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Related papers: L\'{e}vy Adaptive B-spline Regression via Overcomp…

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We investigate the asymptotic properties of the L\'evy Adaptive B-spline (LABS) regression model, a Bayesian nonparametric method that incorporates B-spline kernels into the L\'evy Adaptive Regression Kernel (LARK) model. LABS applies…

Machine Learning · Statistics 2026-05-20 Jeunghun Oh , Sewon Park , Jaeyong Lee

We develop a fully Bayesian nonparametric regression model based on a L\'evy process prior named MLABS (Multivariate L\'evy Adaptive B-Spline regression) model, a multivariate version of the LARK (L\'evy Adaptive Regression Kernels) models,…

Computation · Statistics 2021-09-01 Sewon Park , Jaeyong Lee

In this paper, we will outline a novel data-driven method for estimating functions in a multivariate nonparametric regression model based on an adaptive knot selection for B-splines. The underlying idea of our approach for selecting knots…

Methodology · Statistics 2024-01-26 Mary E. Savino , Céline Lévy-Leduc

We propose a novel method to model nonlinear regression problems by adapting the principle of penalization to Partial Least Squares (PLS). Starting with a generalized additive model, we expand the additive component of each variable in…

Statistics Theory · Mathematics 2010-08-13 Nicole Kraemer , Anne-Laure Boulesteix , Gerhard Tutz

We focus on nonlinear Function-on-Scalar regression, where the predictors are scalar variables, and the responses are functional data. Most existing studies approximate the hidden nonlinear relationships using linear combinations of basis…

Methodology · Statistics 2025-04-01 Kazunori Takeshita , Yoshikazu Terada

We consider a methodology based in B-splines scaling functions to numerically invert Fourier or Laplace transforms of functions in the space $L^2(\mathbb{R})$. The original function is approximated by a finite combination of $j^{th}$ order…

Numerical Analysis · Mathematics 2013-02-07 Luis Ortiz-Gracia , Josep J. Masdemont

There are proposals that extend the classical generalized additive models (GAMs) to accommodate high-dimensional data ($p>>n$) using group sparse regularization. However, the sparse regularization may induce excess shrinkage when estimating…

Methodology · Statistics 2022-07-07 Boyi Guo , Byron C. Jaeger , A. K. M. Fazlur Rahman , D. Leann Long , Nengjun Yi

This article describes a new class of prior distributions for nonparametric function estimation. The unknown function is modeled as a limit of weighted sums of kernels or generator functions indexed by continuous parameters that control…

Statistics Theory · Mathematics 2011-12-15 Robert L. Wolpert , Merlise A. Clyde , Chong Tu

The smoothing spline is one of the most popular curve-fitting methods, partly because of empirical evidence supporting its effectiveness and partly because of its elegant mathematical formulation. However, there are two obstacles that…

Statistics Theory · Mathematics 2012-09-11 Yu Ryan Yue , Daniel Simpson , Finn Lindgren , Håvard Rue

The Bayesian Lasso is constructed in the linear regression framework and applies the Gibbs sampling to estimate the regression parameters. This paper develops a new sparse learning model, named the Bayesian Lasso Sparse (BLS) model, that…

Machine Learning · Statistics 2022-07-15 Ingvild M. Helgøy , Yushu Li

Supremum norm loss is intuitively more meaningful to quantify function estimation error in statistics. In the context of multivariate nonparametric regression with unknown error, we propose a Bayesian procedure based on spike-and-slab prior…

Statistics Theory · Mathematics 2018-06-29 William Weimin Yoo , Vincent Rivoirard , Judith Rousseau

We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…

Methodology · Statistics 2013-11-25 Guang Cheng , Hao Helen Zhang , Zuofeng Shang

In this paper we develop and study adaptive empirical Bayesian smoothing splines. These are smoothing splines with both smoothing parameter and penalty order determined via the empirical Bayes method from the marginal likelihood of the…

Statistics Theory · Mathematics 2015-11-18 Paulo Serra , Tatyana Krivobokova

We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we…

Methodology · Statistics 2010-09-14 Chenlei Leng , Minh Ngoc Tran , David Nott

For the performance degradation problem of broad learning system (BLS) in non-Gaussian noise environment, the variant of BLS based on M-estimator shows good robust performance. However, in most cases, the determination of the optimal loss…

Signal Processing · Electrical Eng. & Systems 2026-05-25 Haiquan Zhao , Jinhui Hu , Xin Lua

Spinal curvature estimation is important to the diagnosis and treatment of the scoliosis. Existing methods face several issues such as the need of expensive annotations on the vertebral landmarks and being sensitive to the image quality. It…

Image and Video Processing · Electrical Eng. & Systems 2023-10-17 Hao Wang , Qiang Song , Ruofeng Yin , Rui Ma , Yizhou Yu , Yi Chang

Modeling time series is a research focus in cryospheric sciences because of the complexity and multiscale nature of events of interest. Highly non-uniform sampling of measurements from different sensors with different levels of accuracy, as…

Applications · Statistics 2020-07-13 Prashant Shekhar , Beata Csatho , Tony Schenk , Carolyn Roberts , Abani Patra

Given a data set (t_i, y_i), i=1,..., n with the t_i in [0,1] non-parametric regression is concerned with the problem of specifying a suitable function f_n:[0,1] -> R such that the data can be reasonably approximated by the points (t_i,…

Methodology · Statistics 2009-03-18 P. L. Davies , M. Meise

Invariant-based models for incompressible isotropic hyperelasticity are typically formulated as functions of the first and second invariants, $W = W(\bar{I}_1, \bar{I}_2)$. A widely used class of models employs separable representations of…

Computational Engineering, Finance, and Science · Computer Science 2026-04-14 Simon Wiesheier , Miguel Angel Moreno-Mateos , Paul Steinmann

The present paper is concerned with new Besov-type space of variable smoothness. Nonlinear spline-approximation approach is used to give atomic decomposition of such space. Characterization of the trace space on hyperplane is also obtained.

Functional Analysis · Mathematics 2015-09-02 A. I. Tyulenev
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