Search arXivSearch

arXiv · 2508.21656

Asymptotic equivalence of non-parametric regression with spherical regressors and Gaussian white noise

Abstract

We study the asymptotic behavior of both spherical $t$-designs and random uniform designs as the set of sampling points in non-parametric regression with spherical regressors of arbitrary dimension. We show that the corresponding regression experiments are asymptotically equivalent, in the sense of Le Cam, to the same sequence of Gaussian white noise experiments as the sample size tends to infinity. More precisely, global asymptotic equivalence is established over spherical Sobolev balls (for both the fixed and the random uniform design case) and over spherical Besov balls (for the fixed design case). We also derive a matching non-equivalence result showing the sharpness of the imposed smoothness assumptions for any fixed choice of design points.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Martin Kroll. 2026-08-24. Asymptotic equivalence of non-parametric regression with spherical regressors and Gaussian white noise. https://arxiv.org/abs/2508.21656

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Variance Reduction for Independent Metropolis

Assume that we would like to estimate the expected value of a function $F$ with respect to an intractable density $π$, which is specified up to some unknown normalising constant. We prove that if $π$ is close enough under KL divergence to another density $q$, an independent Metropolis sampler estimator that obtains samples from $π$ with proposal density $q$, enriched with a variance reduction computational strategy based on control variates, achieves smaller asymptotic variance than i.i.d. sampling from $π$. The control variates construction requires no extra computational effort but assumes that the expected value of $F$ under $q$ is analytically available. We illustrate this result by calculating the marginal likelihood in a linear regression model with prior-likelihood conflict and a non-conjugate prior. Furthermore, we propose an adaptive independent Metropolis algorithm that adapts the proposal density such that its KL divergence with the target is being reduced. We demonstrate its applicability in a Bayesian logistic and Gaussian process regression problems and we rigorously justify our asymptotic arguments under easily verifiable and essentially minimal conditions.

math.ST

Edgeworth corrections for the spiked eigenvalues of non-Gaussian sample covariance matrices with applications

Yang and Johnstone (2018) established an Edgeworth correction for the largest sample eigenvalue in a spiked covariance model under the assumption of Gaussian observations, leaving the extension to non-Gaussian settings as an open problem. In this paper, we address this issue by establishing first-order Edgeworth expansions for spiked eigenvalues in both single-spike and multi-spike scenarios with non-Gaussian data. Leveraging these expansions, we construct more accurate confidence intervals for the population spiked eigenvalues and propose a novel estimator for the number of spikes. Simulation studies demonstrate that our proposed methodology outperforms existing approaches in both robustness and accuracy across a wide range of settings, particularly in low-dimensional cases.

math.ST

Measures of Dependence based on Wasserstein distances

Measuring dependence between random variables is a fundamental problem in Statistics, with applications across diverse fields. While classical measures such as Pearson's correlation have been widely used for over a century, they have notable limitations, particularly in capturing nonlinear relationships and extending to general metric spaces. In recent years, the theory of Optimal Transport and Wasserstein distances has provided new tools to define measures of dependence that generalize beyond Euclidean settings. This survey explores recent proposals, outlining two main approaches: one based on the distance between the joint distribution and the product of marginals, and another leveraging conditional distributions. We discuss key properties, including characterization of independence, normalization, invariances, robustness, sample, and computational complexity. Additionally, we propose an alternative perspective that measures deviation from maximal dependence rather than independence, leading to new insights and potential extensions. Our work highlights recent advances in the field and suggests directions for further research in the measurement of dependence using Optimal Transport.

math.ST