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This paper focuses on the outline of some computational methods for the approximate solution of the integral equations for the neuronal firing probability density and an algorithm for the generation of sample-paths in order to construct…

Probability · Mathematics 2007-05-23 E. Di Nardo , A. G. Nobile , E. Pirozzi , L. M. Ricciardi

We consider the class of all stationary Gaussian process with explicit parametric spectral density. Under some conditions on the autocovariance function, we defined a GMM estimator that satisfies consistency and asymptotic normality, using…

Statistics Theory · Mathematics 2017-01-18 Luis A. Barboza , Frederi G. Viens

The goal of item response theoretic (IRT) models is to provide estimates of latent traits from binary observed indicators and at the same time to learn the item response functions (IRFs) that map from latent trait to observed response.…

Machine Learning · Statistics 2020-12-23 JBrandon Duck-Mayr , Roman Garnett , Jacob M. Montgomery

Neuronal brain activity in response to repeated stimuli can be perceived using functional magnetic resonance imaging (fMRI). In this paper, we develop a statistical model for fMRI data that estimates both the associated haemodynamic…

Applications · Statistics 2015-01-26 Christopher J. Brignell , William J. Browne , Ian L. Dryden , Susan T. Francis

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Regression is an essential and fundamental methodology in statistical analysis. The majority of the literature focuses on linear and nonlinear regression in the context of the Euclidean space. However, regression models in non-Euclidean…

Methodology · Statistics 2024-09-06 Jinzhao Liu , Chao Liu , Jian Qing Shi , Tom Nye

We study a nonparametric Bayesian approach to estimation of the volatility function of a stochastic differential equation driven by a gamma process. The volatility function is modelled a priori as piecewise constant, and we specify a gamma…

Statistics Theory · Mathematics 2023-10-18 Denis Belomestny , Shota Gugushvili , Moritz Schauer , Peter Spreij

In many pediatric fMRI studies, cardiac signals are often missing or of poor quality. A tool to extract Heart Rate Variation (HRV) waveforms directly from fMRI data, without the need for peripheral recording devices, would be highly…

Image and Video Processing · Electrical Eng. & Systems 2025-02-12 Abdoljalil Addeh , Karen Ardila , Rebecca J Williams , G. Bruce Pike , M. Ethan MacDonald

This paper concerns the estimation of the regression function at a given point in nonparametric heteroscedastic models with Gaussian noise or with noise having unknown distribution. In the two cases an asymptotically efficient kernel…

Statistics Theory · Mathematics 2007-11-30 Jean-Yves Brua

We consider the inverse problem of estimating the spatially varying pulse wave velocity in blood vessels in the brain from dynamic MRI data, as it appears in the recently proposed imaging technique of Magnetic Resonance Advection Imaging…

Numerical Analysis · Mathematics 2020-01-13 Simon Hubmer , Andreas Neubauer , Ronny Ramlau , Henning U. Voss

Inferring a decision maker's utility function typically involves an elicitation phase where the decision maker responds to a series of elicitation queries, followed by an estimation phase where the state-of-the-art is to either fit the…

Applications · Statistics 2018-07-31 Mengyang Gu , Debarun Bhattacharjya , Dharmashankar Subramanian

Functional magnetic resonance imaging (fMRI) provides an indirect measurement of neuronal activity via hemodynamic responses that vary across brain regions and individuals. Ignoring this hemodynamic variability can bias downstream…

Image and Video Processing · Electrical Eng. & Systems 2026-01-26 William Consagra , Eardi Lila

Functional Magnetic Resonance Imaging~(fMRI) is widely used to study activation in the human brain. In most cases, data are commonly used to construct activation maps corresponding to a given paradigm. Results can be very variable, hence…

Applications · Statistics 2022-05-04 Ranjan Maitra

Gaussian processes constitute a very powerful and well-understood method for non-parametric regression and classification. In the classical framework, the training data consists of deterministic vector-valued inputs and the corresponding…

Systems and Control · Computer Science 2018-09-26 Maxim Dolgov , Uwe D. Hanebeck

We study nonparametric Bayesian inference for the intensity function of a covariate-driven point process. We extend recent results from the literature, showing that a wide class of Gaussian priors, combined with flexible link functions,…

Statistics Theory · Mathematics 2025-05-27 Patric Dolmeta , Matteo Giordano

We propose a moving horizon estimation scheme for estimating the states and time-varying parameters of nonlinear systems. We consider the case where observability of the parameters depends on the excitation of the system and may be absent…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Julian D. Schiller , Matthias A. Müller

A new non-parametric method based on Gaussian Processes was proposed recently to measure the Hubble constant $H_0$. The freedom in this approach comes in the chosen covariance function, which determines how smooth the process is and how…

Cosmology and Nongalactic Astrophysics · Physics 2014-07-22 Vinicius C. Busti , Chris Clarkson , Marina Seikel

A stationary Gaussian process is said to be long-range dependent (resp., anti-persistent) if its spectral density $f(\lambda)$ can be written as $f(\lambda)=|\lambda|^{-2d}g(|\lambda|)$, where $0<d<1/2$ (resp., $-1/2<d<0$), and $g$ is…

Methodology · Statistics 2012-07-24 Judith Rousseau , Nicolas Chopin , Brunero Liseo

In the current paper, we introduce a parametric data-driven model for functional near-infrared spectroscopy that decomposes a signal into a series of independent, rescaled, time-shifted, hemodynamic basis functions. Each decomposed waveform…

Signal Processing · Electrical Eng. & Systems 2020-01-24 Marco A. Pinto-Orellana , Diego C. Nascimento , Peyman Mirtaheri , Rune Jonassen , Anis Yazidi , Hugo L. Hammer

Assuming that a stochastic process $X=(X_t)_{t\geq 0}$ is a sum of a compound Poisson process $Y=(Y_t)_{t\geq 0}$ with known intensity $\lambda$ and unknown jump size density $f,$ and an independent Brownian motion $Z=(Z_t)_{t\geq 0},$ we…

Statistics Theory · Mathematics 2007-11-06 Shota Gugushvili