Nonparametric regression for repeated measurements with deep neural networks

S Yan, F Yao - arXiv preprint arXiv:2302.13908, 2023 - arxiv.org
S Yan, F Yao
arXiv preprint arXiv:2302.13908, 2023arxiv.org
Analysis of repeated measurements for a sample of subjects has been intensively studied
with several important branches developed, including longitudinal/panel/functional data
analysis, while nonparametric regression of the mean function serves as a cornerstone that
many statistical models are built upon. In this work, we investigate this problem using fully
connected deep neural network (DNN) estimators with flexible shapes. A comprehensive
theoretical framework is established by adopting empirical process techniques to tackle …
Analysis of repeated measurements for a sample of subjects has been intensively studied with several important branches developed, including longitudinal/panel/functional data analysis, while nonparametric regression of the mean function serves as a cornerstone that many statistical models are built upon. In this work, we investigate this problem using fully connected deep neural network (DNN) estimators with flexible shapes. A comprehensive theoretical framework is established by adopting empirical process techniques to tackle clustered dependence. We then derive the nearly optimal convergence rate of the DNN estimators in H\"older smoothness space, and illustrate the phase transition phenomenon inherent to repeated measurements and its connection to the curse of dimensionality. Furthermore, we study the function spaces with low intrinsic dimensions, including the hierarchical composition model, anisotropic H\"older smoothness and low-dimensional support set, and also obtain new approximation results and matching lower bounds to demonstrate the adaptivity of the DNN estimators for circumventing the curse of dimensionality.
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