Abstract
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.
Funding Statement
The research of Tony Cai was supported in part by NSF Grant DMS-2015259 and NIH Grant R01-GM129781.
Acknowledgments
The authors extend their gratitude to the Editor, the Associate Editor and the anonymous referees for their constructive and insightful comments and suggestions, which have significantly enhanced the quality of this paper.
Citation
T. Tony Cai. Dongwoo Kim. Hongming Pu. "Transfer learning for functional mean estimation: Phase transition and adaptive algorithms." Ann. Statist. 52 (2) 654 - 678, April 2024. https://doi.org/10.1214/24-AOS2362
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