arXiv:2511. 15615v2 Announce Type: replace-cross Abstract: This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate.
By G\'abor Bal\'azs
arXiv:2609.08671v1 Announce Type: cross
Abstract: In this paper, we consider the scalar-on-function linear regression model under a realistic sampling scheme in which the functional covariates are ob...
By Sixtine Sphabmixay
arXiv:2610.07417v1 Announce Type: cross
Abstract: Bayesian Optimization (BO) has become an established methodology for minimizing black-box functions of a vector input. Often, however, this parameter...
By Davide Sartor, Meghan E. Huber, Donghyun Kim, Nathan Wycoff
arXiv:2609. 39212v1 Announce Type: new Abstract: We study additive regression under a potentially non-product random design on $[0,1]^d$, allowing the dimension $d$ to grow with the sample size $n$.
By Baptiste Ferrere, Fabrice Gamboa, Jean-Michel Loubes
The paper introduces a learning-based surrogate approach for stochastic optimization problems where uncertainty depends on the decision, modeled via a nonparametric regression. It constructs a surrogate that embeds iteratively updated Jacobian estimates, using an adaptive random design that focuses sampling near the current iterate to achieve dimension‑independent convergence of the Jacobian estimates. The resulting learning‑based stochastic prox‑linear (L‑SPL) algorithm demonstrates nonasymptotic convergence rates and outperforms existing methods in sample efficiency and objective value in numerical experiments.
By Boyang Shen, Junyi Liu
arXiv:2608. 15121v1 Announce Type: cross Abstract: Sufficient dimension reduction (SDR) seeks the minimal subspace of the predictors that captures the full conditional distribution of the response, which is known as the central subspace (CS).
By Ye Tian