相关论文: Deep Quantile Regression: Mitigating the Curse of …

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…

Dirichlet regression models are suitable for compositional data, in which the response variable represents proportions that sum to one. However, there are still no well-established methods for constructing valid prediction sets in this…

Coefficient estimation and variable selection in multiple linear regression is routinely done in the (penalized) least squares (LS) framework. The concept of model selection oracle introduced by Fan and Li [J. Amer. Statist. Assoc. 96…

In this work, we propose a novel deep bootstrap framework for nonparametric regression based on conditional diffusion models. Specifically, we construct a conditional diffusion model to learn the distribution of the response variable given…

As a competitive alternative to least squares regression, quantile regression is popular in analyzing heterogenous data. For quantile regression model specified for one single quantile level $\tau$, major difficulties of semiparametric…

We consider the problem of estimating a structured multivariate density, subject to Markov conditions implied by an undirected graph. In the worst case, without Markovian assumptions, this problem suffers from the curse of dimensionality.…

We consider neural networks with a single hidden layer and non-decreasing homogeneous activa-tion functions like the rectified linear units. By letting the number of hidden units grow unbounded and using classical non-Euclidean…

In this paper, we use quantization to construct a nonparametric estimator of conditional quantiles of a scalar response $Y$ given a d-dimensional vector of covariates $X$. First we focus on the population level and show how optimal…

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…

Integration is affected by the curse of dimensionality and quickly becomes intractable as the dimensionality of the problem grows. We propose a randomized algorithm that, with high probability, gives a constant-factor approximation of a…

We propose a supervised principal component regression method for relating functional responses with high dimensional predictors. Unlike the conventional principal component analysis, the proposed method builds on a newly defined expected…

Recently, deep learning has been widely applied in functional data analysis (FDA) with notable empirical success. However, the infinite dimensionality of functional data necessitates an effective dimension reduction approach for functional…

Quantile regression (QR) can be used to describe the comprehensive relationship between a response and predictors. Prior domain knowledge and assumptions in application are usually formulated as constraints of parameters to improve the…

We address the challenge of estimation in the context of constant linear effect models with dense functional responses. In this framework, the conditional expectation of the response curve is represented by a linear combination of…

Quantile regression is the task of estimating a specified percentile response, such as the median, from a collection of known covariates. We study quantile regression with rectified linear unit (ReLU) neural networks as the chosen model…

A collection of quantile curves provides a complete picture of conditional distributions. Properly centered and scaled versions of estimated curves at various quantile levels give rise to the so-called quantile regression process (QRP). In…

This paper studies quantile regression with an endogenous regressor and measurement error in the dependent variable. Standard quantile regression estimators ignoring these two elements can induce substantial bias. We adopt a…

Given $m$ $d$-dimensional responsors and $n$ $d$-dimensional predictors, sparse regression finds at most $k$ predictors for each responsor for linear approximation, $1\leq k \leq d-1$. The key problem in sparse regression is subset…

Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid when integrating renewable energy sources such as wind. Whereas point forecasting provides a single…

Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…