2018/02/17 by Meimei Liu, Zuofeng Shang, Liu, Meimei +3 · 1 citation
Engineering · Mathematics · #Advanced Statistical Methods and Models #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Methodology (stat.ME) #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.1802.06308
openalex publication_date 2018/02/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.