Statistical properties of the method of regularization with periodic Gaussian reproducing kernel

DOI10.1214/009053604000000454zbMath1045.62026arXivmath/0410093MaRDI QIDQ1879972

Lawrence D. Brown, Yi Lin

Publication date: 15 September 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410093

zbMATH Keywords

rate of convergence; Sobolev spaces; asymptotic minimax risk; white noise model; Gaussian reproducing kernel

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62C20: Minimax procedures in statistical decision theory

Related Items

Nonuniform sampling, reproducing kernels, and the associated Hilbert spaces, Radial basis function regularization for linear inverse problems with random noise, Operator-theoretic and regularization approaches to ill-posed problems, Approximation of kernel matrices by circulant matrices and its application in kernel selection methods, Pointwise convergence of Fourier regularization for smoothing data, Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise, Ill-Posed Problems: Operator Methodologies of Resolution and Regularization, Sharp adaptive estimation by a blockwise method

Uses Software

• gss

Cites Work

• Unnamed Item
• Unnamed Item
• Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
• Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
• Optimal filtering of square-integrable signals in Gaussian noise
• Ordered linear smoothers
• Asymptotic equivalence of nonparametric regression and white noise
• Asymptotic equivalence of density estimation and Gaussian white noise
• Asymptotic equivalence for nonparametric generalized linear models
• Oracle inequalities for inverse problems
• Regularization networks and support vector machines
• Some results on Tchebycheffian spline functions and stochastic processes
• A comparison of the Reinsch and Speckman splines
• Generalization performance of regularization networks and support vector machines via entropy numbers of compact operators
• Some Comments on C P
• Smoothing spline ANOVA models