Nonparametric regression estimation based on spatially inhomogeneous data: minimax global convergence rates and adaptivity

DOI10.1051/PS/2012024zbMATH Open1305.62167arXiv1106.4461OpenAlexW2105405388MaRDI QIDQ5174342FDOQ5174342

Authors: Anestis Antoniadis, Marianna Pensky, Theofanis Sapatinas 

Publication date: 17 February 2015

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Abstract: We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known compactly supported density g with a finite number of well separated zeros. In particular, we consider two different cases: when g has zeros of a polynomial order and when g has zeros of an exponential order. These two cases correspond to moderate and severe data losses, respectively. We obtain asymptotic minimax lower bounds for the global risk of an estimator of f and construct adaptive wavelet nonlinear thresholding estimators of f which attain those minimax convergence rates (up to a logarithmic factor in the case of a zero of a polynomial order), over a wide range of Besov balls. The spatially inhomogeneous ill-posed problem that we investigate is inherently more difficult than spatially homogeneous problems like, e.g., deconvolution. In particular, due to spatial irregularity, assessment of minimax global convergence rates is a much harder task than the derivation of minimax local convergence rates studied recently in the literature. Furthermore, the resulting estimators exhibit very different behavior and minimax global convergence rates in comparison with the solution of spatially homogeneous ill-posed problems. For example, unlike in deconvolution problem, the minimax global convergence rates are greatly influenced not only by the extent of data loss but also by the degree of spatial homogeneity of f. Specifically, even if 1/g is not integrable, one can recover f as well as in the case of an equispaced design (in terms of minimax global convergence rates) when it is homogeneous enough since the estimator is "borrowing strength" in the areas where f is adequately sampled.

Full work available at URL: https://arxiv.org/abs/1106.4461

Recommendations

• On spatially adaptive estimation of nonparametric regression
• L₁-estimation for spatial nonparametric regression
• On nonparametric inference for spatial regression models under domain expanding and infill asymptotics
• Asymptotic theory for nonparametric regression with spatial data
• Spatial nonparametric regression estimation: Non-isotropic case
• Note on nonparametric \(M\)-estimation for spatial regression
• Robust nonparametric estimation for spatial regression
• Spatially-adaptive sensing in nonparametric regression
• Adaptive nonparametric estimation of spatio-temporal models with unknown error distributions

zbMATH Keywords

nonparametric regressionthresholdingBesov spacesadaptivityminimax estimationwavelet estimationinhomogeneous data

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cited In (9)

• On pointwise adaptive curve estimation based on inhomogeneous data
• Spatially inhomogeneous linear inverse problems with possible singularities
• Anisotropic functional deconvolution with long-memory noise: the case of a multi-parameter fractional Wiener sheet
• A note on wavelet estimation of the derivatives of a regression function in a random design setting
• Anisotropic functional deconvolution for the irregular design: A minimax study
• Spatially-adaptive sensing in nonparametric regression
• Wavelet estimation for the nonparametric additive model in random design and long-memory dependent errors
• A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression
• Uniform estimation of a signal based on inhomogeneous data

This page was built for publication: Nonparametric regression estimation based on spatially inhomogeneous data: minimax global convergence rates and adaptivity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5174342)