🤖 AI Summary
This paper addresses nonparametric modeling of high-dimensional spatiotemporal dependent data, tackling the challenges of unknown intrinsic structure and severe curse of dimensionality. Methodologically, it proposes a modeling paradigm based on dense fully connected ReLU networks, incorporating the manifold hypothesis to capture low-dimensional embedded structures and establishing, for the first time, a non-asymptotic convergence rate for such dense ReLU networks—extending spatiotemporal dependence modeling to short-range dependence scenarios. Theoretically, it rigorously proves that the estimator achieves the minimax optimal convergence rate over generalized Hölder classes. Simulation studies demonstrate that the method consistently outperforms existing approaches in both prediction accuracy and robustness across diverse synthetic response functions. Collectively, this work provides a statistically grounded and practically viable neural-network-based framework for high-dimensional spatiotemporal data analysis.
📝 Abstract
In this paper, we focus on fully connected deep neural networks utilizing the Rectified Linear Unit (ReLU) activation function for nonparametric estimation. We derive non-asymptotic bounds that lead to convergence rates, addressing both temporal and spatial dependence in the observed measurements. By accounting for dependencies across time and space, our models better reflect the complexities of real-world data, enhancing both predictive performance and theoretical robustness. We also tackle the curse of dimensionality by modeling the data on a manifold, exploring the intrinsic dimensionality of high-dimensional data. We broaden existing theoretical findings of temporal-spatial analysis by applying them to neural networks in more general contexts and demonstrate that our proof techniques are effective for models with short-range dependence. Our empirical simulations across various synthetic response functions underscore the superior performance of our method, outperforming established approaches in the existing literature. These findings provide valuable insights into the strong capabilities of dense neural networks (Dense NN) for temporal-spatial modeling across a broad range of function classes.