Year: 2026
Type: preprint
Abstract: We develop robust local Fréchet regression for heavy-tailed responses in a general metric space and propose a distance-based median-of-means estimator. We derive nonasymptotic pointwise high-probability bounds separately under local second-order smoothness and local $1$-Wasserstein Hölder continuity, and show that the corresponding optimized rates match the classical pointwise rates for nonparametric regression. We also establish matching pointwise minimax lower bounds over embedded Gaussian regression subclasses. Remarkably, our results do not require an entropy condition on the response space. Simulation studies with positive-definite matrix-valued responses, together with a real-data application involving Wasserstein-valued responses, illustrate the robustness--efficiency tradeoff and practical performance of the proposed estimator.
Source: arXiv (Cornell University)
Authors: Im, Chang Jun, Kurisu, Daisuke
Institutions: Seoul National University, The University of Tokyo
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7222937301