Related papers: Functional response additive model estimation with…
The problem of adaptive multivariate function estimation in the single-index regression model with random design and weak assumptions on the noise is investigated. A novel estimation procedure that adapts simultaneously to the unknown index…
Online decision-making problem requires us to make a sequence of decisions based on incremental information. Common solutions often need to learn a reward model of different actions given the contextual information and then maximize the…
We consider models of financial markets in which all parties involved find incentives to participate. Strategies are evaluated directly by their virtual wealths. By tuning the price sensitivity and market impact, a phase diagram with…
Motivated by the pressing request of methods able to create prediction sets in a general regression framework for a multivariate functional response and pushed by new methodological advancements in non-parametric prediction for functional…
Diffusion and flow-matching models scale because pretraining is supervised regression: a clean sample is noised analytically, and a model regresses against a closed-form target. RL post-training aligns the model with a reward. In image…
Intelligent agents must pursue their goals in complex environments with partial information and often limited computational capacity. Reinforcement learning methods have achieved great success by creating agents that optimize engineered…
We propose an online inference method for censored quantile regression with streaming data sets. A key strategy is to approximate the martingale-based unsmooth objective function with a quadratic loss function involving a well-justified…
Predictive modeling often faces challenges due to limited data availability and quality, especially in domains where collected features are weakly correlated with outcomes and where additional feature collection is constrained by ethical or…
The growth of machine-readable data in finance, such as alternative data, requires new modeling techniques that can handle non-stationary and non-parametric data. Due to the underlying causal dependence and the size and complexity of the…
We propose an estimation approach to analyse correlated functional data which are observed on unequal grids or even sparsely. The model we use is a functional linear mixed model, a functional analogue of the linear mixed model. Estimation…
Due to the high similarity of disparity between consecutive frames in video sequences, the area where disparity changes is defined as the residual map, which can be calculated. Based on this, we propose RecSM, a network based on residual…
The generalized partially linear additive model (GPLAM) is a flexible and interpretable approach to building predictive models. It combines features in an additive manner, allowing each to have either a linear or nonlinear effect on the…
We develop estimation for potentially high-dimensional additive structural equation models. A key component of our approach is to decouple order search among the variables from feature or edge selection in a directed acyclic graph encoding…
Recommender systems can be formulated as a matrix completion problem, predicting ratings from user and item parameter vectors. Optimizing these parameters by subsampling data becomes difficult as the number of users and items grows. We…
We consider the problem of predicting a real random variable from a functional explanatory variable. The problem is attacked by mean of nonparametric kernel approach which has been recently adapted to this functional context. We derive…
Recent advances in video reward models and post-training strategies have improved text-to-video (T2V) generation. While these models typically assess visual quality, motion quality, and text alignment, they often overlook key structural…
Interactive autonomous applications require robustness of the perception engine to artifacts in unconstrained videos. In this paper, we examine the effect of camera motion on the task of action detection. We develop a novel ranking method…
The capital asset pricing model (CAPM) is readily used to capture a linear relationship between the daily returns of an asset and a market index. We extend this model to an intraday high-frequency setting by proposing a functional CAPM…
In the functional linear regression model, many methods have been proposed and studied to estimate the slope function while the functional predictor was observed in the entire domain. However, works on functional linear regression models…
Nonlinear relationships between covariates and a response variable of interest are frequently encountered in animal science research. Within statistical models, these nonlinear effects have, traditionally, been handled using a range of…