Phase transitions in nonparametric regressions
非参数回归中的相变
When the unknown regression function of a single variable is known to have derivatives up to the $(γ+1)$th order bounded in absolute values by a common constant everywhere or a.e. (i.e., $(γ+1)$th degree of smoothness), the minimax optimal rate of the mean integrated squared error (MISE) is stated as $\left(\frac{1}{n}\right)^{\frac{2γ+2}{2γ+3}}$ in the literature. This paper shows that: (i) if $n\leq\left(γ+1\right)^{2γ+3}$, the minimax optimal MISE rate is $\frac{\log n}{n\log(\log n)}$…