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Functional graphical models explore dependence relationships of random processes. This is achieved through estimating the precision matrix of the coefficients from the Karhunen-Loeve expansion. This paper deals with the problem of…

Methodology · Statistics 2021-10-14 Ilias Moysidis , Bing Li

Multifractional processes extend the concept of fractional Brownian motion by replacing the constant Hurst parameter with a time-varying Hurst function. This extension allows for modulation of the roughness of sample paths over time. The…

Probability · Mathematics 2025-03-11 Antoine Ayache , Andriy Olenko , Nemini Samarakoon

Previous studies on event-related functional magnetic resonance imaging experimental designs are primarily based on linear models, in which a known shape of the hemodynamic response function (HRF) is assumed. However, the HRF shape is…

Applications · Statistics 2014-01-09 Ming-Hung Kao , Dibyen Majumdar , Abhyuday Mandal , John Stufken

Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…

Machine Learning · Computer Science 2012-08-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas

Bayesian estimation is a vital tool in robotics as it allows systems to update the robot state belief using incomplete information from noisy sensors. To render the state estimation problem tractable, many systems assume that the motion and…

Robotics · Computer Science 2025-01-13 Miguel Saavedra-Ruiz , Steven A. Parkison , Ria Arora , James Richard Forbes , Liam Paull

In this paper, we develop a multi-step estimation procedure to simultaneously estimate the varying-coefficient functions using a local-linear generalized method of moments (GMM) based on continuous moment conditions. To incorporate spatial…

Methodology · Statistics 2024-10-07 Pratim Guha Niyogi , Ping-Shou Zhong , Xiaohong Joe Zhou

This paper presents a novel extension of multi-task Gaussian Cox processes for modeling multiple heterogeneous correlated tasks jointly, e.g., classification and regression, via multi-output Gaussian processes (MOGP). A MOGP prior over the…

Machine Learning · Computer Science 2023-08-30 Feng Zhou , Quyu Kong , Zhijie Deng , Fengxiang He , Peng Cui , Jun Zhu

Functional magnetic resonance imaging (fMRI) technology is popularly used in many fields for studying how the brain reacts to mental stimuli. The identification of optimal fMRI experimental designs is crucial for rendering precise…

Statistics Theory · Mathematics 2015-10-30 Ching-Shui Cheng , Ming-Hung Kao

We consider parametric estimation for ergodic diffusion processes with noisy sampled data based on the hybrid method, that is, the multi-step estimation with the initial Bayes type estimators. In order to select proper initial values for…

Statistics Theory · Mathematics 2018-12-19 Yusuke Kaino , Shogo H. Nakakita , Masayuki Uchida

Gaussian processes that can be decomposed into a smooth mean function and a stationary autocorrelated noise process are considered and a fully automatic nonparametric method to simultaneous estimation of mean and auto-covariance functions…

Methodology · Statistics 2021-08-19 Tatyana Krivobokova , Paulo Serra , Francisco Rosales , Karolina Klockmann

Consider a Poisson point process with unknown support boundary curve $g$, which forms a prototype of an irregular statistical model. We address the problem of estimating non-linear functionals of the form $\int \Phi(g(x))\,dx$. Following a…

Statistics Theory · Mathematics 2019-02-13 Markus Reiß , Martin Wahl

Active learning methods for emulating complex computer models that rely on stationary Gaussian processes tend to produce design points that uniformly fill the entire experimental region, which can be wasteful for functions which vary only…

Methodology · Statistics 2025-07-16 Shangkun Wang , V. Roshan Joseph

This paper presents several situations leading to the observation of multiple correlated copies of a drifted process, and then non-asymptotic risk bounds are established on nonparametric estimators of the drift function $b_0$ and its…

Statistics Theory · Mathematics 2026-01-21 Nicolas Marie

Complex-valued Gaussian processes are used in Bayesian frequency-domain system identification as prior models for regression. If each realization of such a process were an $H_\infty$ function with probability one, then the same model could…

Systems and Control · Electrical Eng. & Systems 2022-11-30 Alex Devonport , Peter Seiler , Murat Arcak

Models of electrical excitation and recovery in the heart have become increasingly detailed, but have yet to be used routinely in the clinical setting to guide personalized intervention in patients. One of the main challenges is calibrating…

We propose a novel heart rate (HR) estimation method from facial videos that dynamically adapts the HR pulse extraction algorithm to separately deal with noise from 'rigid' head motion and 'non-rigid' facial expression. We first identify…

Signal Processing · Electrical Eng. & Systems 2019-05-30 Utkarsh Sharma , Terumi Umematsu , Masanori Tsujikawa , Yoshifumi Onishi

A functional risk curve gives the probability of an undesirable event as a function of the value of a critical parameter of a considered physical system. In several applicative situations, this curve is built using phenomenological…

Statistics Theory · Mathematics 2017-07-26 Bertrand Iooss , Loïc Le Gratiet

Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…

Machine Learning · Statistics 2026-02-27 Arsalan Jawaid , Abdullah Karatas , Jörg Seewig

We develop the generalized method of moments (GMM) estimation for the parameters of the finitely mixed multi-mixed fractional Ornstein--Uhlenbeck (mmfOU) processes, and analyze the consistency and asymptotic normality of this estimator. We…

Statistics Theory · Mathematics 2024-01-11 Hamidreza Maleki Almani , Tommi Sottinen

We introduce a probabilistic (Bayesian) framework and associated software toolbox for mapping population receptive fields (pRFs) based on fMRI data. This generic approach is intended to work with stimuli of any dimension and is demonstrated…

Neurons and Cognition · Quantitative Biology 2018-05-21 Peter Zeidman , Edward Harry Silson , Dietrich Samuel Schwarzkopf , Chris Ian Baker , Will Penny