Related papers: Exploring spatial nonlinearity using additive appr…

The statistical matching problem is a data integration problem with structured missing data. The general form involves the analysis of multiple datasets that only have a strict subset of variables jointly observed across all datasets. The…

Modelling the extremal dependence structure of spatial data is considerably easier if that structure is stationary. However, for data observed over large or complicated domains, non-stationarity will often prevail. Current methods for…

We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…

An algorithm for non-stationary spatial modelling using multiple secondary variables is developed. It combines Geostatistics with Quantile Random Forests to give a new interpolation and stochastic simulation algorithm. This paper introduces…

We consider the rate of piecewise constant approximation to a locally stationary process $X(t),t\in [0,1]$, having a variable smoothness index $\alpha(t)$. Assuming that $\alpha(\cdot)$ attains its unique minimum at zero and satisfies the…

We consider the problem of estimating an additive regression function in an inverse regres- sion model with a convolution type operator. A smooth backfitting procedure is developed and asymptotic normality of the resulting estimator is…

Statistical modeling for massive spatial data sets has generated a substantial literature on scalable spatial processes based upon Vecchia's approximation. Vecchia's approximation for Gaussian process models enables fast evaluation of the…

Functional linear regression has recently attracted considerable interest. Many works focus on asymptotic inference. In this paper we consider in a non asymptotic framework a simple estimation procedure based on functional Principal…

In modelling time series data coming from different sources, frequencies can easily vary since some variable can be measured at higher frequencies, others, at lower frequencies. Given data measured over spatial units and at varying…

We propose a nonparametric method for detecting nonlinear causal relationship within a set of multidimensional discrete time series, by using sparse additive models (SpAMs). We show that, when the input to the SpAM is a $\beta$-mixing time…

We present an extension of local sensitivity analysis, also referred to as the perturbation approach for uncertainty quantification, to Bayesian inverse problems. More precisely, we show how moments of random variables with respect to the…

This paper presents a new method for spatially adaptive local (constant) likelihood estimation which applies to a broad class of nonparametric models, including the Gaussian, Poisson and binary response models. The main idea of the method…

Motivated by a large ground-level ozone dataset, we propose a new computationally efficient additive approximate Gaussian process. The proposed method incorporates a computational-complexity-reduction method and a separable covariance…

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

We propose a method to detect model misspecifications in nonlinear causal additive and potentially heteroscedastic noise models. We aim to identify predictor variables for which we can infer the causal effect even in cases of such…

Multivariate spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use that incorporate spatial, temporal and variable…

We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…

This paper investigates a partially linear spatial autoregressive panel data model that incorporates fixed effects, constant and time-varying regression coefficients, and a time-varying spatial lag coefficient. A two-stage least squares…

The last decade has seen an explosion in data sources available for the monitoring and prediction of environmental phenomena. While several inferential methods have been developed that make predictions on the underlying process by combining…

We consider inference procedures, conditional on an observed ancillary statistic, for regression coefficients under a linear regression setup where the unknown error distribution is specified nonparametrically. We establish conditional…