Related papers: Nonparametric Regression via Tree-Guided Feature A…

We consider nonparametric prediction with multiple covariates, in particular categorical or functional predictors, or a mixture of both. The method proposed bases on an extension of the Nadaraya-Watson estimator where a kernel function is…

Regression trees and their ensemble methods are popular methods for nonparametric regression: they combine strong predictive performance with interpretable estimators. To improve their utility for locally smooth response surfaces, we study…

This paper derives limit properties of nonparametric kernel regression estimators without requiring existence of density for regressors in $\mathbb{R}^{q}.$ In functional regression limit properties are established for multivariate…

High-dimensional compositional covariates, often derived from count data, are subject to measurement error and are frequently analyzed after aggregation along a prespecified tree to improve interpretability in applications such as…

We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…

Associated kernels have been introduced to improve the classical continuous kernels for smoothing any functional on several kinds of supports such as bounded continuous and discrete sets. This work deals with the effects of combined…

We consider the problem of non-parametric regression with a potentially large number of covariates. We propose a convex, penalized estimation framework that is particularly well-suited for high-dimensional sparse additive models. The…

Selecting important features in non-linear or kernel spaces is a difficult challenge in both classification and regression problems. When many of the features are irrelevant, kernel methods such as the support vector machine and kernel…

In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to flexibly combine individual regression estimators $r_1, r_2, \ldots, r_M$ using a weighted average where the weights are defined…

The celebrated Nadaraya-Watson kernel estimator is among the most studied method for nonparametric regression. A classical result is that its rate of convergence depends on the number of covariates and deteriorates quickly as the dimension…

While balancing covariates between groups is central for observational causal inference, selecting which features to balance remains a challenging problem. Kernel balancing is a promising approach that first estimates a kernel that captures…

We propose a new method for the simultaneous selection and estimation of multivariate sparse additive models with correlated errors. Our method called Covariance Assisted Multivariate Penalized Additive Regression (CoMPAdRe) simultaneously…

Penalization schemes like Lasso or ridge regression are routinely used to regress a response of interest on a high-dimensional set of potential predictors. Despite being decisive, the question of the relative strength of penalization is…

Route alignment design in surveying and transportation engineering frequently involves fixed waypoint constraints, where a path must precisely traverse specific coordinates. While existing literature primarily relies on geometric…

We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the…

Analysis of sample survey data often requires adjustments to account for missing data in the outcome variables of principal interest. Standard adjustment methods based on item imputation or on propensity weighting factors rely heavily on…

Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data,…

In this paper, we investigate adaptive nonlinear regression and introduce tree based piecewise linear regression algorithms that are highly efficient and provide significantly improved performance with guaranteed upper bounds in an…

We develop a new approach for feature selection via gain penalization in tree-based models. First, we show that previous methods do not perform sufficient regularization and often exhibit sub-optimal out-of-sample performance, especially…

We propose a new estimator for nonparametric binary choice models that does not impose a parametric structure on either the systematic function of covariates or the distribution of the error term. A key advantage of our approach is its…