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arXiv · 2610.39549

Non-Asymptotic Confidence Regions for Separable Nonlinear Models

Szabolcs Szentpéteri·Péter Kovács·Balázs Csanád Csáji
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Abstract

This paper studies robust uncertainty quantification for separable nonlinear least squares (SNLLS) problems. We propose two identification methods, (i) Residual-Perturbed Gradient (RPG) and (ii) Global-Fit-Gap (GFG), to construct joint distribution-free confidence regions for both the linear and nonlinear parameters. By exploiting assumed group invariance of the noise (such as symmetry or exchangeability), we apply random perturbations (such as sign-changes or permutations) to build the regions based on resampling and ranking. We prove that both methods guarantee non-asymptotically exact coverage (type I error). Finally, we illustrate the constructions through two numerical experiments: (i) identifying generalized finite impulse response (GFIR) systems using Laguerre polynomials with an adjustable decay rate and (ii) fitting Gaussian radial basis function (RBF) models with variable knots and widths.

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Szabolcs Szentpéteri, Péter Kovács, Balázs Csanád Csáji. 2026-10-29. Non-Asymptotic Confidence Regions for Separable Nonlinear Models. https://arxiv.org/abs/2610.39549

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