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The kernel smoothing with large bandwidth values causes oversmoothing or underfitting in general. However, when irrelevant variables are included, the corresponding large bandwidth values are known to have an effect of shrinking them. This…

Statistics Theory · Mathematics 2026-03-05 Taku Moriyama

Kernel smoothing is a widely used nonparametric method in modern statistical analysis. The problem of efficiently conducting kernel smoothing for a massive dataset on a distributed system is a problem of great importance. In this work, we…

Computation · Statistics 2024-10-08 Yuan Gao , Rui Pan , Feng Li , Riquan Zhang , Hansheng Wang

We define a numerical method that provides a non-parametric estimation of the kernel shape in symmetric multivariate Hawkes processes. This method relies on second order statistical properties of Hawkes processes that relate the covariance…

Trading and Market Microstructure · Quantitative Finance 2015-06-03 E. Bacry , K. Dayri , J. F. Muzy

This paper concerns the estimation of the regression function at a given point in nonparametric heteroscedastic models with Gaussian noise or with noise having unknown distribution. In the two cases an asymptotically efficient kernel…

Statistics Theory · Mathematics 2007-11-30 Jean-Yves Brua

In the autoencoder based anomaly detection paradigm, implementing the autoencoder in edge devices capable of learning in real-time is exceedingly challenging due to limited hardware, energy, and computational resources. We show that these…

Mesoscale and Nanoscale Physics · Physics 2025-08-27 Muhammad Sabbir Alam , Walid Al Misba , Jayasimha Atulasimha

Spectral data is routinely broadened in order to improve appearance, approximate a higher sampling level or model experimental measurement effects. While there has been extensive work in the signal processing field to develop efficient…

Materials Science · Physics 2023-09-22 Jessica Farmer , Adam J. Jackson

Kernel ridge regression (KRR) is a popular class of machine learning models that has become an important tool for understanding deep learning. Much of the focus thus far has been on studying the proportional asymptotic regime, $n \asymp d$,…

Machine Learning · Statistics 2025-10-07 Parthe Pandit , Zhichao Wang , Yizhe Zhu

Density estimation in high-dimensional settings is an important and challenging statistical problem.Traditional methods based on kernel smoothing are inefficient in high dimensions due to the difficulties in specifying appropriate…

Machine Learning · Statistics 2026-05-14 Ruitong Zhang , Ke Deng

We present estimators for smooth Hilbert-valued parameters, where smoothness is characterized by a pathwise differentiability condition. When the parameter space is a reproducing kernel Hilbert space, we provide a means to obtain efficient,…

Statistics Theory · Mathematics 2023-09-28 Alex Luedtke , Incheoul Chung

Functional data analysis almost always involves smoothing discrete observations into curves, because they are never observed in continuous time and rarely without error. Although smoothing parameters affect the subsequent inference,…

Methodology · Statistics 2025-04-07 Sunny G. W. Wang , Valentin Patilea , Nicolas Klutchnikoff

In this paper, we propose a Network-Weighted Functional Regression (NWFR) model, an extension of Spatially Weighted Functional Regression (SWFR) to functional data defined on network-structured settings. To asses predictive uncertainity, we…

Methodology · Statistics 2025-06-02 Elvira Romano , Antonio Irpino , Claire Miller

It is well-known that the high computational complexity and the insufficient samples in large-scale array signal processing restrict the real-world applications of the conventional full-dimensional adaptive beamforming (sample matrix…

Information Theory · Computer Science 2014-05-20 Hu Xie , Da-Zheng Feng , Ming-Dong Yuan

We investigate the efficiency of k-means in terms of both statistical and computational requirements. More precisely, we study a Nystr\"om approach to kernel k-means. We analyze the statistical properties of the proposed method and show…

Machine Learning · Statistics 2019-08-28 Daniele Calandriello , Lorenzo Rosasco

A kernel based procedure for correcting experimental data for distortions due to the finite resolution and limited detector acceptance is presented. The unfolding problem is known to be an ill-posed problem that can not be solved without…

Data Analysis, Statistics and Probability · Physics 2012-09-19 N. D. Gagunashvili , M. Schmelling

In the context of nonparametric regression, we study conditions under which the consistency (and rates of convergence) of estimators built from discretely sampled curves can be derived from the consistency of estimators based on the…

Statistics Theory · Mathematics 2017-05-29 Forzani Liliana , Fraiman Ricardo , Llop Pamela

The most direct way to express arbitrary dependencies in datasets is to estimate the joint distribution and to apply afterwards the argmax-function to obtain the mode of the corresponding conditional distribution. This method is in practice…

Machine Learning · Statistics 2008-11-24 Steffen Kuehn

Under the frequency domain framework for weakly dependent functional time series, a key element is the spectral density kernel which encapsulates the second-order dynamics of the process. We propose a class of spectral density kernel…

Statistics Theory · Mathematics 2018-12-11 Tingyi Zhu , Dimitris N. Politis

As modern machine learning models continue to advance the computational frontier, it has become increasingly important to develop precise estimates for expected performance improvements under different model and data scaling regimes.…

Machine Learning · Computer Science 2023-06-13 Lechao Xiao , Hong Hu , Theodor Misiakiewicz , Yue M. Lu , Jeffrey Pennington

It is believed that one of the first useful applications for a quantum computer will be the preparation of groundstates of molecular Hamiltonians. A crucial task involving state preparation and readout is obtaining physical observables of…

This study introduces a debiasing method for regression estimators, including high-dimensional and nonparametric regression estimators. For example, nonparametric regression methods allow for the estimation of regression functions in a…

Machine Learning · Statistics 2024-11-27 Masahiro Kato