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arXiv · 2610.23757

Robust Local Fréchet Regression: Nonasymptotic Theory and Minimax Optimality

Chang Jun Im·Daisuke Kurisu
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Abstract

We develop robust local Fréchet regression for heavy-tailed responses in a general metric space and propose a distance-based median-of-means estimator. We derive nonasymptotic pointwise high-probability bounds separately under local second-order smoothness and local $1$-Wasserstein Hölder continuity, and show that the corresponding optimized rates match the classical pointwise rates for nonparametric regression. We also establish matching pointwise minimax lower bounds over embedded Gaussian regression subclasses. Remarkably, our results do not require an entropy condition on the response space. Simulation studies with positive-definite matrix-valued responses, together with a real-data application involving Wasserstein-valued responses, illustrate the robustness--efficiency tradeoff and practical performance of the proposed estimator.

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Chang Jun Im, Daisuke Kurisu. 2026-10-16. Robust Local Fréchet Regression: Nonasymptotic Theory and Minimax Optimality. https://arxiv.org/abs/2610.23757

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