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We propose two approaches to estimate semiparametric discrete choice models for bundles. Our first approach is a kernel-weighted rank estimator based on a matching-based identification strategy. We establish its complete asymptotic…

Econometrics · Economics 2024-12-18 Fu Ouyang , Thomas T. Yang

In this paper, we consider nonparametric estimation over general Dirichlet metric measure spaces. Unlike the more commonly studied reproducing kernel Hilbert space, whose elements may be defined pointwise, a Dirichlet space typically only…

Statistics Theory · Mathematics 2025-11-27 Prem Talwai , David Simchi-Levi

In observational studies, the observed association between an exposure and outcome of interest may be distorted by unobserved confounding. Causal sensitivity analysis can be used to assess the robustness of observed associations to…

Methodology · Statistics 2025-11-04 Rui Hu , Ted Westling

In biomedical studies, we are often interested in the association between different types of covariates and the times to disease events. Because the relationship between the covariates and event times is often complex, standard survival…

Methodology · Statistics 2024-01-19 Hoi Min Ng , Kin Yau Wong

We study the transformed hazards model with time-dependent covariates observed intermittently for the censored outcome. Existing work assumes the availability of the whole trajectory of the time-dependent covariates, which is unrealistic.…

Methodology · Statistics 2023-09-19 Dayu Sun , Zhuowei Sun , Xingqiu Zhao , Hongyuan Cao

In the framework of nonparametric multivariate function estimation we are interested in structural adaptation. We assume that the function to be estimated has the "single-index" structure where neither the link function nor the index vector…

Statistics Theory · Mathematics 2013-04-30 Oleg Lepski , Nora Serdyukova

The kernel-based method has been successfully applied in linear system identification using stable kernel designs. From a Gaussian process perspective, it automatically provides probabilistic error bounds for the identified models from the…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Roy S. Smith

This paper deals with a nonparametric warped kernel estimator $\widehat b$ of the drift function computed from independent continuous observations of a diffusion process. A risk bound on $\widehat b$ is established. The paper also deals…

Statistics Theory · Mathematics 2024-03-04 Nicolas Marie , Amélie Rosier

Despite the ubiquity of kernel-based clustering, surprisingly few statistical guarantees exist beyond settings that consider strong structural assumptions on the data generation process. In this work, we take a step towards bridging this…

Machine Learning · Computer Science 2021-10-19 Leena Chennuru Vankadara , Sebastian Bordt , Ulrike von Luxburg , Debarghya Ghoshdastidar

Given functional data from a survival process with time-dependent covariates, we derive a smooth convex representation for its nonparametric log-likelihood functional and obtain its functional gradient. From this, we devise a generic…

Machine Learning · Statistics 2021-10-07 Donald K. K. Lee , Ningyuan Chen , Hemant Ishwaran

We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known compactly supported density g with a finite number…

Methodology · Statistics 2012-10-29 Anestis Antoniadis , Marianna Pensky , Theofanis Sapatinas

Tree structured graphical models are powerful at expressing long range or hierarchical dependency among many variables, and have been widely applied in different areas of computer science and statistics. However, existing methods for…

Machine Learning · Statistics 2014-01-17 Le Song , Han Liu , Ankur Parikh , Eric Xing

In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…

Applications · Statistics 2013-04-04 Van Hanh Nguyen , Catherine Matias

Nonparametric regression is a standard statistical tool with increased importance in the Big Data era. Boundary points pose additional difficulties but local polynomial regression can be used to alleviate them. Local linear regression, for…

Other Statistics · Statistics 2017-04-04 Srinjoy Das , Dimitris N. Politis

A completely nonparametric method for the estimation of mixture cure models is proposed. A nonparametric estimator of the incidence is extensively studied and a nonparametric estimator of the latency is presented. These estimators, which…

Methodology · Statistics 2024-01-31 Ana López-Cheda , Ricardo Cao , M. Amalia Jácome , Ingrid Van Keilegom

In this paper we introduce and analyze the learning scenario of \emph{coupled nonlinear dimensionality reduction}, which combines two major steps of machine learning pipeline: projection onto a manifold and subsequent supervised learning.…

Machine Learning · Statistics 2015-11-26 Mehryar Mohri , Afshin Rostamizadeh , Dmitry Storcheus

Additive models play an important role in semiparametric statistics. This paper gives learning rates for regularized kernel based methods for additive models. These learning rates compare favourably in particular in high dimensions to…

Machine Learning · Statistics 2014-05-15 Andreas Christmann , Ding-Xuan Zhou

Nonparametric methods play a central role in modern empirical work. While they provide inference procedures that are more robust to parametric misspecification bias, they may be quite sensitive to tuning parameter choices. We study the…

Statistics Theory · Mathematics 2018-07-27 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell

This paper delves into a nonparametric estimation approach for the interaction function within diffusion-type particle system models. We introduce two estimation methods based upon an empirical risk minimization. Our study encompasses an…

Statistics Theory · Mathematics 2024-02-23 Denis Belomestny , Mark Podolskij , Shi-Yuan Zhou

This paper deals with the nonparametric estimation in heteroscedastic regression $ Y_i=f(X_i)+\xi_i, \: i=1,...,n $, with incomplete information, i.e. each real random variable $ \xi_i $ has a density $ g_{i} $ which is unknown to the…

Statistics Theory · Mathematics 2011-05-10 Michaël Chichignoud
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