Related papers: Locally Adaptive Nonparametric Binary Regression
This paper proposes a new algorithm based on multi-scale stochastic local search with binary representation for training neural networks. In particular, we study the effects of neighborhood evaluation strategies, the effect of the number of…
Many scientific and engineering applications require fitting regression models that are nonlinear in the parameters. Advances in computer hardware and software in recent decades have made it easier to fit such models. Relative to fitting…
We consider a flexible semiparametric quantile regression model for analyzing high dimensional heterogeneous data. This model has several appealing features: (1) By considering different conditional quantiles, we may obtain a more complete…
Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…
Expectation propagation is a general prescription for approximation of integrals in statistical inference problems. Its literature is mainly concerned with Bayesian inference scenarios. However, expectation propagation can also be used to…
A partially linear probit model for spatially dependent data is considered. A triangular array setting is used to cover various patterns of spatial data. Conditional spatial heteroscedasticity and non-identically distributed observations…
We consider a linear model where the coefficients - intercept and slopes - are random with a law in a nonparametric class and independent from the regressors. Identification often requires the regressors to have a support which is the whole…
In this letter, we consider the problem of field estimation using binary measurements. Previous work has formulated the problem as a parameter estimation problem, with the parameter estimation carried out in an online manner using…
Augmenting a smooth cost function with an $\ell_1$ penalty allows analysts to efficiently conduct estimation and variable selection simultaneously in sophisticated models and can be efficiently implemented using proximal gradient methods.…
In this thesis we study adaptive nonparametric regression with noise misspecification and the complexity of approximation of random fields in dependence of the dimension. First, we consider the problem of pointwise estimation in…
In this paper an approach to modelling nonstationary binary sequences, i.e., predicting the probability of upcoming symbols, is presented. After studying the prediction model we evaluate its performance in two non-artificial test cases.…
Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…
This article examines density estimation by combining a parametric approach with a nonparametric factor. The plug-in parametric estimator is seen as a crude estimator of the true density and is adjusted by a nonparametric factor. The…
Variable selection is an important statistical problem. This problem becomes more challenging when the candidate predictors are of mixed type (e.g. continuous and binary) and impact the response variable in nonlinear and/or non-additive…
We consider the nonparametric estimation problem of time-dependent multivariate functions observed in a presence of additive cylindrical Gaussian white noise of a small intensity. We derive minimax lower bounds for the $L^2$-risk in the…
In many areas of science, complex phenomena are modeled by stochastic parametric simulators, often featuring high-dimensional parameter spaces and intractable likelihoods. In this context, performing Bayesian inference can be challenging.…
The aim of this paper is to estimate the density f of a random variable X when one has access to independent observations of the sum of K $\ge$ 2 independent copies of X. We provide a constructive estimator based on a suitable definition of…
Regression for spatially dependent outcomes poses many challenges, for inference and for computation. Non-spatial models and traditional spatial mixed-effects models each have their advantages and disadvantages, making it difficult for…
We consider the problem of finding tuned regularized parameter estimators for linear models. We start by showing that three known optimal linear estimators belong to a wider class of estimators that can be formulated as a solution to a…
Generalized additive models have been popular among statisticians and data analysts in multivariate nonparametric regression with non-Gaussian responses including binary and count data. In this paper, a new likelihood approach for fitting…