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A detailed analysis of correlation between stock returns at high frequency is compared with simple models of random walks. We focus in particular on the dependence of correlations on time scales - the so-called Epps effect. This provides a…

Trading and Market Microstructure · Quantitative Finance 2015-05-20 Iacopo Mastromatteo , Matteo Marsili , Patrick Zoi

The Gaussian Process (GP) assumption is often used in functional data analysis. We propose a method to assess departures from the GP assumption, both in terms of the shape of the distribution and its potential dependence on covariates,…

Methodology · Statistics 2026-04-02 Mingyuan Li , Martin A. Lindquist , Edward Gunning , Ciprian Crainiceanu

This work presents a new model and estimation procedure for the illness-death survival data where the hazard functions follow accelerated failure time (AFT) models. A shared frailty variate induces positive dependence among failure times of…

Methodology · Statistics 2022-05-10 Lea Kats , Malka Gorfine

The use of correlation as a fitness function is explored in symbolic regression tasks and the performance is compared against the typical RMSE fitness function. Using correlation with an alignment step to conclude the evolution led to…

Neural and Evolutionary Computing · Computer Science 2022-08-02 Nathan Haut , Wolfgang Banzhaf , Bill Punch

Analyzing longitudinal data in health studies is challenging due to sparse and error-prone measurements, strong within-individual correlation, missing data and various trajectory shapes. While mixed-effect models (MM) effectively address…

Methodology · Statistics 2024-07-11 Corentin Ségalas , Catherine Helmer , Robin Genuer , Cécile Proust-Lima

An imbalance between energy intake and energy expenditure will lead to a change in body weight (mass) and body composition (fat and lean masses). A quantitative understanding of the processes involved, which currently remains lacking, will…

Tissues and Organs · Quantitative Biology 2015-05-13 Carson C. Chow , Kevin D. Hall

We study additive function-on-function regression where the mean response at a particular time point depends on the time point itself as well as the entire covariate trajectory. We develop a computationally efficient estimation methodology…

Methodology · Statistics 2016-12-15 Janet S. Kim , Ana-Maria Staicu , Arnab Maity , Raymond J. Carroll , David Ruppert

The functional linear model is a popular tool to investigate the relationship between a scalar/functional response variable and a scalar/functional covariate. We generalize this model to a functional linear mixed-effects model when repeated…

Methodology · Statistics 2016-01-07 Baisen Liu , Jiguo Cao

We address the challenge of estimation in the context of constant linear effect models with dense functional responses. In this framework, the conditional expectation of the response curve is represented by a linear combination of…

Methodology · Statistics 2024-10-07 Pratim Guha Niyogi , Ping-Shou Zhong

We introduce the Prediction Advantage (PA), a novel performance measure for prediction functions under any loss function (e.g., classification or regression). The PA is defined as the performance advantage relative to the Bayesian risk…

Machine Learning · Computer Science 2017-05-30 Ran El-Yaniv , Yonatan Geifman , Yair Wiener

Biophysical models describing complex, cellular phenomena typically include systems of nonlinear differential equations with many free parameters. While experimental measurements can fix some parameters, those describing internal cellular…

Computational Physics · Physics 2025-07-08 Joseph M. Marcinik , Martín A. Toderi , Dolores Bozovic

Functional principal component analysis has been shown to be invaluable for revealing variation modes of longitudinal outcomes, which serves as important building blocks for forecasting and model building. Decades of research have advanced…

Methodology · Statistics 2024-10-07 Peijun Sang , Dehan Kong , Shu Yang

With the rising complexity of numerous novel applications that serve our modern society comes the strong need to design efficient computing platforms. Designing efficient hardware is, however, a complex multi-objective problem that deals…

Hardware Architecture · Computer Science 2023-04-11 Alireza Ghaffari , Masoud Asgharian , Yvon Savaria

The passive body-area electrostatic field has recently been aspiringly explored for wearable motion sensing, harnessing its two thrilling characteristics: full-body motion sensitivity and environmental sensitivity, which potentially…

Systems and Control · Electrical Eng. & Systems 2025-01-14 Sizhen Bian , Vitor Fortes Rey , Siyu Yuan , Paul Lukowicz

Correlation functions measured as a function of $\Delta \eta, \Delta \phi$ have emerged as a powerful tool to study the dynamics of particle production in nuclear collisions at high energy. They are however subject, like any other…

Nuclear Experiment · Physics 2014-02-26 Shantam Ravan , Prabhat Pujahari , Sidharth Prasad , Claude A. Pruneau

Evidence from animal models and epidemiological studies has linked prenatal alcohol exposure (PAE) to a broad range of long-term cognitive and behavioral deficits. However, there is virtually no information in the scientific literature…

Human Activity Recognition (HAR) has been a popular research field due to the widespread of devices with sensors and computational power (e.g., smartphones and smartwatches). Applications for HAR systems have been extensively researched in…

Human-Computer Interaction · Computer Science 2023-08-28 Paulo J. S. Ferreira , João Mendes Moreira , João M. P. Cardoso

The research described herewith is to re-visit the classical doubly robust estimation of average treatment effect by conducting a systematic study on the comparisons, in the sense of asymptotic efficiency, among all possible combinations of…

Statistics Theory · Mathematics 2020-06-01 Keli Guo , Chuyun Ye , Jun Fan , Lixing Zhu

Biomechanical features have become important indicators for evaluating athletes' techniques. Traditionally, experts propose significant features and evaluate them using physics equations. However, the complexity of the human body and its…

Machine Learning · Computer Science 2025-08-14 Qi Gan , Stephan Clémençon , Mounîm A. El-Yacoubi , Sao Mai Nguyen , Eric Fenaux , Ons Jelassi

This paper aims to develop practical applications of the model for the highly technical measure-valued populations developed by the authors in \cite{FanEtal20}. We consider the problem of estimation of parameters in the general age and…

Statistics Theory · Mathematics 2025-06-30 Jie Yen Fan , Kais Hamza , Fima C. Klebaner , Ziwen Zhong