Kernel Selection for Modal Linear Regression: Optimal Kernel and IRLS Algorithm
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Abstract (arXiv)
Modal linear regression (MLR) is a method for obtaining a conditional mode predictor as a linear model. We study kernel selection for MLR from two perspectives: "which kernel achieves smaller error?" and "which kernel is computationally efficient?". First, we show that a Biweight kernel is optimal in the sense of minimizing an asymptotic mean squared error of a resulting MLR parameter. This result is derived from our refined analysis of an asymptotic statistical behavior of MLR. Secondly, we provide a kernel class for which iteratively reweighted least-squares algorithm (IRLS) is guaranteed to converge, and especially prove that IRLS with an Epanechnikov kernel terminates in a finite number of iterations. Simulation studies empirically verified that using a Biweight kernel provides good estimation accuracy and that using an Epanechnikov kernel is computationally efficient. Our results improve MLR of which existing studies often stick to a Gaussian kernel and modal EM algorithm specialized for it, by providing guidelines of kernel selection.
Key facts. Cited by 3 papers in the map (data through 14 Oct 2026). First posted on arXiv 30 Jan 2020.
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Citing papers per year: 2023: 2; 2024: 1.
3 papers.
- 2023Convergence Analysis of Mean Shiftcited by 6
- 2023Optimal Kernel for Kernel-Based Modal Statistical Methodscited by 2
- 2024Convergence Analysis of Blurring Mean Shiftcited by 1
- 2024Convergence Analysis of Blurring Mean Shift23 Feb 2024
- 2023Convergence Analysis of Mean Shift15 May 2023
- 2023Optimal Kernel for Kernel-Based Modal Statistical Methods20 Apr 2023