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 te...
| Veröffentlicht in: | IEEE transactions on pattern analysis and machine intelligence. - 1979. - 44(2022), 8 vom: 01. Aug., Seite 4280-4290 |
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| Weitere Verfasser: | , , |
| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2022
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| Zugriff auf das übergeordnete Werk: | IEEE transactions on pattern analysis and machine intelligence |
| Schlagworte: | Journal Article Research Support, U.S. Gov't, Non-P.H.S. |
| Zusammenfassung: | 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 |
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| Beschreibung: | Date Completed 07.07.2022 Date Revised 09.07.2022 published: Print-Electronic Citation Status MEDLINE |
| ISSN: | 1939-3539 |
| DOI: | 10.1109/TPAMI.2021.3063223 |