Baba Thiam

We consider the problem of estimating the slope parameter in functional linear instrumental regression, where in the presence of an instrument W, i.e., an exogenous random function, a scalar response Y is modeled in dependence of an…

Statistics Theory · Mathematics 2016-03-16 Jan Johannes

We present a novel approach to learn a kernel-based regression function. It is based on the useof conical combinations of data-based parameterized kernels and on a new stochastic convex optimization procedure of which we establish…

Machine Learning · Computer Science 2012-01-13 Pierre Machart , Thomas Peel , Liva Ralaivola , Sandrine Anthoine , Hervé Glotin

We propose in this work to derive a CLT in the functional linear regression model to get confidence sets for prediction based on functional linear regression. The main difficulty is due to the fact that estimation of the functional…

Statistics Theory · Mathematics 2016-08-16 Hervé Cardot , André Mas , Pascal Sarda

In this paper, a regression algorithm based on Green's function theory is proposed and implemented. We first survey Green's function for the Dirichlet boundary value problem of 2nd order linear ordinary differential equation, which is a…

Machine Learning · Statistics 2020-04-15 Tomoko Nagai

For the conditional mean function of panel count model with time-varying coefficients, we propose to use local kernel regression method for estimation. Partial log-likelihood with local polynomial is formed for estimation. Under some…

Statistics Theory · Mathematics 2019-03-26 Yang Wang , Zhangsheng Yu

In the context of statistical supervised learning, the noiseless linear model assumes that there exists a deterministic linear relation $Y = \langle \theta_*, X \rangle$ between the random output $Y$ and the random feature vector $\Phi(U)$,…

Machine Learning · Computer Science 2020-10-28 Raphaël Berthier , Francis Bach , Pierre Gaillard

We propose a novel procedure for estimating and conducting inference on average marginal effects in partially linear instrumental regressions using Reproducing Kernel Hilbert Space methods. Our procedure relies on a single regularization…

Econometrics · Economics 2026-04-14 Lucas Girard , Elia Lapenta

This paper investigates a general regularization framework for unsupervised domain adaptation in vector-valued regression under the covariate shift assumption, utilizing vector-valued reproducing kernel Hilbert spaces (vRKHS). Covariate…

Statistics Theory · Mathematics 2026-01-30 Markus Holzleitner , Sergiy Pereverzyev , Sergei V. Pereverzyev , Vaibhav Silmana , S. Sivananthan

Optimal experimental design seeks to determine the most informative allocation of experiments to infer an unknown statistical quantity. In this work, we investigate the optimal design of experiments for {\em estimation of linear functionals…

Artificial Intelligence · Computer Science 2023-01-18 Mojmír Mutný , Andreas Krause

While quantum annealing (QA) has been developed for combinatorial optimization, practical QA devices operate at finite temperature and under noise, and their outputs can be regarded as stochastic samples close to a Gibbs--Boltzmann…

Quantum Physics · Physics 2026-01-14 Yasushi Hasegawa , Masayuki Ohzeki

High-dimensional functional data have become increasingly prevalent in modern applications such as high-frequency financial data and neuroimaging data analysis. We investigate a class of high-dimensional linear regression models, where each…

Methodology · Statistics 2025-11-06 Xingche Guo , Yehua Li , Tailen Hsing

A mathematical model for variable selection in functional regression models with scalar response is proposed. By "variable selection" we mean a procedure to replace the whole trajectories of the functional explanatory variables with their…

Methodology · Statistics 2017-04-21 José R. Berrendero , Beatriz Bueno-Larraz , Antonio Cuevas

We link conditional generative modelling to quantile regression. We propose a suitable loss function and derive minimax convergence rates for the associated risk under smoothness assumptions imposed on the conditional distribution. To…

Statistics Theory · Mathematics 2024-09-09 Johannes Schmidt-Hieber , Petr Zamolodtchikov