Related papers: A hidden process regression model for functional d…
In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…
In the classic machine learning framework, models are trained on historical data and used to predict future values. It is assumed that the data distribution does not change over time (stationarity). However, in real-world scenarios, the…
To study gap acceptance behaviour one needs the distribution (or probability density function) of gaps in the opposing stream. Further, in these times of widespread availability of large computing powers, traffic simulation has emerged as a…
We propose a data-driven optimization-based pre-compensation method to improve the contour tracking performance of precision motion stages by modifying the reference trajectory and without modifying any built-in low-level controllers. The…
Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…
Concerning bivariate least squares linear regression, the classical results obtained for extreme structural models in earlier attempts are reviewed using a new formalism in terms of deviation (matrix) traces which, for homoscedastic data,…
We revisit the problem of the existence of the maximum likelihood estimate for multi-class logistic regression. We show that one method of ensuring its existence is by assigning positive probability to every class in the sample dataset. The…
Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…
The Expectation Maximization (EM) algorithm is of key importance for inference in latent variable models including mixture of regressors and experts, missing observations. This paper introduces a novel EM algorithm, called…
The Expectation-Maximization (EM) algorithm is routinely used for the maximum likelihood estimation in the latent class analysis. However, the EM algorithm comes with no guarantees of reaching the global optimum. We study the geometry of…
Real-world data often exhibits sequential dependence, across diverse domains such as human behavior, medicine, finance, and climate modeling. Probabilistic methods capture the inherent uncertainty associated with prediction in these…
Functional data analysis is proved to be useful in many scientific applications. The physical process is observed as curves and often there are several curves observed due to multiple subjects, providing the replicates in statistical sense.…
Handling latent variables in Structural Equation Models (SEMs) in a case where both the latent variables and their corresponding indicators in the measurement error part of the model are random curves presents significant challenges,…
Recent technological developments have enabled us to collect complex and high-dimensional data in many scientific fields, such as population health, meteorology, econometrics, geology, and psychology. It is common to encounter such datasets…
We consider the problem of estimating the slope parameter in circular functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of 1-periodic, second order stationary random functions X1,...,Xn. We consider an…
Functional data analysis finds widespread application across various fields. While functional data are intrinsically infinite-dimensional, in practice, they are observed only at a finite set of points, typically over a dense grid. As a…
In this study we put forth a modular approach for distilling hidden flow physics in discrete and sparse observations. To address functional expressiblity, a key limitation of the black-box machine learning methods, we have exploited the use…
Modeling the traffic dynamics is essential for understanding and predicting the traffic spatiotemporal evolution. However, deriving the partial differential equation (PDE) models that capture these dynamics is challenging due to their…
This paper addresses the problem of learning the impulse responses characterizing forward models by means of a regularized kernel-based Prediction Error Method (PEM). The common approach to accomplish that is to approximate the system with…
Functional linear regression is one of the fundamental and well-studied methods in functional data analysis. In this work, we investigate the functional linear regression model within the context of reproducing kernel Hilbert space by…