Related papers: Semiparametric panel data models using neural netw…
Existing identification and estimation methods for semiparametric sample selection models rely heavily on exclusion restrictions. However, it is difficult in practice to find a credible excluded variable that has a correlation with…
This study introduces an innovative Cumulative Link Modeling approach to monitor crop progress over large areas using remote sensing data. The models utilize the predictive attributes of calendar time, thermal time, and the Normalized…
Integrating probability and non-probability samples is increasingly important, yet unknown sampling mechanisms in non-probability sources complicate identification and efficient estimation. We develop semiparametric theory for dual-frame…
Deep learning has been successful in automating the design of features in machine learning pipelines. However, the algorithms optimizing neural network parameters remain largely hand-designed and computationally inefficient. We study if we…
Crop yield forecasting depends on many interactive factors, including crop genotype, weather, soil, and management practices. This study analyzes the performance of machine learning and deep learning methods for winter wheat yield…
In this paper, I show how neural networks can be used to simultaneously estimate all unknown parameters in a spatial point process model from an observed point pattern. The method can be applied to any point process model which it is…
This paper investigates the finite sample performance of a range of parametric, semi-parametric, and non-parametric instrumental variable estimators when controlling for a fixed set of covariates to evaluate the local average treatment…
We consider settings where data are available on a nonparametric function and various partial derivatives. Such circumstances arise in practice, for example in the joint estimation of cost and input functions in economics. We show that when…
Conducting causal inference with panel data is a core challenge in social science research. We adapt a deep neural architecture for time series forecasting (the N-BEATS algorithm) to more accurately impute the counterfactual evolution of a…
Many statistical estimands of interest (e.g., in regression or causality) are functions of the joint distribution of multiple random variables. But in some applications, data is not available that measures all random variables on each…
A machine-learning non-contact method to determine the temperature of a laser gain medium via its laser emission with a trained few-layer neural net model is presented. The training of the feed-forward Neural Network (NN) enables the…
This study introduces a debiasing method for regression estimators, including high-dimensional and nonparametric regression estimators. For example, nonparametric regression methods allow for the estimation of regression functions in a…
This paper is concerned with a semiparametric partially linear regression model with unknown regression coefficients, an unknown nonparametric function for the non-linear component, and unobservable Gaussian distributed random errors. We…
Predicting the economy's short-term dynamics -- a vital input to economic agents' decision-making process -- often uses lagged indicators in linear models. This is typically sufficient during normal times but could prove inadequate during…
Functional data analysis has attracted considerable interest and is facing new challenges, one of which is the increasingly available data in a streaming manner. In this article we develop an online nonparametric method to dynamically…
This paper illustrates novel methods for nonstationary time series modeling along with their applications to selected problems in neuroscience. These methods are semi-parametric in that inferences are derived by combining sequential…
We propose a nonparametric quantile regression method using deep neural networks with a rectified linear unit penalty function to avoid quantile crossing. This penalty function is computationally feasible for enforcing non-crossing…
In this paper, we propose a Network-Weighted Functional Regression (NWFR) model, an extension of Spatially Weighted Functional Regression (SWFR) to functional data defined on network-structured settings. To asses predictive uncertainity, we…
This paper proposes a model-free nonparametric estimator of conditional quantile of a time series regression model where the covariate vector is repeated many times for different values of the response. This type of data is abound in…
It is well known that the minimax rates of convergence of nonparametric density and regression function estimation of a random variable measured with error is much slower than the rate in the error free case. Surprisingly, we show that if…