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This paper proposes a novel non-parametric multidimensional convex regression estimator which is designed to be robust to adversarial perturbations in the empirical measure. We minimize over convex functions the maximum (over Wasserstein…

Statistics Theory · Mathematics 2020-07-28 Jose Blanchet , Peter W. Glynn , Jun Yan , Zhengqing Zhou

In Functional Data Analysis, data are commonly assumed to be smooth functions on a fixed interval of the real line. In this work, we introduce a comprehensive framework for the analysis of functional data, whose domain is a two-dimensional…

Methodology · Statistics 2019-08-02 Eardi Lila , John A. D. Aston

We study nonparametric covariance function estimation for functional data observed with noise at discrete locations on a $d$-dimensional domain. Estimating the covariance function from discretely observed data is a challenging nonparametric…

Statistics Theory · Mathematics 2026-03-25 Yoshikazu Terada , Atsutomo Yara

Conditional estimation given specific covariate values (i.e., local conditional estimation or functional estimation) is ubiquitously useful with applications in engineering, social and natural sciences. Existing data-driven non-parametric…

Machine Learning · Statistics 2020-10-13 Viet Anh Nguyen , Fan Zhang , Jose Blanchet , Erick Delage , Yinyu Ye

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

In this article we propose a locally adaptive strategy for estimating a function from its Exponential Radon Transform (ERT) data, without prior knowledge of the smoothness of functions that are to be estimated. We build a non-parametric…

Statistics Theory · Mathematics 2020-11-16 Anuj Abhishek , Sakshi Arya

We consider the model of nonregular nonparametric regression where smoothness constraints are imposed on the regression function $f$ and the regression errors are assumed to decay with some sharpness level at their endpoints. The aim of…

Statistics Theory · Mathematics 2014-10-02 Moritz Jirak , Alexander Meister , Markus Reiß

We derive asymptotic normality of kernel type deconvolution estimators of the density, the distribution function at a fixed point, and of the probability of an interval. We consider the so called super smooth case where the characteristic…

Statistics Theory · Mathematics 2007-06-13 A. J. van Es , H. -W. Uh

We determine the expected error by smoothing the data locally. Then we optimize the shape of the kernel smoother to minimize the error. Because the optimal estimator depends on the unknown function, our scheme automatically adjusts to the…

Methodology · Statistics 2019-11-19 Kurt S. Riedel , A. Sidorenko

In this work is obtained an explicit form for the perturbation effect on the matrix of regression coefficients on the optimal solution in multiresponse surface methodology. Then, the sensitivity analysis of the optimal solution is studied…

Statistics Theory · Mathematics 2012-07-19 José A. Díaz-García , Francisco J. Caro-Lopera

We consider the recursive estimation of a regression functional where the explanatory variables take values in some functional space. We prove the almost sure convergence of such estimates for dependent functional data. Also we derive the…

Statistics Theory · Mathematics 2013-04-19 Aboubacar Amiri , Baba Thiam

Estimating expected polynomials of density functions from samples is a basic problem with numerous applications in statistics and information theory. Although kernel density estimators are widely used in practice for such functional…

Information Theory · Computer Science 2017-02-13 Weihao Gao , Sewoong Oh , Pramod Viswanath

Estimation of the mean and covariance functions is a fundamental problem in functional data analysis, particularly for discretely observed functional data. In this work, we study a regularization-based framework for estimating the mean and…

Statistics Theory · Mathematics 2026-03-20 Naveen Gupta , Bharath K Sriperumbudur

We address the problem of adaptive minimax density estimation on $\bR^d$ with $\bL_p$--loss on the anisotropic Nikol'skii classes. We fully characterize behavior of the minimax risk for different relationships between regularity parameters…

Statistics Theory · Mathematics 2013-06-19 A. Goldenshluger , O. Lepski

Estimating the innovation probability density is an important issue in any regression analysis. This paper focuses on functional autoregressive models. A residual-based kernel estimator is proposed for the innovation density. Asymptotic…

Methodology · Statistics 2010-05-07 Nadine Hilgert , Bruno Portier

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

We look into the minimax results for the anisotropic two-dimensional functional deconvolution model with the two-parameter fractional Gaussian noise. We derive the lower bounds for the $L^p$-risk, $1 \leq p < \infty$, and taking advantage…

Statistics Theory · Mathematics 2018-12-19 Rida Benhaddou , Qing Liu

We study the conformal type of surfaces spread over the sphere via random quasiconformal maps. Constructing a random Beltrami coefficient on the complex plane, we obtain a locally quasiconformal homeomorphism with prescribed dilatation that…

Complex Variables · Mathematics 2026-03-18 Michael Iofin

The paper studies asymptotic properties of estimators of multidimensional stochastic differential equations driven by Brownian motions from high-frequency discrete data. Consistency and central limit properties of a class of estimators of…

Statistics Theory · Mathematics 2024-11-07 Arnab Ganguly

Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…

Optimization and Control · Mathematics 2022-01-06 Darinka Dentcheva , Yang Lin , Spiridon Penev