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Nonparametric Testing Under Randomized Sketching

A common challenge in nonparametric inference is its high computational complexity when data volume is large. In this paper, we develop computationally efficient nonparametric testing by employing a random projection strategy. In the specific kernel ridge regression setup, a simple distance-based test statistic is proposed. Notably, we derive the minimum number of random projections that is sufficient for achieving testing optimality in terms of the minimax rate. An adaptive testing procedure is further established without prior knowledge of regularity. One technical contribution is to establish upper bounds for a range of tail sums of empirical kernel eigenvalues. Simulations and real data analysis are conducted to support our theory.

Ketersediaan

Informasi Detail

Judul Seri

IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE; Vol.44 No.8 August 2022

No. Panggil

-

Penerbit

: .,

Deskripsi Fisik

p. 4280-4290

Bahasa

English

ISBN/ISSN

-

Klasifikasi

NONE

Tipe Isi

-

Tipe Media

-

Tipe Pembawa

-

Edisi

-

Subjek

MINIMAX OPTIMALITY
KERNEL RIDGE REGRESSION
COMPUTATIONAL LIMIT
NONPARAMETRIC TESTING
RANDOM SKETCH

Info Detail Spesifik

DOI: 10.1109/TPAMI.2021.3063223

Pernyataan Tanggungjawab

Meimei Liu, Zuofeng Shang, Yun Yang, Guang Cheng

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