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The problem of optimal linear estimation of linear functionals depending on the unknown values of a periodically correlated stochastic process from observations of the process with additive noise is considered. Formulas for calculating the…

统计理论 · 数学 2025-10-29 Iryna Dubovets'ka , Mykhailo Moklyachuk

In this paper, we study the problem of early stopping for iterative learning algorithms in a reproducing kernel Hilbert space (RKHS) in the nonparametric regression framework. In particular, we work with the gradient descent and (iterative)…

机器学习 · 统计学 2024-11-26 Yaroslav Averyanov , Alain Celisse

We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…

统计理论 · 数学 2022-08-24 Daren Wang , Zifeng Zhao , Yi Yu , Rebecca Willett

We study the problem of estimating the derivatives of a regression function, which has a wide range of applications as a key nonparametric functional of unknown functions. Standard analysis may be tailored to specific derivative orders, and…

机器学习 · 统计学 2023-08-29 Zejian Liu , Meng Li

Sparse additive models are families of $d$-variate functions that have the additive decomposition $f^* = \sum_{j \in S} f^*_j$, where $S$ is an unknown subset of cardinality $s \ll d$. In this paper, we consider the case where each…

统计理论 · 数学 2011-12-20 Garvesh Raskutti , Martin J. Wainwright , Bin Yu

In recent years, samples of time-varying object data such as time-varying networks that are not in a vector space have been increasingly collected. These data can be viewed as elements of a general metric space that lacks local or global…

统计方法学 · 统计学 2019-11-12 Paromita Dubey , Hans-Georg Müller

Given noisy data, function estimation is considered when the unknown function is known a priori to consist of a small number of regions where the function is either convex or concave. When the number of regions is unknown, the model…

统计方法学 · 统计学 2019-11-14 Kurt S. Riedel

Estimation of convex functions finds broad applications in engineering and science, while convex shape constraint gives rise to numerous challenges in asymptotic performance analysis. This paper is devoted to minimax optimal estimation of…

统计理论 · 数学 2013-06-11 Teresa M. Lebair , Jinglai Shen , Xiao Wang

We present a kernel-based methodology for constructing Lyapunov functions for nonlinear dynamical systems using approximate Koopman eigenfunctions. Our approach decomposes principal Koopman eigenfunctions into linear and nonlinear…

数值分析 · 数学 2026-02-26 P. Giesl , S. Hafstein , B. Hamzi , J. Lee , H. Owhadi , G. Santin , U. Vaidya

In the noisy intermediate-scale quantum era, an important goal is the conception of implementable algorithms that exploit the rich dynamics of quantum systems and the high dimensionality of the underlying Hilbert spaces to perform tasks…

量子物理 · 物理学 2022-11-30 Valentin Heyraud , Zejian Li , Zakari Denis , Alexandre Le Boité , Cristiano Ciuti

We introduce two novel procedures to test the nullity of the slope function in the functional linear model with real output. The test statistics combine multiple testing ideas and random projections of the input data through functional…

统计理论 · 数学 2013-02-12 Nadine Hilgert , André Mas , Nicolas Verzelen

Various methods in statistical learning build on kernels considered in reproducing kernel Hilbert spaces. In applications, the kernel is often selected based on characteristics of the problem and the data. This kernel is then employed to…

机器学习 · 统计学 2024-03-12 Paul Dommel , Alois Pichler

This survey provides an overview of optimal estimation of linear functionals which depend on the unknown values of a stationary stochastic sequence. Based on observations of the sequence without noise as well as observations of the sequence…

统计理论 · 数学 2024-06-27 Mikhail Moklyachuk

Kernel-based methods in Numerical Analysis have the advantage of yielding optimal recovery processes in the "native" Hilbert space $\calh$ in which they are reproducing. Continuous kernels on compact domains have an expansion into…

数值分析 · 数学 2018-10-09 Gabriele Santin , Robert Schaback

Dimension reduction is crucial in functional data analysis (FDA). The key tool to reduce the dimension of the data is functional principal component analysis. Existing approaches for functional principal component analysis usually involve…

统计方法学 · 统计学 2024-06-21 Steven Golovkine , Edward Gunning , Andrew J. Simpkin , Norma Bargary

This study intends to introduce kernel mean embedding of probability measures over infinite-dimensional separable Hilbert spaces induced by functional response statistical models. The embedded function represents the concentration of…

统计理论 · 数学 2020-11-05 Saeed Hayati , Kenji Fukumizu , Afshin Parvardeh

Functional principal component analysis is one of the most commonly employed approaches in functional and longitudinal data analysis and we extend it to analyze functional/longitudinal data observed on a general $d$-dimensional domain. The…

统计方法学 · 统计学 2017-09-07 Lu-Hung Chen , Ci-Ren Jiang

In Structural Health Monitoring (SHM), sensor measurements and derived features such as eigenfrequencies often exhibit systematic daily patterns and can therefore be naturally represented as functional data. Furthermore, these patterns are…

统计方法学 · 统计学 2026-03-20 Philipp Wittenberg , Lizzie Neumann , Kristof Maes , Jan Gertheiss

Heteroskedasticity testing in nonparametric regression is a classic statistical problem with important practical applications, yet fundamental limits are unknown. Adopting a minimax perspective, this article considers the testing problem in…

统计理论 · 数学 2024-12-11 Subhodh Kotekal , Soumyabrata Kundu

Combining information both within and between sample realizations, we propose a simple estimator for the local regularity of surfaces in the functional data framework. The independently generated surfaces are measured with errors at…

统计理论 · 数学 2023-10-03 Omar Kassi , Nicolas Klutchnikoff , Valentin Patilea