Deep estimation for Q⁎ with minimax Bellman error minimization

L Kang, X Liao, J Liu, Y Luo - Information Sciences, 2023 - Elsevier
In this paper we consider the estimation of optimal state-action value function Q⁎ with ReLU
ResNet based on minimax Bellman error minimization. We construct the non-asymptotic …

Over-parameterized deep nonparametric regression for dependent data with its applications to reinforcement learning

X Feng, Y Jiao, L Kang, B Zhang, F Zhou - Journal of Machine Learning …, 2023 - jmlr.org
In this paper, we provide statistical guarantees for over-parameterized deep nonparametric
regression in the presence of dependent data. By decomposing the error, we establish …

Asymptotic properties for an M-estimator of the regression function with truncation and dependent data

JF Wang, HY Liang - Journal of the Korean Statistical Society, 2012 - Elsevier
In this paper, we construct a nonparametric M-estimator of a regression function for a left
truncated model when the data exhibit some kind of dependence. It is assumed that the …

Local polynomial estimation of a conditional mean function with dependent truncated data

HY Liang, J de Uña-Álvarez, MC Iglesias-Pérez - Test, 2011 - Springer
By applying local polynomial regression, we propose an estimator of a conditional mean
function and its derivatives under a left truncation model. The target function includes the …

A Central Limit Theorem in Non‐parametric Regression with Truncated, Censored and Dependent Data

HY Liang, J de Uña‐álvarez… - … Journal of Statistics, 2015 - Wiley Online Library
On the basis of the idea of the Nadaraya–Watson (NW) kernel smoother and the technique
of the local linear (LL) smoother, we construct the NW and LL estimators of conditional mean …

Nonlinear wavelet estimator of the regression function under left-truncated dependent data

J de Una-Alvarez, HY Liang… - Journal of …, 2010 - Taylor & Francis
In this paper, we define a new nonlinear wavelet-based estimator of the regression function
under random left-truncation. We provide an asymptotic expression for the mean integrated …

Asymptotic normality for regression function estimate under truncation and α-mixing conditions

HY Liang - Communications in Statistics-Theory and Methods, 2011 - Taylor & Francis
In this article we establish pointwise asymptotic normality of nonparametric kernel estimator
of regression function for a left truncation model. It is assumed that the lifetime observations …

The strong representation for the nonparametric estimator of length-biased and right-censored data

J Shi, X Chen, Y Zhou - Statistics & Probability Letters, 2015 - Elsevier
In this paper, we consider the modified product-limit estimator of an unknown distribution
function proposed by Huang and Qin (2011), where the observations are subject to length …

Local polynomial quasi-likelihood regression with truncated and dependent data

JF Wang, HY Liang, GL Fan - Statistics, 2013 - Taylor & Francis
The local polynomial quasi-likelihood estimation has several good statistical properties such
as high minimax efficiency and adaptation of edge effects. In this paper, we construct a local …

Convergence rate of the kernel regression estimator for associated and truncated data

Z Guessoum, F Hamrani - Journal of Nonparametric Statistics, 2017 - Taylor & Francis
This paper studies the behaviour of the kernel estimator of the regression function for
associated data in the random left truncated model. The uniform strong consistency rate over …