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We study the problem of nonparametric estimation of linear multiplier function $\theta t)$ for processes satisfying stochastic differential equations of the type $dX_t=\theta(t)X_tdt+\epsilond\bar W_t^H, X_0=x_0, 0\leq t \leq T$ where…

Probability · Mathematics 2019-02-25 B. L. S. Prakasa Rao

Interactions between the brain and body are of fundamental importance for human behavior and health. Functional magnetic resonance imaging (fMRI) captures whole-brain activity noninvasively, and modeling how fMRI signals interact with…

The Frequency Response Functions (FRFs) are the most widely used functions to characterise the dynamic behaviour of structures. The natural frequencies and damping behaviour can be easily and quickly detected from a Bode diagram. The modal…

Classical Physics · Physics 2024-04-09 Dario Di Maio

Intensity estimation is a common problem in statistical analysis of spatial point pattern data. This paper proposes a nonparametric Bayesian method for estimating the spatial point process intensity based on mixture of finite mixture (MFM)…

Methodology · Statistics 2019-07-09 Junxian Geng , Wei Shi , Guanyu Hu

Influence function (IF)-based estimators are widely used in mediation analysis due to their modeling flexibility, but standard implementations require direct estimation of the distribution functions of the mediator and treatment variables.…

Methodology · Statistics 2026-02-10 Chang Liu , AmirEmad Ghassami

After a brief review of the definition and properties of the quantum effective Hamiltonian action we describe its renormalization flow by a functional RG equation. This equation can be used for a non-perturbative quantization and study also…

High Energy Physics - Theory · Physics 2013-05-30 G. P. Vacca , L. Zambelli

Functional Magnetic Resonance Imaging (fMRI) is a powerful non-invasive tool for localizing and analyzing brain activity. This study focuses on one very important aspect of the functional properties of human brain, specifically the…

Artificial Intelligence · Computer Science 2014-10-28 Harris V. Georgiou

Most brain disorders are very heterogeneous in terms of their underlying biology and developing analysis methods to model such heterogeneity is a major challenge. A promising approach is to use probabilistic regression methods to estimate…

Machine Learning · Statistics 2018-12-03 Seyed Mostafa Kia , Christian F. Beckmann , Andre F. Marquand

Radio-frequency (RF) Radiance Field reconstruction is a challenging problem. The difficulty lies in the interactions between the propagating signal and objects, such as reflections and diffraction, which are hard to model precisely,…

Signal Processing · Electrical Eng. & Systems 2025-04-03 Chi-Shiang Gau , Xingyu Chen , Tara Javidi , Xinyu Zhang

Heteroscedastic regression considering the varying noises among observations has many applications in the fields like machine learning and statistics. Here we focus on the heteroscedastic Gaussian process (HGP) regression which integrates…

Machine Learning · Statistics 2020-01-22 Haitao Liu , Yew-Soon Ong , Jianfei Cai

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

We propose a contrast-based estimation method for Gaussian processes with time-inhomogeneous drifts, observed under high-frequency sampling. The process is modeled as the sum of a deterministic drift function and a stationary Gaussian…

Statistics Theory · Mathematics 2025-10-07 Yasutaka Shimizu

A novel extrapolation method is proposed for longitudinal forecasting. A hierarchical Gaussian process model is used to combine nonlinear population change and individual memory of the past to make prediction. The prediction error is…

Methodology · Statistics 2014-08-25 Leo L. Duan , John P. Clancy , Rhonda D. Szczesniak

Conditional density estimation is complicated by multimodality, heteroscedasticity, and strong non-Gaussianity. Gaussian processes (GPs) provide a principled nonparametric framework with calibrated uncertainty, but standard GP regression is…

Machine Learning · Computer Science 2026-03-12 Vardaan Tekriwal , Mark D. Risser , Hengrui Luo , Marcus M. Noack

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…

Machine Learning · Computer Science 2022-06-22 Siavash Ameli , Shawn C. Shadden

In observational studies, unmeasured confounders present a crucial challenge in accurately estimating desired causal effects. To calculate the hazard ratio (HR) in Cox proportional hazard models for time-to-event outcomes, two-stage…

Motivated by modeling and analysis of mass-spectrometry data, a semi- and nonparametric model is proposed that consists of a linear parametric component for individual location and scale and a nonparametric regression function for the…

Methodology · Statistics 2013-05-08 Weiping Ma , Yang Feng , Kani Chen , Zhiliang Ying

For nonparametric regression with one-sided errors and a boundary curve model for Poisson point processes we consider the problem of efficient estimation for linear functionals. The minimax optimal rate is obtained by an unbiased estimation…

Statistics Theory · Mathematics 2015-09-25 Markus Reiß , Leonie Selk

This paper deals with the nonparametric estimation in heteroscedastic regression $ Y_i=f(X_i)+\xi_i, \: i=1,...,n $, with incomplete information, i.e. each real random variable $ \xi_i $ has a density $ g_{i} $ which is unknown to the…

Statistics Theory · Mathematics 2011-05-10 Michaël Chichignoud

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu