Adaptive regression with Brownian path covariate
نویسندگان
چکیده
Cet article traite de l’estimation en présence covariables fonctionnelles. Plus précisément, nous souhaitons estimer une fonction régression m entre variable réponse réelle Y et un coprocessus Wiener standard W. En inspirant Cadre Truquet (ESAIM Probab. Stat. 19 (2015) 251–267) al. 21 (2017) 138–158), utilisons la décomposition Wiener–Itô m(W) afin construire famille d’estimateurs. Nous obtenons des vitesses minimax sur classes régularité spécifiques mettons place procédure sélection dépendante données basée les idées développées par Goldenshluger Lepski (Ann. Statist. 39 (2011) 1608–1632). Enfin, inégalité type oracle permettant d’obtenir résultats adaptatifs.
منابع مشابه
Covariate - Adjusted Nonlinear Regression
In this paper, we propose a covariate-adjusted nonlinear regression model. In this model, both the response and predictors can only be observed after being distorted by some multiplicative factors. Because of nonlinearity, existing methods for the linear setting cannot be directly employed. To attack this problem, we propose estimating the distorting functions by nonparametrically regressing th...
متن کاملRobust Covariate Shift Regression
In many learning settings, the source data available to train a regression model differs from the target data it encounters when making predictions due to input distribution shift. Appropriately dealing with this situation remains an important challenge. Existing methods attempt to “reweight” the source data samples to better represent the target domain, but this introduces strong inductive bia...
متن کاملCensored Quantile Regression with Covariate Measurement Errors
Censored quantile regression has become an important alternative to the Cox proportional hazards model in survival analysis. In contrast to the central covariate effect from the meanbased hazard regression, quantile regression can effectively characterize the covariate effects at different quantiles of the survival time. When covariates are measured with errors, it is known that naively treatin...
متن کاملPolynomial regression with normal covariate measurement error
This paper derives the exact functional form of an error contaminated regression function when the error free regression is a polynomial function of error free covariates (discrete or continuous) which are contaminated by normally distributed measurement error, with coe¢cients which may be arbitrary functions of error free covariates. The form of higher order central moment error contaminated r...
متن کاملMixture Regression for Covariate Shift
In supervised learning there is a typical presumption that the training and test points are taken from the same distribution. In practice this assumption is commonly violated. The situations where the training and test data are from different distributions is called covariate shift. Recent work has examined techniques for dealing with covariate shift in terms of minimisation of generalisation e...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Annales de l'I.H.P
سال: 2021
ISSN: ['0246-0203', '1778-7017']
DOI: https://doi.org/10.1214/20-aihp1128