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Motivated by normalizing DNA microarray data and by predicting the interest rates, we explore nonparametric estimation of additive models with highly correlated covariates. We introduce two novel approaches for estimating the additive…
The increasing size of neural networks has led to a growing demand for methods of efficient fine-tuning. Recently, an orthogonal fine-tuning paradigm was introduced that uses orthogonal matrices for adapting the weights of a pretrained…
Transfer learning refers to the promising idea of initializing model fits based on pre-training on other data. We particularly consider regression modeling settings where parameter estimates from previous data can be used as anchoring…
Combining additive models and neural networks allows to broaden the scope of statistical regression and extend deep learning-based approaches by interpretable structured additive predictors at the same time. Existing attempts uniting the…
This paper presents a conformal prediction method for classification in highly imbalanced and open-set settings, where there are many possible classes and not all may be represented in the data. Existing approaches require a finite, known…
The dependencies of the lagged (Pearson) correlation function on the coefficients of multivariate autoregressive models are interpreted in the framework of time series graphs. Time series graphs are related to the concept of Granger…
We provide a survey on relational models. Relational models describe complete networked {domains by taking into account global dependencies in the data}. Relational models can lead to more accurate predictions if compared to non-relational…
The higher-order autocorrelations of integer-valued or rational-valued gridded data sets appear naturally in X-ray crystallography, and have applications in computer vision systems, correlation tomography, correlation spectroscopy, and…
These lecture notes provide an overview of existing methodologies and recent developments for estimation and inference with high dimensional time series regression models. First, we present main limit theory results for high dimensional…
An important task in data analysis is the discovery of causal relationships between observed variables. For continuous-valued data, linear acyclic causal models are commonly used to model the data-generating process, and the inference of…
Autoregressive modeling has been a huge success in the field of natural language processing (NLP). Recently, autoregressive models have emerged as a significant area of focus in computer vision, where they excel in producing high-quality…
Multiple linear regression is a basic statistical tool, yielding a prediction formula with the input variables, slopes, and an intercept. But is it really easy to see which terms have the largest effect, or to explain why the prediction of…
For any abstract subfactor planar algebra $P$, there exists a finite index extremal subfactor $M_0 \subset M_1$ with $P$ as its standard invariant. In this paper, we classify the automorphism group of a bipartite graph planar algebra, and…
Due to the curse of dimensionality, estimation in a multidimensional nonparametric regression model is in general not feasible. Hence, additional restrictions are introduced, and the additive model takes a prominent place. The restrictions…
We propose a novel cointegrated autoregressive model for matrix-valued time series, with bi-linear cointegrating vectors corresponding to the rows and columns of the matrix data. Compared to the traditional cointegration analysis, our…
Various statistical analysis methods are studied for years to extract accurate trends of network traffic and predict the future load mainly to allocate required resources. Besides, many stochastic modeling techniques are offered to…
Extremile regression, as a least squares analog of quantile regression, is potentially useful tool for modeling and understanding the extreme tails of a distribution. However, existing extremile regression methods, as nonparametric…
A short review of recent renormalization group analyses of the self-consistence of the Standard Model is presented.
Learning processes by exploiting restricted domain knowledge is an important task across a plethora of scientific areas, with more and more hybrid training methods additively combining data-driven and model-based approaches. Although the…
In this paper we present a new classification model in machine learning. Our result is threefold: 1) The model produces comparable predictive accuracy to that of most common classification models. 2) It runs significantly faster than most…