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We study the quadratic prediction error method -- i.e., nonlinear least squares -- for a class of time-varying parametric predictor models satisfying a certain identifiability condition. While this method is known to asymptotically achieve…

Statistics Theory · Mathematics 2024-04-17 Charis Stamouli , Ingvar Ziemann , George J. Pappas

This paper studies transfer learning for ridge-regularized robust linear regression in the moderate-dimensional regime, where the number of predictors is of the same order as the sample size and the regression coefficients are not assumed…

Methodology · Statistics 2026-04-14 Lingfeng Lyu , Xiao Guo , Zongqi Liu

While a broad range of techniques have been proposed to tackle distribution shift, the simple baseline of training on an $\textit{undersampled}$ balanced dataset often achieves close to state-of-the-art-accuracy across several popular…

Machine Learning · Computer Science 2023-06-21 Niladri S. Chatterji , Saminul Haque , Tatsunori Hashimoto

High-dimensional time series are a core ingredient of the statistical modeling toolkit, for which numerous estimation methods are known.But when observations are scarce or corrupted, the learning task becomes much harder.The question is:…

Signal Processing · Electrical Eng. & Systems 2022-05-06 Guillaume Dalle , Yohann de Castro

Linear discriminant analysis is a widely used method for classification. However, the high dimensionality of predictors combined with small sample sizes often results in large classification errors. To address this challenge, it is crucial…

Machine Learning · Statistics 2025-01-09 Hongzhe Zhang , Arnab Auddy , Hongzhe Lee

This paper studies nonparametric regression with repeated measurements when the response in the target domain is unobservable or costly to collect. We adopt a transfer learning framework that leverages a source domain with observable…

Methodology · Statistics 2026-05-26 Yingxuan Wang , Xiangyu Xing , Wangli Xu

Deep neural network is a state-of-art method in modern science and technology. Much statistical literature have been devoted to understanding its performance in nonparametric estimation, whereas the results are suboptimal due to a redundant…

Machine Learning · Computer Science 2021-08-18 Ruiqi Liu , Ben Boukai , Zuofeng Shang

This paper studies the problem of nonparametric estimation of a smooth function with data distributed across multiple machines. We assume an independent sample from a white noise model is collected at each machine, and an estimator of the…

Machine Learning · Statistics 2018-06-26 Yuancheng Zhu , John Lafferty

Theory and algorithms are developed for detecting changes in the distribution of statistically periodic random processes. The statistical periodicity is modeled using independent and periodically identically distributed processes, a new…

Signal Processing · Electrical Eng. & Systems 2019-08-14 Taposh Banerjee , Prudhvi Gurram , Gene Whipps

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

Statistics Theory · Mathematics 2025-08-04 Jelena Bradic , Victor Chernozhukov , Whitney K. Newey , Yinchu Zhu

In the setting of nonparametric regression, we propose and study a combination of stochastic gradient methods with Nystr\"om subsampling, allowing multiple passes over the data and mini-batches. Generalization error bounds for the studied…

Machine Learning · Statistics 2017-10-24 Junhong Lin , Lorenzo Rosasco

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

Latent space model plays a crucial role in network analysis, and accurate estimation of latent variables is essential for downstream tasks such as link prediction. However, the large number of parameters to be estimated presents a…

Methodology · Statistics 2025-09-22 Kuangnan Fang , Ruixuan Qin , Xinyan Fan

Multi-task learning is effective for related applications, but its performance can deteriorate when the target sample size is small. Transfer learning can borrow strength from related studies; yet, many existing methods rely on restrictive…

Machine Learning · Computer Science 2026-04-23 Boxin Zhao , Mladen Kolar , Jinchi Lv

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

In this paper, we explore the knowledge transfer under the setting of matrix completion, which aims to enhance the estimation of a low-rank target matrix with auxiliary data available. We propose a transfer learning procedure given prior…

Machine Learning · Statistics 2025-07-04 Dali Liu , Haolei Weng

We propose a scalable method for semi-supervised (transductive) learning from massive network-structured datasets. Our approach to semi-supervised learning is based on representing the underlying hypothesis as a graph signal with small…

Machine Learning · Computer Science 2016-11-03 Alexander Jung , Alfred O. Hero , Alexandru Mara , Sabeur Aridhi

Representation learning plays a crucial role in automated feature selection, particularly in the context of high-dimensional data, where non-parametric methods often struggle. In this study, we focus on supervised learning scenarios where…

Methodology · Statistics 2024-08-08 Bertille Follain , Francis Bach

We consider a wavelet thresholding approach to adaptive variance function estimation in heteroscedastic nonparametric regression. A data-driven estimator is constructed by applying wavelet thresholding to the squared first-order differences…

Statistics Theory · Mathematics 2008-10-28 T. Tony Cai , Lie Wang

Collaborative learning through latent shared feature representations enables heterogeneous clients to train personalized models with improved performance and reduced sample complexity. Despite empirical success and extensive study, the…

Machine Learning · Computer Science 2025-11-25 Xiaochun Niu , Lili Su , Jiaming Xu , Pengkun Yang
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