The uniform convergence of nearest neighbor regression function estimators and their application in optimization

作者: L. Devroye

DOI: 10.1109/TIT.1978.1055865

关键词: StatisticsNonparametric regressionMathematicsUniform convergenceApplied mathematicsk-nearest neighbors algorithmFunction (mathematics)EstimatorNoiseSearch algorithmSimple random sample

摘要: A class of nonparametric regression function estimates generalizing the nearest neighbor estimate Cover [ 12] is presented. Under various noise conditions, it shown that are strongly uniformly consistent. The uniform convergence can be exploited to design a simple random search algorithm for global minimization function.

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