no code implementations • 6 Jul 2022 • Daisuke Kurisu, Riku Fukami, Yuta Koike
In this paper, we develop a general theory for adaptive nonparametric estimation of the mean function of a non-stationary and nonlinear time series model using deep neural networks (DNNs).
no code implementations • 17 Dec 2020 • Victor Chernozhukov, Denis Chetverikov, Yuta Koike
In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of $n$ independent high-dimensional centered random vectors $X_1,\dots, X_n$ over the class of rectangles in the case when the covariance matrix of the scaled average is non-degenerate.
Probability Statistics Theory Statistics Theory 60F05, 62E17