Convergence rates for kernel regression in infinite-dimensional spaces
From MaRDI portal
(Redirected from Publication:2304253)
Abstract: We consider a nonparametric regression setup, where the covariate is a random element in a complete separable metric space, and the parameter of interest associated with the conditional distribution of the response lies in a separable Banach space. We derive the optimum convergence rate for the kernel estimate of the parameter in this setup. The small ball probability in the covariate space plays a critical role in determining the asymptotic variance of kernel estimates. Unlike the case of finite dimensional covariates, we show that the asymptotic orders of the bias and the variance of the estimate achieving the optimum convergence rate may be different for infinite dimensional covariates. Also, the bandwidth, which balances the bias and the variance, may lead to an estimate with suboptimal mean square error for infinite dimensional covariates. We describe a data-driven adaptive choice of the bandwidth, and derive the asymptotic behavior of the adaptive estimate.
The authors have discussed a nonparametric regression problem, where the covariate \(X\) is a random element in a complete separable metric space, and the response \(Y\) lies in some arbitrary measure space. In this paper, the optimum convergence rate for a wide class of kernel regression estimates when the covariate as well as the response may be infinitedimensional has been derived, and the problem of optimum convergence rates of nonparametric regression estimates has been investigated by the authors.
Recommendations
Cites work
- k-Nearest Neighbour method in functional nonparametric regression
- A lower bound on the error in nonparametric regression type problems
- Adaptive and minimax estimation of the cumulative distribution function given a functional covariate
- Adaptive estimation in the functional nonparametric regression model
- Central limit theorems revisited
- Convergence of nonparametric functional regression estimates with functional responses
- Estimating some characteristics of the conditional distribution in nonparametric functional models
- Functional sliced inverse regression analysis
- Gaussian processes: Inequalities, small ball probabilities and applications
- Geometrizing rates of convergence. II
- Geometrizing rates of convergence. III
- scientific article; zbMATH DE number 5017166 (Why is no real title available?)
- scientific article; zbMATH DE number 3816854 (Why is no real title available?)
- scientific article; zbMATH DE number 3716479 (Why is no real title available?)
- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- scientific article; zbMATH DE number 3222478 (Why is no real title available?)
- Local Polynomial Estimation in Multiparameter Likelihood Models
- Lower bound in regression for functional data by representation of small ball probabilities
- Multivariate nonparametric regression and visualization. With R and applications to finance
- Nonparametric functional data analysis. Theory and practice.
- Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
- Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
- Nonparametric regression estimation for dependent functional data: asymptotic normality
- Nonparametric regression for functional data: automatic smoothing parameter selection
- NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
- Notes on functional analysis
- On a likelihood-based approach in nonparametric smoothing and cross- validation
- On the lower tail of Gaussian seminorms
- Optimal global rates of convergence for nonparametric regression
- Optimal rates of convergence for nonparametric estimators
- Probabilities of randomly centered small balls and quantization in Banach spaces
- Rate of uniform consistency for nonparametric estimates with functional variables
- Regression when both response and predictor are functions
- Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm.
- Stochastic differential equations. An introduction with applications.
- Stochastic processes with sample paths in reproducing kernel Hilbert spaces
- Supervised dimensionality reduction via distance correlation maximization
- Testing for a constant coefficient of variation in nonparametric regression
- Testing for a constant coefficient of variation in nonparametric regression by empirical processes
- The Kernel Estimate of a Regression Function in Likelihood-Based Models
- Transformations of Wiener integrals under translations
- Vector-on-function quantile regression for stationary ergodic processes
Cited in
(14)- Nonparametric depth and quantile regression for functional data
- The pointwise rate of convergence of the kernel regression estimate
- Super-convergence of reproducing kernel approximation
- On functional data analysis and related topics
- Integrated shape-sensitive functional metrics
- Local linear estimate of the functional expectile regression
- Global convergence of the recursive kernel regression estimates with applications in classification and nonlinear system estimation
- Nonparametric estimation of expectile regression in functional dependent data
- A median test for functional data
- Convergence analysis for kernel-regularized online regression associated with an RRKHS
- Asymptotic normality of the local linear estimator of the functional expectile regression
- The scalar-on-function modal regression for functional time series data
- Asymptotic results of the randomly censored kernel-type expectile regression estimator for functional dependent data
- On the convergence rate of maximal deviation distribution for kernel regression estimates
This page was built for publication: Convergence rates for kernel regression in infinite-dimensional spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2304253)
