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We consider generic stochastic optimization problems in the presence of side information which enables a more insightful decision. The side information constitutes observable exogenous covariates that alter the conditional probability…

Optimization and Control · Mathematics 2021-10-22 Prateek R. Srivastava , Yijie Wang , Grani A. Hanasusanto , Chin Pang Ho

The histogram estimator of a discrete probability mass function often exhibits undesirable properties related to zero probability estimation both within the observed range of counts and outside into the tails of the distribution. To…

Methodology · Statistics 2021-08-19 Alan Huang , Lucas Sippel , Thomas Fung

In this abstract paper, we introduce a new kernel learning method by a nonparametric density estimator. The estimator consists of a group of k-centroids clusterings. Each clustering randomly selects data points with randomly selected…

Machine Learning · Computer Science 2017-08-02 Xiao-Lei Zhang

We analyze the Nystr\"om approximation of a positive definite kernel associated with a probability measure. We first prove an improved error bound for the conventional Nystr\"om approximation with i.i.d. sampling and singular-value…

Numerical Analysis · Mathematics 2023-05-24 Satoshi Hayakawa , Harald Oberhauser , Terry Lyons

We consider nonparametric inference of finite dimensional, potentially non-pathwise differentiable target parameters. In a nonparametric model, some examples of such parameters that are always non pathwise differentiable target parameters…

Statistics Theory · Mathematics 2017-07-14 Aurelien F. Bibaut , Mark J. van der Laan

Many machine learning tasks that involve predicting an output response can be solved by training a weighted regression model. Unfortunately, the predictive power of this type of models may severely deteriorate under low sample sizes or…

Machine Learning · Statistics 2021-10-01 Tam Le , Truyen Nguyen , Makoto Yamada , Jose Blanchet , Viet Anh Nguyen

Directional data consist of observations distributed on a (hyper)sphere, and appear in many applied fields, such as astronomy, ecology, and environmental science. This paper studies both statistical and computational problems of kernel…

Machine Learning · Statistics 2021-10-18 Yikun Zhang , Yen-Chi Chen

We provide new asymptotic theory for kernel density estimators, when these are applied to autoregressive processes exhibiting moderate deviations from a unit root. This fills a gap in the existing literature, which has to date considered…

Statistics Theory · Mathematics 2019-08-19 James A. Duffy

We address the issue of lack-of-fit testing for a parametric quantile regression. We propose a simple test that involves one-dimensional kernel smoothing, so that the rate at which it detects local alternatives is independent of the number…

Statistics Theory · Mathematics 2014-06-13 Samuel Maistre , Pascal Lavergne , Valentin Patilea

In nonparametric classification and regression problems, regularized kernel methods, in particular support vector machines, attract much attention in theoretical and in applied statistics. In an abstract sense, regularized kernel methods…

Machine Learning · Statistics 2011-04-13 Robert Hable

We provide exact asymptotic expressions for the performance of regression by an $L-$layer deep random feature (RF) model, where the input is mapped through multiple random embedding and non-linear activation functions. For this purpose, we…

Machine Learning · Statistics 2023-02-14 David Bosch , Ashkan Panahi , Babak Hassibi

We study in this paper a smoothness regularization method for functional linear regression and provide a unified treatment for both the prediction and estimation problems. By developing a tool on simultaneous diagonalization of two positive…

Statistics Theory · Mathematics 2012-11-13 Ming Yuan , T. Tony Cai

Precise control over dimension of nanocrystals is critical to tune the properties for various applications. However, the traditional control through experimental optimization is slow, tedious and time consuming. Herein a robust deep neural…

Machine Learning · Computer Science 2020-10-28 Xiaoli Liu , Yang Xu , Jiali Li , Xuanwei Ong , Salwa Ali Ibrahim , Tonio Buonassisi , Xiaonan Wang

We study the first gradient descent step on the first-layer parameters $\boldsymbol{W}$ in a two-layer neural network: $f(\boldsymbol{x}) = \frac{1}{\sqrt{N}}\boldsymbol{a}^\top\sigma(\boldsymbol{W}^\top\boldsymbol{x})$, where…

Machine Learning · Statistics 2022-05-04 Jimmy Ba , Murat A. Erdogdu , Taiji Suzuki , Zhichao Wang , Denny Wu , Greg Yang

The focus of modern biomedical studies has gradually shifted to explanation and estimation of joint effects of high dimensional predictors on disease risks. Quantifying uncertainty in these estimates may provide valuable insight into…

Methodology · Statistics 2021-03-09 Zhe Fei , Yi Li

Semicontinuous outcomes occur frequently in health services, insurance, and cost studies. Standard nonparametric density estimators are not well suited to such data because they do not naturally accommodate the mixed structure, the…

Methodology · Statistics 2026-05-06 Guanjie Lyu , Frédéric Ouimet , Cindy Feng

In this article, we consider flat and curved Riemannian symmetric spaces in the complex case and we study their basic integral kernels, in potential and spherical analysis: heat, Newton, Poisson kernels and spherical functions, i.e. the…

Probability · Mathematics 2020-12-22 P. Graczyk , P. Sawyer

We address the issue of computing the non-linear shrinkage formulas for the weighted sample covariance in high dimension. We use theoretical properties of the asymptotic sample spectrum in order to derive the \textit{WeSpeR} algorithm and…

Statistics Theory · Mathematics 2025-09-03 Benoit Oriol

Random smoothing data augmentation is a unique form of regularization that can prevent overfitting by introducing noise to the input data, encouraging the model to learn more generalized features. Despite its success in various…

Machine Learning · Statistics 2023-05-15 Liang Ding , Tianyang Hu , Jiahang Jiang , Donghao Li , Wenjia Wang , Yuan Yao

Delineating the associations between images and a vector of covariates is of central interest in medical imaging studies. To tackle this problem of image response regression, we propose a novel nonparametric approach in the framework of…

Machine Learning · Statistics 2022-03-04 Daiwei Zhang , Lexin Li , Chandra Sripada , Jian Kang
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