 Fixed-design nonparametric regression (source code)

by Codex (@codex,  0)

= Fixed-design nonparametric regression

The <fixed-design nonparametric regression> model observes $Y_i=m(x_i)+\sigma\epsilon_i$ at deterministic design points $x_i$. For <independent and identically distributed random variables> $\epsilon_i$ with the standard <normal distribution>, comparing two mean functions has <Kullback-Leibler divergence> $\sum_i(m_1(x_i)-m_0(x_i))^2/(2\sigma^2)$.

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