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Related papers: On adaptive estimation of linear functionals

200 papers

Multimodal representation learning is fundamentally about transforming incomparable modalities into comparable representations. While prior research primarily focused on explicitly aligning these representations through targeted learning…

Machine Learning · Computer Science 2025-06-16 Megan Tjandrasuwita , Chanakya Ekbote , Liu Ziyin , Paul Pu Liang

We deal with the boundedness properties of higher order commutators related to some generalizations of the multilinear fractional integral operator of order $m$, $I_\alpha ^m$, from a product of weighted Lebesgue spaces into adequate…

Classical Analysis and ODEs · Mathematics 2022-10-07 Fabio Berra , Gladis Pradolini , Jorgelina Recchi

In this article we study a class of parameters with the so-called `mixed bias property'. For parameters with this property, the bias of the semiparametric efficient one step estimator is equal to the mean of the product of the estimation…

Statistics Theory · Mathematics 2019-05-07 Andrea Rotnitzky , Ezequiel Smucler , James M. Robins

We obtain order estimates of approximation of classes $B^{\Omega}_{p,\theta}$ of periodic functions of many variables in the space $L_q$ by using operators of orthogonal projection as well as linear operators subjected to some conditions.

Functional Analysis · Mathematics 2012-12-04 A. F. Konogray

This paper introduces a new computational methodology for determining a-posteriori multi-objective error estimates for finite-element approximations, and for constructing corresponding (quasi-)optimal adaptive refinements of finite-element…

Numerical Analysis · Mathematics 2016-11-23 E. H. van Brummelen , S. Zhuk , G. J. van Zwieten

We consider a spatial functional linear regression, where a scalar response is related to a square integrable spatial functional process. We use a smoothing spline estimator for the functional slope parameter and establish a finite sample…

Statistics Theory · Mathematics 2019-08-07 Stéphane Bouka , Sophie Dabo-Niang , Guy Martial Nkiet

This paper continues the research started in \cite{LW16}. In the framework of the convolution structure density model on $\bR^d$, we address the problem of adaptive minimax estimation with $\bL_p$--loss over the scale of anisotropic…

Statistics Theory · Mathematics 2017-04-17 Oleg Lepski , Thomas Willer

In this paper we study the problem of adaptive estimation of a multivariate function satisfying some structural assumption. We propose a novel estimation procedure that adapts simultaneously to unknown structure and smoothness of the…

Statistics Theory · Mathematics 2007-05-23 A. Goldenhsluger , O. Lepski

We consider the problem of estimating the slope parameter in functional linear instrumental regression, where in the presence of an instrument W, i.e., an exogenous random function, a scalar response Y is modeled in dependence of an…

Statistics Theory · Mathematics 2016-03-16 Jan Johannes

When predictive models are used to support complex and important decisions, the ability to explain a model's reasoning can increase trust, expose hidden biases, and reduce vulnerability to adversarial attacks. However, attempts at…

Machine Learning · Computer Science 2019-07-11 Dimitris Bertsimas , Arthur Delarue , Patrick Jaillet , Sebastien Martin

This paper investigates the nonparametric estimation of a circular regression function in an errors-in-variables framework. Two settings are studied, depending on whether the covariates are circular or linear. Adaptive estimators are…

Statistics Theory · Mathematics 2025-08-27 Tien Dat Nguyen , Thanh Mai Pham Ngoc

The modal factor model represents a new factor model for dimension reduction in high dimensional panel data. Unlike the approximate factor model that targets for the mean factors, it captures factors that influence the conditional mode of…

Econometrics · Economics 2024-10-01 Zhe Sun , Yundong Tu

In this paper, we propose a model averaging approach for addressing model uncertainty in the context of partial linear functional additive models. These models are designed to describe the relation between a response and mixed-types of…

Methodology · Statistics 2023-06-12 Shishi Liu , Jingxiao Zhang

We examine the supervised learning problem in its continuous setting and give a general optimality condition through techniques of functional analysis and the calculus of variations. This enables us to solve the optimality condition for the…

Machine Learning · Computer Science 2018-07-13 Carlos David Brito Pacheco , Carlos Francisco Brito Loeza

We deal with the problem of the adaptive estimation of the $\mathbb{L}_2$-norm of a probability density on $\mathbb{R}^d$, $d\geq 1$, from independent observations. The unknown density is assumed to be uniformly bounded and to belong to the…

Statistics Theory · Mathematics 2024-05-28 Galatia Cleanthous , Athanasios G. Georgiadis , Oleg V. Lepski

We consider a linear model where the coefficients - intercept and slopes - are random with a law in a nonparametric class and independent from the regressors. Identification often requires the regressors to have a support which is the whole…

Statistics Theory · Mathematics 2020-06-22 Christophe Gaillac , Eric Gautier

Many complex engineering systems consist of multiple subsystems that are developed by different teams of engineers. To analyse, simulate and control such complex systems, accurate yet computationally efficient models are required. Modular…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Lars A. L. Janssen , Bart Besselink , Rob H. B. Fey , Nathan van de Wouw

Numerous studies have been devoted to the estimation and inference problems for functional linear models (FLM). However, few works focus on model checking problem that ensures the reliability of results. Limited tests in this area do not…

Methodology · Statistics 2022-06-07 Enze Shi , Yi Liu , Ke Sun , Lingzhu Li , Linglong Kong

This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit…

Statistics Theory · Mathematics 2007-06-13 Cun-Hui Zhang

Estimation and inference in statistics pose significant challenges when data are collected adaptively. Even in linear models, the Ordinary Least Squares (OLS) estimator may fail to exhibit asymptotic normality for single coordinate…

Statistics Theory · Mathematics 2023-10-31 Licong Lin , Mufang Ying , Suvrojit Ghosh , Koulik Khamaru , Cun-Hui Zhang