Related papers: Functional Output Regression with Infimal Convolut…
In this paper we describe a probabilistic method for estimating the position of an object along with its covariance matrix using neural networks. Our method is designed to be robust to outliers, have bounded gradients with respect to the…
For some special data in reality, such as the genetic data, adjacent genes may have the similar function. Thus ensuring the smoothness between adjacent genes is highly necessary. But, in this case, the standard lasso penalty just doesn't…
In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…
We show how a rescaling of fractional operators with bounded kernels may help circumvent their documented deficiencies, for example, the inconsistency at zero or the lack of inverse integral operator. On the other hand, we build a novel…
High-dimensional functional data are becoming increasingly common in fields such as environmental monitoring and neuroimaging. This paper studies high-dimensional functional linear regression models that relate a scalar response to…
This work focuses on the issue of variable selection in functional regression. Unlike most work in this framework, our approach does not select isolated points in the definition domain of the predictors, nor does it rely on the expansion of…
As one of the triumphs and milestones of robust statistics, Huber regression plays an important role in robust inference and estimation. It has also been finding a great variety of applications in machine learning. In a parametric setup, it…
This paper proposes a multivariate nonlinear function-on-function regression model, which allows both the response and the covariates can be multi-dimensional functions. The model is built upon the multivariate functional reproducing kernel…
Nonparametric regression subject to convexity or concavity constraints is increasingly popular in economics, finance, operations research, machine learning, and statistics. However, the conventional convex regression based on the least…
Many problems in robotics, such as estimating the state from noisy sensor data or aligning two point clouds, can be posed and solved as least-squares problems. Unfortunately, vanilla nonminimal solvers for least-squares problems are…
This study considers regression analysis of a circular response with an error-prone linear covariate. Starting with an existing estimator of the circular regression function that assumes error-free covariate, three approaches are proposed…
The logistic loss (a.k.a. cross-entropy loss) is one of the most popular loss functions used for multiclass classification. It is also the loss function of choice for next-token prediction in language modeling. It is associated with the…
This paper fortifies the recently introduced hierarchical-optimization recursive least squares (HO-RLS) against outliers which contaminate infrequently linear-regression models. Outliers are modeled as nuisance variables and are estimated…
The existing Fr\'echet regression is actually defined within a linear framework, since the weight function in the Fr\'echet objective function is linearly defined, and the resulting Fr\'echet regression function is identified to be a linear…
This paper addresses the covariate shift problem in the context of nonparametric regression within reproducing kernel Hilbert spaces (RKHSs). Covariate shift arises in supervised learning when the input distributions of the training and…
We introduce a tunable loss function called $\alpha$-loss, parameterized by $\alpha \in (0,\infty]$, which interpolates between the exponential loss ($\alpha = 1/2$), the log-loss ($\alpha = 1$), and the 0-1 loss ($\alpha = \infty$), for…
This paper deals with robust marginal estimation under a general regression model when missing data occur in the response and also in some of covariates. The target is a marginal location parameter which is given through an $M-$functional.…
Polynomial regression is a recurrent problem with a large number of applications. In computer vision it often appears in motion analysis. Whatever the application, standard methods for regression of polynomial models tend to deliver biased…
We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…
This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…