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Pré-Publication, Document De Travail Année : 2023

ROBUST NON-PARAMETRIC REGRESSION VIA MEDIAN-OF-MEANS

Résumé

In this paper, we apply the median-of-means principle to derive robust versions of local averaging rules in non-parametric regression. For various estimates, including nearest neighbors and kernel procedures, we obtain non-asymptotic exponential inequalities, with only a second moment assumption on the noise. We then show that these bounds cannot be significantly improved by establishing a corresponding lower bound on the tail probabilities.
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Dates et versions

hal-03957385 , version 1 (26-01-2023)

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Anna Ben-Hamou, Arnaud Guyader. ROBUST NON-PARAMETRIC REGRESSION VIA MEDIAN-OF-MEANS. 2023. ⟨hal-03957385⟩
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