arXiv:2603.08945math.STcs.LG2026-03

无需计算影响函数即可高效估计非参数模型中的路径可微参数。

Kernel Debiased Plug-in Estimation based on the Universal Least Favorable Submodel

  • 在再生核希尔伯特空间中构建自适应去偏流,实现高效估计。
  • 理论证明其具有渐近线性、正则性,并达到半参数效率界。
  • 计算稳定且适合实际应用,尤其适用于复杂模型的参数估计。

我们提出一种基于通用最不利子模型的核去偏插值估计方法(ULFS-KDPE),用于估计非参数模型中的路径可微参数。该方法在再生核希尔伯特空间(RKHS)中构建数据自适应的去偏流,生成一个无需显式推导或计算高效影响函数的插值估计量。通过将通用最不利更新形式化为概率密度上的非线性常微分方程,建立了严格的泛函分析基础。我们证明了经验得分沿该流的存在性、唯一性、稳定性及有限时间收敛性。在标准正则条件下,所提出的估计量具有正则性和渐近线性,并对一大类路径可微参数同时达到半参数效率界。该方法可通过有限维核表示实现计算上可行的实施,并采用合理的停止准则。小样本模拟显示,结合丰富得分方程求解、基于RKHS的平滑处理以及避免直接影响函数评估,显著提升了数值稳定性。模拟研究验证了方法的有效性并支持理论结果。

原文摘要 · Abstract (English)

We propose ULFS-KDPE, a kernel debiased plug-in estimator based on the universal least favorable submodel, for estimating pathwise differentiable parameters in nonparametric models. The method constructs a data-adaptive debiasing flow in a reproducing kernel Hilbert space (RKHS), producing a plug-in estimator that achieves semiparametric efficiency without requiring explicit derivation or evaluation of efficient influence functions. We place ULFS-KDPE on a rigorous functional-analytic foundation by formulating the universal least favorable update as a nonlinear ordinary differential equation on probability densities. We establish existence, uniqueness, stability, and finite-time convergence of the empirical score along the induced flow. Under standard regularity conditions, the resulting estimator is regular, asymptotically linear, and attains the semiparametric efficiency bound simultaneously for a broad class of pathwise differentiable parameters. The method admits a computationally tractable implementation based on finite-dimensional kernel representations and principled stopping criteria. In finite samples, the combination of solving a rich collection of score equations with RKHS-based smoothing and avoidance of direct influence-function evaluation leads to improved numerical stability. Simulation studies illustrate the method and support the theoretical results.

非参数统计去偏估计核方法半参数效率

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