相关论文: Confidence sets for nonparametric wavelet regressi…

We suggest two nonparametric approaches, based on kernel methods and orthogonal series to estimating regression functions in the presence of instrumental variables. For the first time in this class of problems, we derive optimal convergence…

The role played by the composite analogue of the log likelihood ratio in hypothesis testing and in setting confidence regions is not as prominent as it is in the canonical likelihood setting, since its asymptotic distribution depends on the…

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

This paper brings a contribution to the Bayesian theory of nonparametric and semiparametric estimation. We are interested in the asymptotic normality of the posterior distribution in Gaussian linear regression models when the number of…

The paper introduces a method to construct confidence bands for bounded, band-limited functions based on a finite sample of input-output pairs. The approach is distribution-free w.r.t. the observation noises and only the knowledge of the…

We consider the problem of constructing honest confidence intervals (CIs) for a scalar parameter of interest, such as the regression discontinuity parameter, in nonparametric regression based on kernel or local polynomial estimators. To…

We propose a generic procedure for assessing 6D object pose estimates. Our approach relies on the evaluation of discrepancies in the geometry of the observed object, in particular its respective estimated back-projection in 3D, against a…

In this work, we investigate Gaussian process regression used to recover a function based on noisy observations. We derive upper and lower error bounds for Gaussian process regression with possibly misspecified correlation functions. The…

This work affords new insights into Bayesian CART in the context of structured wavelet shrinkage. The main thrust is to develop a formal inferential framework for Bayesian tree-based regression. We reframe Bayesian CART as a g-type prior…

In this paper, we consider a partial deconvolution kernel estimator for nonparametric regression when some covariates are measured with error while others are observed without error. We focus on a general and realistic setting in which the…

Confidence measures for the generalization error are crucial when small training samples are used to construct classifiers. A common approach is to estimate the generalization error by resampling and then assume the resampled estimator…

Regression models that ignore measurement error in predictors may produce highly biased estimates leading to erroneous inferences. It is well known that it is extremely difficult to take measurement error into account in Gaussian…

We consider estimating a compact set from finite data by approximating the support function of that set via sublinear regression. Support functions uniquely characterize a compact set up to closure of convexification, and are sublinear…

We derive nonparametric confidence intervals for the eigenvalues of the Hessian at modes of a density estimate. This provides information about the strength and shape of modes and can also be used as a significance test. We use a…

The paper investigates uniform convergence of wavelet expansions of Gaussian random processes. The convergence is obtained under simple general conditions on processes and wavelets which can be easily verified. Applications of the developed…

The earth system is exceedingly complex and often chaotic in nature, making prediction incredibly challenging: we cannot expect to make perfect predictions all of the time. Instead, we look for specific states of the system that lead to…

Regression is an essential and fundamental methodology in statistical analysis. The majority of the literature focuses on linear and nonlinear regression in the context of the Euclidean space. However, regression models in non-Euclidean…

Estimation of a conditional mean (linking a set of features to an outcome of interest) is a fundamental statistical task. While there is an appeal to flexible nonparametric procedures, effective estimation in many classical nonparametric…

We introduce a class of neural networks derived from probabilistic models in the form of Bayesian belief networks. By imposing additional assumptions about the nature of the probabilistic models represented in the belief networks, we derive…

We propose statistical inferential procedures for panel data models with interactive fixed effects in a kernel ridge regression framework.Compared with traditional sieve methods, our method is automatic in the sense that it does not require…