Related papers: Nonparametric regression with filtered data
Single-parameter summaries of variable effects in regression settings are desirable for ease of interpretation. However (partially) linear models for example, which would deliver these, may fit poorly to the data. On the other hand, an…
The causal effect of an intervention (treatment/exposure) on an outcome can be estimated by: i) specifying knowledge about the data-generating process; ii) assessing under what assumptions a target quantity, such as for example a causal…
In randomized controlled trials without interference, regression adjustment is widely used to enhance the efficiency of treatment effect estimation. This paper extends this efficiency principle to settings with network interference, where a…
This paper presents a general framework for the estimation of regression models with circular covariates, where the conditional distribution of the response given the covariate can be specified through a parametric model. The estimation of…
This paper examines nonparametric regression with an exogenous threshold variable, allowing for an unknown number of thresholds. Given the number of thresholds and corresponding threshold values, we first establish the asymptotic properties…
We study non-parametric regression estimates for random fields. The data satisfies certain strong mixing conditions and is defined on the regular $N$-dimensional lattice structure. We show consistency and obtain rates of convergence. The…
A key challenge in probabilistic regression is ensuring that predictive distributions accurately reflect true empirical uncertainty. Minimizing overall prediction error often encourages models to prioritize informativeness over calibration,…
The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques…
How should researchers conduct causal inference when the outcome of interest is latent and measured imperfectly by multiple indicators? We develop a general nonparametric framework for identifying and estimating average treatment effects on…
Balanced representation learning methods have been applied successfully to counterfactual inference from observational data. However, approaches that account for survival outcomes are relatively limited. Survival data are frequently…
With regard to a three-step estimation procedure, proposed without theoretical discussion by Li and You in Journal of Applied Statistics and Management, for a nonparametric regression model with time-varying regression function, local…
Probabilistic Regression refers to predicting a full probability density function for the target conditional on the features. We present a nonparametric approach to this problem which combines base classifiers (typically gradient boosted…
The present paper deals with a nonparametric M-estimation for right censored regression model with stationary ergodic data. Defined as an implicit function, a kernel type estimator of a family of robust regression is considered when the…
Regression models that ignore measurement error in predictors may produce highly biased estimates leading to erroneous inferences. It is well known that it is extremely difficult to take measurement error into account in Gaussian…
In nonparametric regression analysis, errors are possibly correlated in practice, and neglecting error correlation can undermine most bandwidth selection methods. When no prior knowledge or parametric form of the correlation structure is…
We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…
In this article, we propose a new nonparametric data analysis tool, which we call nonparametric modal regression, to investigate the relationship among interested variables based on estimating the mode of the conditional density of a…
In survival analysis it often happens that some subjects under study do not experience the event of interest; they are considered to be `cured'. The population is thus a mixture of two subpopulations: the one of cured subjects, and the one…
In spatio-temporal analysis, we often record data at specific time intervals but with varying spatial locations between these timepoints. We propose a conditional model to analyze such spatio-temporal data that accommodates the dependencies…
This article introduces a non parametric warping model for functional data. When the outcome of an experiment is a sample of curves, data can be seen as realizations of a stochastic process, which takes into account the small variations…