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Functional data that are nonnegative and have a constrained integral can be considered as samples of one-dimensional density functions. Such data are ubiquitous. Due to the inherent constraints, densities do not live in a vector space and,…

Statistics Theory · Mathematics 2016-01-13 Alexander Petersen , Hans-Georg Müller

Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple,…

Machine Learning · Computer Science 2020-05-21 J. Emmanuel Johnson , Valero Laparra , Gustau Camps-Valls

Elastic Riemannian metrics have been used successfully in the past for statistical treatments of functional and curve shape data. However, this usage has suffered from an important restriction: the function boundaries are assumed fixed and…

Methodology · Statistics 2021-05-19 Darshan Bryner , Anuj Srivastava

Friction modeling has always been a challenging problem due to the complexity of real physical systems. Although a few state-of-the-art structured data-driven methods show their efficiency in nonlinear system modeling, deterministic…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Rui Dai , Giulio Evangelisti , Sandra Hirche

In engineering design, one often wishes to calculate the probability that the performance of a system is satisfactory under uncertainty. State of the art algorithms exist to solve this problem using active learning with Gaussian process…

Machine Learning · Computer Science 2022-11-03 Jonathan Sadeghi , Romain Mueller , John Redford

We consider the problem of constructing nonparametric undirected graphical models for high-dimensional functional data. Most existing statistical methods in this context assume either a Gaussian distribution on the vertices or linear…

Statistics Theory · Mathematics 2021-03-22 Eftychia Solea , Holger Dette

The construction of synthetic complex-valued signals from real-valued observations is an important step in many time series analysis techniques. The most widely used approach is based on the Hilbert transform, which maps the real-valued…

Machine Learning · Statistics 2017-12-08 Luca Ambrogioni , Eric Maris

Functional data typically contains amplitude and phase variation. In many data situations, phase variation is treated as a nuisance effect and is removed during preprocessing, although it may contain valuable information. In this note, we…

Methodology · Statistics 2021-01-01 Clara Happ , Fabian Scheipl , Alice-Agnes Gabriel , Sonja Greven

This paper is centered around the approximation of dynamical systems by means of Gaussian processes. To this end, trajectories of such systems must be collected to be used as training data. The measurements of these trajectories are…

Systems and Control · Electrical Eng. & Systems 2025-04-02 Tobias M. Wolff , Victor G. Lopez , Matthias A. Müller

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

Machine Learning · Computer Science 2024-04-17 Dongwei Ye , Mengwu Guo

Functional data analyses typically proceed by smoothing, followed by functional PCA. This paradigm implicitly assumes that rough variation is due to nuisance noise. Nevertheless, relevant functional features such as time-localised or short…

Methodology · Statistics 2018-09-19 Marie-Hélène Descary , Victor M. Panaretos

In this research monograph, we deal with a very general asymptotic representation for statistics named GRI expressed in the functional empirical process, both one-dimensional and multidimensional, and another call residual empirical…

When considering functional principal component analysis for sparsely observed longitudinal data that take values on a nonlinear manifold, a major challenge is how to handle the sparse and irregular observations that are commonly…

Methodology · Statistics 2018-12-13 Xiongtao Dai , Zhenhua Lin , Hans-Georg Müller

This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to…

Machine Learning · Statistics 2017-05-08 Maziar Raissi

In this paper, we propose a Bayesian approach for multiscale problems with the availability of dynamic observational data. Our method selects important degrees of freedom probabilistically in a Generalized multiscale finite element method…

Numerical Analysis · Mathematics 2018-06-18 Siu Wun Cheung , Nilabja Guha

The paper addresses the problem of passivation of a class of nonlinear systems where the dynamics are unknown. For this purpose, we use the highly flexible, data-driven Gaussian process regression for the identification of the unknown…

Systems and Control · Computer Science 2018-11-19 Thomas Beckers , Sandra Hirche

Functional data analysis, which models data as realizations of random functions over a continuum, has emerged as a useful tool for time series data. Often, the goal is to infer the dynamic connections (or time-varying conditional…

Methodology · Statistics 2024-12-10 Chunshan Liu , Daniel R. Kowal , James Doss-Gollin , Marina Vannucci

In several environmental applications data are functions of time, essentially con- tinuous, observed and recorded discretely, and spatially correlated. Most of the methods for analyzing such data are extensions of spatial statistical tools…

Methodology · Statistics 2011-06-28 Elvira Romano , Antonio Balzanella , Rosanna Verde

We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary location, and levels. It works for any noise and segment level prior, e.g. Cauchy which can handle outliers.…

Statistics Theory · Mathematics 2007-06-13 Marcus Hutter

Superresolution theory and techniques seek to recover signals from samples in the presence of blur and noise. Discrete image registration can be an approach to fuse information from different sets of samples of the same signal. Quantization…

Computer Vision and Pattern Recognition · Computer Science 2024-12-16 Serap A. Savari
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