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Nonparametric mean function regression with repeated measurements serves as a cornerstone for many statistical branches, such as longitudinal/panel/functional data analysis. In this work, we investigate this problem using fully connected…

Statistics Theory · Mathematics 2025-02-27 Shunxing Yan , Fang Yao , Hang Zhou

The success of deep learning has inspired recent interests in applying neural networks in statistical inference. In this paper, we investigate the use of deep neural networks for nonparametric regression with measurement errors. We propose…

Machine Learning · Statistics 2020-07-16 Zhirui Hu , Zheng Tracy Ke , Jun S Liu

We consider nonparametric regression under covariate shift, where we observe samples from both the target distribution and a related but distinct source distribution. We introduce a novel object, the transfer function, and show that…

Statistics Theory · Mathematics 2026-03-09 Petr Zamolodtchikov

This paper focuses on the problem of unbounded density ratio estimation -- an understudied yet critical challenge in statistical learning -- and its application to covariate shift adaptation. Much of the existing literature assumes that the…

Machine Learning · Statistics 2026-04-01 Ren-Rui Liu , Jun Fan , Lei Shi , Zheng-Chu Guo

Consider the multivariate nonparametric regression model. It is shown that estimators based on sparsely connected deep neural networks with ReLU activation function and properly chosen network architecture achieve the minimax rates of…

Statistics Theory · Mathematics 2020-09-15 Johannes Schmidt-Hieber

In dynamic decision-making scenarios across business and healthcare, leveraging sample trajectories from diverse populations can significantly enhance reinforcement learning (RL) performance for specific target populations, especially when…

Machine Learning · Statistics 2025-04-15 Jinhang Chai , Elynn Chen , Jianqing Fan

The main challenge that sets transfer learning apart from traditional supervised learning is the distribution shift, reflected as the shift between the source and target models and that between the marginal covariate distributions. In this…

Machine Learning · Statistics 2024-04-02 Zelin He , Ying Sun , Jingyuan Liu , Runze Li

The density ratio is an important metric for evaluating the relative likelihood of two probability distributions, with extensive applications in statistics and machine learning. However, existing estimation theories for density ratios often…

Machine Learning · Statistics 2025-04-03 Shuntuo Xu , Zhou Yu , Jian Huang

Consider a scenario where we have access to train data with both covariates and outcomes while test data only contains covariates. In this scenario, our primary aim is to predict the missing outcomes of the test data. With this objective in…

Methodology · Statistics 2024-10-29 Masahiro Kato , Kota Matsui , Ryo Inokuchi

In this paper, we consider robust nonparametric regression using deep neural networks with ReLU activation function. While several existing theoretically justified methods are geared towards robustness against identical heavy-tailed noise…

Methodology · Statistics 2023-11-01 Juntong Chen

We study nonparametric regression under covariate shift with structured data, where a small amount of labeled target data is supplemented by a large labeled source dataset. In many real-world settings, the covariates in the target domain…

Statistics Theory · Mathematics 2025-07-02 Yuyao Wang , Nabarun Deb , Debarghya Mukherjee

In this work, we propose a deep learning-based method to perform semiparametric regression analysis for spatially dependent data. To be specific, we use a sparsely connected deep neural network with rectified linear unit (ReLU) activation…

Machine Learning · Statistics 2023-12-19 Kexuan Li , Jun Zhu , Anthony R. Ives , Volker C. Radeloff , Fangfang Wang

This paper investigates the convergence properties of spectral algorithms -- a class of regularization methods originating from inverse problems -- under covariate shift. In this setting, the marginal distributions of inputs differ between…

Machine Learning · Statistics 2025-09-08 Ren-Rui Liu , Zheng-Chu Guo

Transfer learning aims to improve performance on a target task by leveraging information from related source tasks. We propose a nonparametric regression transfer learning framework that explicitly models heterogeneity in the source-target…

Statistics Theory · Mathematics 2026-03-19 Hélène Halconruy , Benjamin Bobbia , Paul Lejamtel

The presence of distribution shifts poses a significant challenge for deploying modern machine learning models in real-world applications. This work focuses on the target shift problem in a regression setting (Zhang et al., 2013; Nguyen et…

Machine Learning · Statistics 2024-01-30 Hwanwoo Kim , Xin Zhang , Jiwei Zhao , Qinglong Tian

In this paper, we study the properties of robust nonparametric estimation using deep neural networks for regression models with heavy tailed error distributions. We establish the non-asymptotic error bounds for a class of robust…

Statistics Theory · Mathematics 2021-07-23 Guohao Shen , Yuling Jiao , Yuanyuan Lin , Jian Huang

We propose a framework for learning calibrated uncertainties under domain shifts, where the source (training) distribution differs from the target (test) distribution. We detect such domain shifts via a differentiable density ratio…

Machine Learning · Computer Science 2024-02-07 Haoxuan Wang , Zhiding Yu , Yisong Yue , Anima Anandkumar , Anqi Liu , Junchi Yan

Though deep neural networks have achieved impressive success on various vision tasks, obvious performance degradation still exists when models are tested in out-of-distribution scenarios. In addressing this limitation, we ponder that the…

Computer Vision and Pattern Recognition · Computer Science 2023-01-18 Xiaotong Li , Zixuan Hu , Jun Liu , Yixiao Ge , Yongxing Dai , Ling-Yu Duan

This work studies approximation based on single-hidden-layer feedforward and recurrent neural networks with randomly generated internal weights. These methods, in which only the last layer of weights and a few hyperparameters are optimized,…

Probability · Mathematics 2021-02-17 Lukas Gonon , Lyudmila Grigoryeva , Juan-Pablo Ortega

In this work, we demonstrate that a major limitation of regression using a mean-squared error loss is its sensitivity to the scale of its targets. This makes learning settings consisting of target's whose values take on varying scales…

Machine Learning · Computer Science 2023-01-20 Adam Khakhar , Jacob Buckman
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