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The paper deals with the nonparametric estimation problem at a given fixed point for an autoregressive model with unknown distributed noise. Kernel estimate modifications are proposed. Asymptotic minimax and efficiency properties for…

Statistics Theory · Mathematics 2008-06-19 Ouerdia Arkoun , Serguei Pergamenchtchikov

We present a new active learning algorithm based on nonparametric estimators of the regression function. Our investigation provides probabilistic bounds for the rates of convergence of the generalization error achievable by proposed method…

Statistics Theory · Mathematics 2011-11-03 Stanislav Minsker

Minimax $L_2$ risks for high-dimensional nonparametric regression are derived under two sparsity assumptions: (1) the true regression surface is a sparse function that depends only on $d=O(\log n)$ important predictors among a list of $p$…

Statistics Theory · Mathematics 2015-04-02 Yun Yang , Surya T. Tokdar

The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper, 2007, for estimating a unknown nonparametric regression. We prove that this procedure is asymptotically efficient for a quadratic risk, i.e.…

Statistics Theory · Mathematics 2008-10-08 Leonid Galtchouk , Serguey Pergamenshchikov

A nonparametric and locally adaptive Bayesian estimator is proposed for estimating a binary regression. Flexibility is obtained by modeling the binary regression as a mixture of probit regressions with the argument of each probit regression…

Methodology · Statistics 2007-09-25 Sally Wood , Robert Kohn , Remy Cottet , Wenxin Jiang , Martin Tanner

We propose a new method for functional nonparametric regression with a predictor that resides on a finite-dimensional manifold but is only observable in an infinite-dimensional space. Contamination of the predictor due to discrete/noisy…

Methodology · Statistics 2020-06-08 Zhenhua Lin , Fang Yao

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

Methodology · Statistics 2023-04-07 Matias Salibian-Barrera

Nonparametric estimators of a regression function with circular response and Rd-valued predictor are considered in this work. Local polynomial type estimators are proposed and studied. Expressions for their asymptotic biases and variances…

Transfer learning for nonparametric regression is considered. We first study the non-asymptotic minimax risk for this problem and develop a novel estimator called the confidence thresholding estimator, which is shown to achieve the minimax…

Machine Learning · Statistics 2024-01-24 T. Tony Cai , Hongming Pu

We address the problem of learning an unknown smooth function and its derivatives from noisy pointwise evaluations under the supremum norm. While classical nonparametric regression provides a strong theoretical foundation, traditional…

Machine Learning · Computer Science 2026-03-10 Davide Maran , Marcello Restelli

The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper (2007) for estimation of unknown nonparametric regression. We prove that this procedure is asymptotically efficient for a quadratic risk. It…

Statistics Theory · Mathematics 2008-12-18 Leonid Galtchouk , Serguey Pergamenshchikov

In the multidimensional setting, we consider the errors-in-variables model. We aim at estimating the unknown nonparametric multivariate regression function with errors in the covariates. We devise an adaptive estimator based on projection…

Statistics Theory · Mathematics 2016-01-13 Michaël Chichignoud , Van Ha Hoang , Thanh Mai Pham Ngoc , Vincent Rivoirard

Functional linear regression has recently attracted considerable interest. Many works focus on asymptotic inference. In this paper we consider in a non asymptotic framework a simple estimation procedure based on functional Principal…

Statistics Theory · Mathematics 2013-01-16 Elodie Brunel , André Mas , Angelina Roche

For nonparametric regression with one-sided errors and a boundary curve model for Poisson point processes we consider the problem of efficient estimation for linear functionals. The minimax optimal rate is obtained by an unbiased estimation…

Statistics Theory · Mathematics 2015-09-25 Markus Reiß , Leonie Selk

Predicting scalar outcomes using functional predictors is a classic problem in functional data analysis. In many applications, however, only specific locations or time-points of the functional predictors have an impact on the outcome. Such…

Statistics Theory · Mathematics 2020-07-14 Dominik Poß , Dominik Liebl , Alois Kneip , Hedwig Eisenbarth , Tor D. Wager , Lisa Feldman Barrett

This paper deals with a nonparametric shape respecting estimation method for U-shaped or unimodal functions. A general upper bound for the nonasymptotic L_1-risk of the estimator is given. The method is applied to the shape respecting…

Statistics Theory · Mathematics 2007-06-13 L. Reboul

Variance function estimation in nonparametric regression is considered and the minimax rate of convergence is derived. We are particularly interested in the effect of the unknown mean on the estimation of the variance function. Our results…

Statistics Theory · Mathematics 2008-12-18 Lie Wang , Lawrence D. Brown , T. Tony Cai , Michael Levine

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

Applications · Statistics 2018-03-14 German A. Schnaidt Grez , Brani Vidakovic

This paper develops a general approach for deep learning for a setting that includes nonparametric regression and classification. We perform a framework from data that fulfills a generalized Bernstein-type inequality, including independent,…

Statistics Theory · Mathematics 2025-12-30 William Kengne , Modou Wade

We study a minimax risk of estimating inverse functions on a plane, while keeping an estimator is also invertible. Learning invertibility from data and exploiting an invertible estimator are used in many domains, such as statistics,…

Statistics Theory · Mathematics 2023-12-27 Akifumi Okuno , Masaaki Imaizumi