Topics in non-parametric statistics
aggregating projection estimatesasymptotic efficiencybest linear combination of estimatesconcentrationdifferentiable functionalsestimating polynomialsestimating sequencesfrequency modulated signalsGaussian white noiseHilbert-Schmidt polynomialsLipschitz continuous functionsminimax riskrecovering
Applications of functional analysis in probability theory and statistics (46N30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Nonparametric regression and quantile regression (62G08)
The subject of nonparametric statistics is statistical inference applied to noisy observations of infinite-dimensional ``parameters, like images and time-dependent signals. This is a mathematical area on the border between statistics and functional analysis, the latter name taken in its ``literal meaning -- as geometry of spaces of functions. It would be impossible to outline in a short course the contents of the rich and highly developed area of nonparametric statistics; we restrict ourself to a number of selected topics related to estimating nonparametric regression functions and functionals of these functions. The presentation is self-contained, modulo a few facts from the theory of functional spaces. (From the preface.) Contents: Ch. 1, Estimating regression functions from Hölder balls. Ch. 2, Estimating regression functions from Sobolev balls. Ch. 3, Spatial adaptive estimation on Sobolev balls. Ch. 4, Estimating signals satisfying differential inequalities. Ch. 5, Aggregation of estimates. I. Ch. 6, Aggregation of estimates. II. Ch. 7, Estimating functionals. I. Ch. 8, Estimating functionals. II. For the entire collection see [Zbl 0941.00026].
- A universal procedure for aggregating estimators
- Geometric median and robust estimation in Banach spaces
- Estimator selection in the Gaussian setting
- Variational multiscale nonparametric regression: smooth functions
- Measuring distributional asymmetry with Wasserstein distance and Rademacher symmetrization
- A new approach to estimator selection
- Optimal bounds for aggregation of affine estimators
- A two stage \(k\)-monotone B-spline regression estimator: uniform Lipschitz property and optimal convergence rate
- Analysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal setting
- New inference concepts for analysing complex data
- Sharp adaptive estimation of linear functionals.
- Adaptive prediction and estimation in linear regression with infinitely many parameters.
- Oracle inequalities for inverse problems
- Non-local methods with shape-adaptive patches (NLM-SAP)
- Sharp oracle inequalities for aggregation of affine estimators
- Oracle inequalities for cross-validation type procedures
- Selection of variables and dimension reduction in high-dimensional non-parametric regression
- Optimal rates of entropy estimation over Lipschitz balls
- On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density
- Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation
- Efficient estimation of smooth functionals in Gaussian shift models
- Adaptive estimation of multivariate piecewise polynomials and bounded variation functions by optimal decision trees
- Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency
- Sampling from non-smooth distributions through Langevin diffusion
- Error analysis for denoising smooth modulo signals on a graph
- Efficient estimation methods for non-Gaussian regression models in continuous time
- Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
- A minimax framework for quantifying risk-fairness trade-off in regression
- A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids
- Targeted cross-validation
- Suboptimality of constrained least squares and improvements via non-linear predictors
- Distribution-free robust linear regression
- Minimax estimation of norms of a probability density. I: Lower bounds
- On estimation of nonsmooth functionals of sparse normal means
- Optimal rates for estimation of two-dimensional totally positive distributions
- Aggregation of estimators and stochastic optimization
- Minimax optimal rates for Mondrian trees and forests
- A general framework for Bayes structured linear models
- On polyhedral estimation of signals via indirect observations
- On estimation of functions of a parameter observed in Gaussian noise
- Aggregation using input-output trade-off
- Solving equations of random convex functions via anchored regression
- Functional estimation and hypothesis testing in nonparametric boundary models
- Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation
- Multiscale change-point segmentation: beyond step functions
- Adaptive estimation over anisotropic functional classes via oracle approach
- On aggregation for heavy-tailed classes
- On risk concentration for convex combinations of linear estimators
- Simultaneous analysis of Lasso and Dantzig selector
- PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting
- Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
- A lower-bound oracle inequality for a blockwise-shrinkage estimate
- Adaptive estimation in the single-index model via oracle approach
- Sparse PCA: optimal rates and adaptive estimation
- Aggregation of affine estimators
- Estimation of nonlinear functionals revisited
- On entropy estimation by \(m\)-spacing method
- Aggregation for Gaussian regression
- Simultaneous adaptation to the margin and to complexity in classification
- Goodness-of-fit testing and quadratic functional estimation from indirect observations
- Optimal rates of aggregation in classification under low noise assumption
- Consistency of cross validation for comparing regression procedures
- Asymptotically efficient estimates for nonparametric regression models
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
- Asymptotically efficient estimation of smooth functionals of covariance operators
- Nonparametric Statistics and High/Infinite Dimensional Data
- KFC: A clusterwise supervised learning procedure based on the aggregation of distances
- Ordered smoothers with exponential weighting
- Nearly optimal minimax estimator for high-dimensional sparse linear regression
- Adaptive and optimal online linear regression on ^1-balls
- Kullback-Leibler aggregation and misspecified generalized linear models
- Concentration inequalities for the exponential weighting method
- scientific article; zbMATH DE number 850033 (Why is no real title available?)
- Aggregated hold-out
- An introduction to nonparametric adaptive estimation
- Prediction of time series by statistical learning: general losses and fast rates
- A Study of Blockwise Wavelet Estimates Via Lower Bounds for a Spike Function
- Exponential screening and optimal rates of sparse estimation
- Sparse estimation by exponential weighting
- User-friendly Introduction to PAC-Bayes Bounds
- A cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyond
- Ildar Abdullovich Ibragimov (on his ninetieth birthday)
- Theory of adaptive estimation
- Estimator selection with respect to Hellinger-type risks
- Oracle inequalities and optimal inference under group sparsity
- On aggregation of uncensored and censored observations
- MARS via lasso
- Robust linear least squares regression
- Non-linear system modelling based on constrained Volterra series estimates
- Deviation optimal learning using greedy \(Q\)-aggregation
- Estimation of smooth functionals of covariance operators: jackknife bias reduction and bounds in terms of effective rank
- The projected covariance measure for assumption-lean variable significance testing
- Convex regression in multidimensions: suboptimality of least squares estimators
- Nonparametric denoising of signals of unknown local structure. II: Nonparametric function recovery
- Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach
- Symmetrization for high dimensional dependent random variables
- Optimal learning with Bernstein online aggregation
- Iterative feature selection in least square regression estimation
- Generalized mirror averaging and D-convex aggregation
- Illumination problems in digital images. A statistical point of view
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