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math.ST2025
Asymptotic Theory for Linear Functionals of Kernel Ridge Regression
Rui Tuo, Lu Zou
An asymptotic theory is established for linear functionals of the predictive function given by kernel ridge regression, when the reproducing kernel Hilbert space is equivalent to a…
math.ST2025
Improved Convergence Rate of Nested Simulation with LSE on Sieve
Ruoxue Liu, Liang Ding, Wenjia Wang +1
Nested simulation encompasses the estimation of functionals linked to conditional expectations through simulation techniques. In this paper, we treat conditional expectation as a f…