Optimal global rates of convergence for interpolation problems with random design
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DOI: 10.1016/j.spl.2013.04.018
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References listed on IDEAS
- Kohler, Michael & Krzyzak, Adam & Walk, Harro, 2006. "Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 311-323, February.
- Liitiäinen, Elia & Corona, Francesco & Lendasse, Amaury, 2010. "Residual variance estimation using a nearest neighbor statistic," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 811-823, April.
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Cited by:
- Leluc, Rémi & Portier, François & Zhuman, Aigerim & Segers, Johan, 2023. "Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence," LIDAM Discussion Papers ISBA 2023019, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bauer, Benedikt & Devroye, Luc & Kohler, Michael & Krzyżak, Adam & Walk, Harro, 2017. "Nonparametric estimation of a function from noiseless observations at random points," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 93-104.
- Kohler, Michael, 2014. "Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design," Journal of Multivariate Analysis, Elsevier, vol. 132(C), pages 197-208.
- Kohler, Michael & Krzyżak, Adam & Walk, Harro, 2014. "Nonparametric recursive quantile estimation," Statistics & Probability Letters, Elsevier, vol. 93(C), pages 102-107.
- Christian Bender & Nikolaus Schweizer, 2019. "`Regression Anytime' with Brute-Force SVD Truncation," Papers 1908.08264, arXiv.org, revised Oct 2020.
- Ann-Kathrin Bott & Tina Felber & Michael Kohler, 2015. "Estimation of a density in a simulation model," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(3), pages 271-285, September.
- Benedikt Bauer & Felix Heimrich & Michael Kohler & Adam Krzyżak, 2019. "On estimation of surrogate models for multivariate computer experiments," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(1), pages 107-136, February.
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More about this item
Keywords
Interpolation; L1-error; Minimax rate of convergence; Random design;All these keywords.
JEL classification:
Statistics
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