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We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…

Statistics Theory · Mathematics 2020-01-22 Jean-Marc Azaïs , François Bachoc , Agnès Lagnoux , Thi Mong Ngoc Nguyen

In this paper we study the problem of statistical inference on the parameters of the semiparametric variance-mean mixtures. This class of mixtures has recently become rather popular in statistical and financial modelling. We design a…

Other Statistics · Statistics 2017-05-23 Denis Belomestny , Vladimir Panov

Physical modeling of robotic system behavior is the foundation for controlling many robotic mechanisms to a satisfactory degree. Mechanisms are also typically designed in a way that good model accuracy can be achieved with relatively simple…

Machine Learning · Statistics 2019-07-01 Sebastian Riedel , Freek Stulp

In this paper we address the challenging problem of designing globally convergent estimators for the parameters of nonlinear systems containing a non-separable exponential nonlinearity. This class of terms appears in many practical…

Dynamical Systems · Mathematics 2022-11-17 Romeo Ortega , Alexey Bobtsov , Ramon Costa-Castello , Nikolay Nikolaev

In this article, we propose a class of semiparametric mixture regression models with single-index. We argue that many recently proposed semiparametric/nonparametric mixture regression models can be considered special cases of the proposed…

Methodology · Statistics 2016-10-04 Sijia Xiang , Weixin Yao

Difficulties may arise when analyzing longitudinal data using mixed-effects models if there are nonparametric functions present in the linear predictor component. This study extends the use of semiparametric mixed-effects modeling in cases…

Methodology · Statistics 2024-02-05 Mozhgan Taavoni , Mohammad Arashi

In this paper we propose a general series method to estimate a semiparametric partially linear varying coefficient model. We establish the consistency and \sqrtn-normality property of the estimator of the finite-dimensional parameters of…

Statistics Theory · Mathematics 2007-06-13 Ibrahim Ahmad , Sittisak Leelahanon , Qi Li

This paper proposes consistent estimators for transformation parameters in semiparametric models. The problem is to find the optimal transformation into the space of models with a predetermined regression structure like additive or…

Statistics Theory · Mathematics 2008-12-18 Oliver Linton , Stefan Sperlich , Ingrid Van Keilegom

The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…

Statistics Theory · Mathematics 2011-03-09 Bo Kai , Runze Li , Hui Zou

We develop new semiparametric methods for estimating treatment effects. We focus on settings where the outcome distributions may be thick tailed, where treatment effects may be small, where sample sizes are large and where assignment is…

Methodology · Statistics 2023-08-24 Susan Athey , Peter J. Bickel , Aiyou Chen , Guido W. Imbens , Michael Pollmann

We investigate a semiparametric regression model where one gets noisy non linear non invertible functions of the observations. We focus on the application to bearings-only tracking. We first investigate the least squares estimator and prove…

Statistics Theory · Mathematics 2008-12-17 Elisabeth Gassiat , Benoit Landelle

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…

Methodology · Statistics 2024-03-28 Christoph Schultheiss , Peter Bühlmann

In this paper we present recent results on parametric analysis of biological models. The underlying method is based on the algorithms for computing trajectory sets of hybrid systems with polynomial dynamics. The method is then applied to…

Computational Engineering, Finance, and Science · Computer Science 2012-08-21 Romain Testylier , Thao Dang

When predicting scalar responses in the situation where the explanatory variables are functions, it is sometimes the case that some functional variables are related to responses linearly while other variables have more complicated…

Methodology · Statistics 2012-11-29 Heng Lian

Nonlinear dynamic models are widely used for characterizing functional forms of processes that govern complex biological pathway systems. Over the past decade, validation and further development of these models became possible due to data…

Methodology · Statistics 2019-08-13 Itai Dattner , Shota Gugushvili , Harold Ship , Eberhard O. Voit

Analysis and synthesis of safety-critical autonomous systems are carried out using models which are often dynamic. Two central features of these dynamic systems are parameters and unmodeled dynamics. This paper addresses the use of a…

Systems and Control · Electrical Eng. & Systems 2022-03-17 Arnab Sarker , Peter Fisher , Joseph E. Gaudio , Anuradha M. Annaswamy

In this article, we propose two classes of semiparametric mixture regression models with single-index for model based clustering. Unlike many semiparametric/nonparametric mixture regression models that can only be applied to low dimensional…

Methodology · Statistics 2017-08-15 Sijia Xiang , Weixin Yao

Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

Methodology · Statistics 2024-08-20 Xiaowu Dai

This paper presents an estimator for semiparametric models that uses a feed-forward neural network to fit the nonparametric component. Unlike many methodologies from the machine learning literature, this approach is suitable for…

Applications · Statistics 2017-05-19 Andrew Crane-Droesch

The requirements pertaining to the reliability and accuracy of micro-electromechanical gyroscopic sensors are increasing,as systems for vehicle localization emerge as an enabling factor for autonomous driving. Since micro-electromechanical…

Applied Physics · Physics 2020-02-07 Ulrike Nabholz , Michael Curcic , Jan E. Mehner , Peter Degenfeld-Schonburg