Regression on manifolds: estimation of the exterior derivative
From MaRDI portal
Publication:2429924
DOI10.1214/10-AOS823zbMath1209.62063arXiv1103.1457OpenAlexW3103799282MaRDI QIDQ2429924
Anil Aswani, Claire J. Tomlin, Peter J. Bickel
Publication date: 5 April 2011
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.1457
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear inference, regression (62J99) General theory of differentiable manifolds (58A99)
Related Items
Symmetry tests for manifold-valued random variables, Nonlinear multi-output regression on unknown input manifold, Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds, Sets that maximize probability and a related variational problem, Deep nonparametric regression on approximate manifolds: nonasymptotic error bounds with polynomial prefactors, Approximation of functions over manifolds: a moving least-squares approach, Some results on statistics and functional data analysis, Data sharpening on unknown manifold, Provably safe and robust learning-based model predictive control, Statistics with set-valued functions: applications to inverse approximate optimization, Local Linear Regression on Manifolds and Its Geometric Interpretation, Unnamed Item, Longitudinal image analysis via path regression on the image manifold, A spectral series approach to high-dimensional nonparametric regression, Nonparametric Regression for Spherical Data, Low-Rank Approximation and Completion of Positive Tensors, The topology of probability distributions on manifolds, Nonparametric regression on Lie groups with measurement errors, Regression on manifolds using data-dependent regularization with applications in computer vision
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- A well-conditioned estimator for large-dimensional covariance matrices
- Covariance regularization by thresholding
- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Finite sample approximation results for principal component analysis: A matrix perturbation approach
- Lasso-type recovery of sparse representations for high-dimensional data
- Some asymptotic theory for the bootstrap
- Nonlinear systems. Analysis, stability, and control
- Nonparametric regression with errors in variables
- Multivariate locally weighted least squares regression
- Asymptotics for Lasso-type estimators.
- On the asymptotics of constrained \(M\)-estimation
- Pathwise coordinate optimization
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Coordinate descent algorithms for lasso penalized regression
- Bootstrap Model Selection
- On the structure of partial least squares regression
- Perturbation Bounds for Matrix Eigenvalues
- Generalized inverse matrices and their applications
- A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
- Bootstrap Sample Size in Nonregular Cases
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Ridge estimator in singulah oesiun with application to age-period-cohort analysis of disease rates
- A Statistical View of Some Chemometrics Regression Tools
- 10.1162/153244303322753715
- Nonparametric regression in the presence of measurement error
- On Consistency and Sparsity for Principal Components Analysis in High Dimensions
- Linear Model Selection by Cross-Validation
- Regularization and Variable Selection Via the Elastic Net
- Geodesic Entropic Graphs for Dimension and Entropy Estimation in Manifold Learning
- Ridge Regression: Biased Estimation for Nonorthogonal Problems