Related papers: Asymptotic properties of parallel Bayesian kernel …

Bayesian error analysis paves the way to the construction of credible and plausible error regions for a point estimator obtained from a given dataset. We introduce the concept of region accuracy for error regions (a generalization of the…

We perform differential expression analysis of high-throughput sequencing count data under a Bayesian nonparametric framework, removing sophisticated ad-hoc pre-processing steps commonly required in existing algorithms. We propose to use…

Frequency-bin qudits constitute a promising tool for quantum information processing, but their high dimensionality can make for tedious characterization measurements. Here we introduce and compare compressive sensing and Bayesian mean…

This paper deals with the nonparametric density estimation of the regression error term assuming its independence with the covariate. The difference between the feasible estimator which uses the estimated residuals and the unfeasible one…

We present a growing dimension asymptotic formalism. The perspective in this paper is classification theory and we show that it can accommodate probabilistic networks classifiers, including naive Bayes model and its augmented version. When…

In the this paper, the authors propose to estimate the density of a targeted population with a weighted kernel density estimator (wKDE) based on a weighted sample. Bandwidth selection for wKDE is discussed. Three mean integrated squared…

The problem of estimating the regression function in a fixed design models with correlated observations is considered. Such observations are obtained from several experimental units, each of them forms a time series. Based on the…

This paper considers the asymptotic behavior in $\beta$-H\"older spaces, and under $L^p$ loss, of the gamma kernel density estimator introduced by Chen [Ann. Inst. Statist. Math. 52 (2000), 471-480] for the analysis of nonnegative data,…

This paper introduces a novel kernel density estimator (KDE) based on the generalised exponential (GE) distribution, designed specifically for positive continuous data. The proposed GE KDE offers a mathematically tractable form that avoids…

The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper (2007) for estimation of unknown nonparametric regression. We prove that this procedure is asymptotically efficient for a quadratic risk. It…

We consider the sparse high-dimensional linear regression model $Y=Xb+\epsilon$ where $b$ is a sparse vector. For the Bayesian approach to this problem, many authors have considered the behavior of the posterior distribution when, in truth,…

For the purpose of maximum likelihood estimation of static parameters, we apply a kernel smoother to the particles in the standard SIR filter for non-linear state space models with additive Gaussian observation noise. This reduces the Monte…

We present asymptotic results for the regression-adjusted version of approximate Bayesian computation introduced by Beaumont(2002). We show that for an appropriate choice of the bandwidth, regression adjustment will lead to a posterior…

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…

The Gaussian kernel is one of the most important kernels, applicable to many research fields, including scientific computing and data science. In this paper, we present asymptotic analysis of the Gaussian kernel matrix in high dimension…

In this paper we establish asymptotic simultaneous confidence bands for the transformation kernel estimator of copulas introduced in Omelka et al.(2009). To this aim, we prove a uniform in bandwidth law of the iterated logarithm for the…

New local linear estimators are proposed for a wide class of nonparametric regression models. The estimators are uniformly consistent regardless of satisfying traditional conditions of depen\-dence of design elements. The estimators are the…

This article introduces a new instrumental variable approach for estimating unknown population parameters with data having nonrandom missing values. With coarse and discrete instruments, Shao and Wang (2016) proposed a semiparametric method…

Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence…

We investigate optimal subsampling for quantile regression. We derive the asymptotic distribution of a general subsampling estimator and then derive two versions of optimal subsampling probabilities. One version minimizes the trace of the…