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Transfer Learning for Functional Mean Estimation: Phase Transition and Adaptive Algorithms

Abstract Number:

3085

Submission Type:

Contributed Abstract

Contributed Abstract Type:

Paper

Participants:

Dongwoo Kim (1), Hongming Pu (1), Tony Cai (2)

Institutions:

(1) University of Pennsylvania, Wharton School of Business, N/A, (2) University of Pennsylvania, N/A

Co-Author(s):

Hongming Pu
University of Pennsylvania, Wharton School of Business

Tony Cai
University of Pennsylvania

First Author:

Dongwoo Kim
University of Pennsylvania, Wharton School of Business

Presenting Author:

Dongwoo Kim
University of Pennsylvania, Wharton School of Business

Abstract Text:

This paper studies transfer learning for estimating the mean of random functions based on discretely sampled data, where, in addition to observations from the target distribution, auxiliary samples from similar but distinct source distributions are available. The paper considers both common and independent designs and establishes the minimax rates of convergence for both designs. The results reveal an interesting phase transition phenomenon under the two designs and demonstrate the benefits of utilizing the source samples in the low sampling frequency regime. For practical applications, this paper proposes novel data-driven adaptive algorithms that attain the optimal rates of convergence within a logarithmic factor simultaneously over a large collection of parameter spaces. The theoretical findings are complemented by a simulation study that further supports the effectiveness of the proposed algorithms.

Keywords:

Sponsors:

IMS

Tracks:

Statistical Theory

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