Related papers: The Best Linear Unbiased Estimator for Continuatio…
In this paper the problem of best linear unbiased estimation is investigated for continuous-time regression models. We prove several general statements concerning the explicit form of the best linear unbiased estimator (BLUE), in particular…
In this article, the joint best linear unbiased predictors (BLUPs) of two future unobserved order statistics, based on a set of observed order statistics, are developed explicitly. It is shown that these predictors are trace-efficient as…
In life-testing experiments, it is often of interest to predict unobserved future failure times based on observed early failure times. A point best linear unbiased predictor (BLUP) has been developed in this context by Kaminsky and Nelson…
Gaussian process regression (GPR) model has been widely used to fit data when the regression function is unknown and its nice properties have been well established. In this article, we introduce an extended t-process regression (eTPR)…
In this article, we first derive an explicit expression for the marginal best linear invariant predictor (BLIP) of an unobserved future order statistic based on a set of early observed ordered statistics. We then derive the joint BLIPs of…
For analyzing unit-level multivariate data in small area estimation, we consider the multivariate nested error regression model (MNER) and provide the empirical best linear unbiased predictor (EBLUP) of a small area characteristic based on…
Given an i.i.d. sample drawn from some probability distribution on a finite set, the best (in the sense of least variance) linear unbiased estimator (BLUE) of the average of any quantity with respect to that distribution is the sample…
We consider the problem of designing experiments for the comparison of two regression curves describing the relation between a predictor and a response in two groups, where the data between and within the group may be dependent. In order to…
For nonparametric regression with one-sided errors and a boundary curve model for Poisson point processes we consider the problem of efficient estimation for linear functionals. The minimax optimal rate is obtained by an unbiased estimation…
Gaussian process regression (GPR) model has been widely used to fit data when the regression function is unknown and its nice properties have been well established. In this article, we introduce an extended t-process regression (eTPR)…
We consider the problem of efficient statistical inference for comparing two regression curves estimated from two samples of dependent measurements. Based on a representation of the best pair of linear unbiased estimators in continuous time…
Observations which are realizations from some continuous process are frequent in sciences, engineering, economics, and other fields. We consider linear models, with possible random effects, where the responses are random functions in a…
In many classification problems it is desirable to output well-calibrated probabilities on the different classes. We propose a robust, non-parametric method of calibrating probabilities called SplineCalib that utilizes smoothing splines to…
Building upon the concepts and mechanisms used for the development in Moving Points Algorithm, we will now explore how non linear decision boundaries can be developed for classification tasks. First we will look at the classification…
This paper presents a new and efficient method for the construction of optimal designs for regression models with dependent error processes. In contrast to most of the work in this field, which starts with a model for a finite number of…
Empirical best linear unbiased prediction (EBLUP) method uses a linear mixed model in combining information from different sources of information. This method is particularly useful in small area problems. The variability of an EBLUP is…
Continual learning (CL) aims to learn a sequence of tasks without forgetting the previously acquired knowledge. However, recent CL advances are restricted to supervised continual learning (SCL) scenarios. Consequently, they are not scalable…
For classical estimation with an underlying linear model the best linear unbiased estimator (BLUE) is usually utilized for estimating the deterministic but unknown parameter vector. In the case of real valued parameter vectors but complex…
We show how the random coefficient logistic demand (BLP) model can be phrased as an automatically differentiable moment function, including the incorporation of numerical safeguards proposed in the literature. This allows gradient-based…
In an unbounded plane, straight lines are used extensively for mathematical analysis. They are tools of convenience. However, those with high slope values become unbounded at a faster rate than the independent variable. So, straight lines,…