Related papers: Bayesian bandwidth estimation and semi-metric sele…
Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…
Due to the growing adoption of deep neural networks in many fields of science and engineering, modeling and estimating their uncertainties has become of primary importance. Despite the growing literature about uncertainty quantification in…
The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…
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…
Most machine learning methods require tuning of hyper-parameters. For kernel ridge regression with the Gaussian kernel, the hyper-parameter is the bandwidth. The bandwidth specifies the length scale of the kernel and has to be carefully…
The functional linear regression model is a common tool to determine the relationship between a scalar outcome and a functional predictor seen as a function of time. This paper focuses on the Bayesian estimation of the support of the…
Multivariate nonnegative orthant data are real vectors bounded to the left by the null vector, and they can be continuous, discrete or mixed. We first review the recent relative variability indexes for multivariate nonnegative continuous…
The problem of prediction in functional linear regression is conventionally addressed by reducing dimension via the standard principal component basis. In this paper we show that an alternative basis chosen through weighted least-squares,…
Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the…
Regression models that ignore measurement error in predictors may produce highly biased estimates leading to erroneous inferences. It is well known that it is extremely difficult to take measurement error into account in Gaussian…
We introduce semiparametric Bayesian networks that combine parametric and nonparametric conditional probability distributions. Their aim is to incorporate the advantages of both components: the bounded complexity of parametric models and…
This paper develops a class of Bayesian non- and semiparametric methods for estimating regression curves and surfaces. The main idea is to model the regression as locally linear, and then place suitable local priors on the local parameters.…
We propose nonparametric methods for functional linear regression which are designed for sparse longitudinal data, where both the predictor and response are functions of a covariate such as time. Predictor and response processes have smooth…
We introduce a nonparametric way to estimate the global probability density function for a random persistence diagram. Precisely, a kernel density function centered at a given persistence diagram and a given bandwidth is constructed. Our…
Estimating expected polynomials of density functions from samples is a basic problem with numerous applications in statistics and information theory. Although kernel density estimators are widely used in practice for such functional…
In this article, we develop a semiparametric Bayesian estimation and model selection approach for partially linear additive models in conditional quantile regression. The asymmetric Laplace distribution provides a mechanism for Bayesian…
Spatial functional data arise in many settings, such as particulate matter curves observed at monitoring stations and age population curves at each areal unit. Most existing functional regression models have limited applicability because…
We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the…
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…
We develop a unifying framework for Bayesian nonparametric regression to study the rates of contraction with respect to the integrated $L_2$-distance without assuming the regression function space to be uniformly bounded. The framework is…