In the first part of this work, we develop and study a random pseudo-inverse based scheme for a stable and robust solution of nonparametric regression problems. For the interval $I=[-1,1],$ we use a random projection over a special orthonormal family of a weighted $L^2(I)-$space, given by the Jacobi normalized polynomials. Then, the pseudo-inverse of this random matrix is used to compute the different expansion coefficients of the nonparametric regression estimator with respect to this orthonormal system. We show that this estimator is stable. Then, we combine the RANdom SAmpling Consensus (RANSAC) iterative algorithm with the previous scheme to get a robust and stable nonparametric regression estimator. This estimator has also the advantage to provide fairly accurate approximations to the true regression functions. In the second part of this work, we extend the random pseudo-inverse scheme technique to build a stable and accurate estimator for solving linear functional regression (LFR) problems. A dyadic decomposition approach is used to construct this last stable estimator for the LFR problem. The performance of the two proposed estimators are illustrated by various numerical simulations.
翻译:在这项工作的第一部分, 我们开发并研究一个随机的伪反向计划, 以稳定、 稳健地解决非参数回归问题。 在间隔 $I =[ 1, $ 我们使用一个随机的投影, 由 Jacobi 标准化的多面形体给定了一个特别的正方形组, 加权值为$L2 (I)- 美元空间。 然后, 这个随机矩阵的伪反向用于计算这个正态系统中非参数回归估计仪的不同扩张系数。 我们显示这个估测器是稳定的。 然后, 我们将RANdom SAmbling 共识(RANSAC) 迭代算法与前一个方案结合起来, 以获得一个稳健和稳定的非参数回归估计器。 这个估计器还具有优势, 为真实的回归函数提供相当准确的近似值。 在这项工作的第二部分, 我们扩展随机伪反偏差计划技术, 以构建一个稳定、 准确的估测算器解决线性功能回归问题。 一种dya decompostion 方法被两个模拟的数值分析器用于构建这个稳定的最后一个稳定的数字分析器。