Local Fr'echet Regression via RKHS embedding and Its Applications to Data Analysis on Manifolds

Fuente: arXiv
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Auteurs principaux: Iida, Yuki, Shiraishi, Hiroshi, Ogata, Hiroaki
Format: Preprint
Publié: 2025
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author Iida, Yuki
Shiraishi, Hiroshi
Ogata, Hiroaki
author_facet Iida, Yuki
Shiraishi, Hiroshi
Ogata, Hiroaki
contents Local Fr'echet Regression (LFR) is a nonparametric regression method for settings in which the explanatory variable lies in a Euclidean space and the response variable lies in a metric space. It is used to estimate smooth trajectories in general metric spaces from noisy observations of random objects taking values in such spaces. Since metric spaces form a broad class of spaces that often lack algebraic structures such as addition or scalar multiplication characteristics typical of vector spaces the asymptotic theory for conventional random variables cannot be directly applied. As a result, deriving the asymptotic distribution of the LFR estimator is challenging. In this paper, we first extend nonparametric regression models for real-valued responses to Hilbert spaces and derive the asymptotic distribution of the LFR estimator in a Hilbert space setting. Furthermore, we propose a new estimator based on the LFR estimator in a reproducing kernel Hilbert space (RKHS), by mapping data from a general metric space into an RKHS. Finally, we consider applications of the proposed method to data lying on manifolds and construct confidence regions in metric spaces based on the derived asymptotic distribution.
format Preprint
id arxiv_https___arxiv_org_abs_2507_03288
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Local Fr'echet Regression via RKHS embedding and Its Applications to Data Analysis on Manifolds
Iida, Yuki
Shiraishi, Hiroshi
Ogata, Hiroaki
Statistics Theory
46E22, 62E20, 62G08, 62R30
Local Fr'echet Regression (LFR) is a nonparametric regression method for settings in which the explanatory variable lies in a Euclidean space and the response variable lies in a metric space. It is used to estimate smooth trajectories in general metric spaces from noisy observations of random objects taking values in such spaces. Since metric spaces form a broad class of spaces that often lack algebraic structures such as addition or scalar multiplication characteristics typical of vector spaces the asymptotic theory for conventional random variables cannot be directly applied. As a result, deriving the asymptotic distribution of the LFR estimator is challenging. In this paper, we first extend nonparametric regression models for real-valued responses to Hilbert spaces and derive the asymptotic distribution of the LFR estimator in a Hilbert space setting. Furthermore, we propose a new estimator based on the LFR estimator in a reproducing kernel Hilbert space (RKHS), by mapping data from a general metric space into an RKHS. Finally, we consider applications of the proposed method to data lying on manifolds and construct confidence regions in metric spaces based on the derived asymptotic distribution.
title Local Fr'echet Regression via RKHS embedding and Its Applications to Data Analysis on Manifolds
topic Statistics Theory
46E22, 62E20, 62G08, 62R30
url https://arxiv.org/abs/2507.03288