English
Related papers

Related papers: Adaptive warped kernel estimation for nonparametri…

200 papers

This paper deals with a nonparametric warped kernel estimator $\widehat b$ of the drift function computed from independent continuous observations of a diffusion process. A risk bound on $\widehat b$ is established. The paper also deals…

Statistics Theory · Mathematics 2024-03-04 Nicolas Marie , Amélie Rosier

We are interested in renewable estimations and algorithms for nonparametric models with streaming data. In our method, the nonparametric function of interest is expressed through a functional depending on a weight function and a conditional…

Computation · Statistics 2023-11-27 Yan Chen , Shuixin Fang , Lu Lin

In this paper, the regularization approach introduced recently for nonparametric estimation of linear systems is extended to the estimation of nonlinear systems modelled as Volterra series. The kernels of order higher than one, representing…

Systems and Control · Computer Science 2018-04-30 Georgios Birpoutsoukis , Anna Marconato , John Lataire , Johan Schoukens

In the regression model $Y = b(X) +\sigma(X)\varepsilon$, where $X$ has a density $f$, this paper deals with an oracle inequality for an estimator of $bf$, involving a kernel in the sense of Lerasle et al. (2016), selected via the PCO…

Statistics Theory · Mathematics 2021-06-07 Hélène Halconruy , Nicolas Marie

Empirical data can often be considered as samples from a set of probability distributions. Kernel methods have emerged as a natural approach for learning to classify these distributions. Although numerous kernels between distributions have…

Machine Learning · Computer Science 2024-12-02 Oleksii Kachaiev , Stefano Recanatesi

We provide uniform confidence bands for kernel ridge regression (KRR), a widely used nonparametric regression estimator for nonstandard data such as preferences, sequences, and graphs. Despite the prevalence of these data--e.g., student…

Statistics Theory · Mathematics 2025-08-19 Rahul Singh , Suhas Vijaykumar

Optimal frequency identification in astronomical datasets is crucial for variable star studies, exoplanet detection, and asteroseismology. Traditional period-finding methods often rely on specific parametric assumptions, employ binning…

Instrumentation and Methods for Astrophysics · Physics 2024-06-12 F. Stoppa , C. Johnston , E. Cator , G. Nelemans , P. J. Groot

We consider the model of nonregular nonparametric regression where smoothness constraints are imposed on the regression function $f$ and the regression errors are assumed to decay with some sharpness level at their endpoints. The aim of…

Statistics Theory · Mathematics 2014-10-02 Moritz Jirak , Alexander Meister , Markus Reiß

In this paper, we propose a covariate-adjusted nonlinear regression model. In this model, both the response and predictors can only be observed after being distorted by some multiplicative factors. Because of nonlinearity, existing methods…

Statistics Theory · Mathematics 2009-08-14 Xia Cui , Wensheng Guo , Lu Lin , Lixing Zhu

We present a new method for estimating the frontier of a multidimensional sample. The estimator is based on a kernel regression on the power-transformed data. We assume that the exponent of the transformation goes to infinity while the…

Methodology · Statistics 2011-03-31 Stéphane Girard , Pierre Jacob

We consider the non-parametric Poisson regression problem where the integer valued response $Y$ is the realization of a Poisson random variable with parameter $\lambda(X)$. The aim is to estimate the functional parameter $\lambda$ from…

Statistics Theory · Mathematics 2018-05-14 Martin Kroll

Route alignment design in surveying and transportation engineering frequently involves fixed waypoint constraints, where a path must precisely traverse specific coordinates. While existing literature primarily relies on geometric…

Methodology · Statistics 2026-01-06 Shiyin Du , Yiting Chen , Wenzhi Yang , Qiong Li , Xiaoping Shi

Nonparametric kernel density and local polynomial regression estimators are very popular in Statistics, Economics, and many other disciplines. They are routinely employed in applied work, either as part of the main empirical analysis or as…

Computation · Statistics 2020-07-21 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell

A biomechanical model often requires parameter estimation and selection in a known but complicated nonlinear function. Motivated by observing that data from a head-neck position tracking system, one of biomechanical models, show…

Methodology · Statistics 2024-02-13 Hojun You , Kyubaek Yoon , Wei-Ying Wu , Jongeun Choi , Chae Young Lim

General predictive models do not provide a measure of confidence in predictions without Bayesian assumptions. A way to circumvent potential restrictions is to use conformal methods for constructing non-parametric confidence regions, that…

Machine Learning · Statistics 2016-09-21 Evgeny Burnaev , Ivan Nazarov

This paper provides new uniform rate results for kernel estimators of absolutely regular stationary processes that are uniform in the bandwidth and in infinite-dimensional classes of dependent variables and regressors. Our results are…

Econometrics · Economics 2020-05-21 Juan Carlos Escanciano

In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…

Machine Learning · Statistics 2022-08-29 Yuan Mao , Lei Shi , Zheng-Chu Guo

Kernel based methods have shown effective performance in many remote sensing classification tasks. However their performance significantly depend on its hyper-parameters. The conventional technique to estimate the parameter comes with high…

Machine Learning · Statistics 2018-04-17 Bharath Bhushan Damodaran

Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted…

Machine Learning · Computer Science 2017-12-27 Rongqing Huang , Shiliang Sun

The paper addresses the problem to estimate the power spectral density of an ARMA zero mean Gaussian process. We propose a kernel based maximum entropy spectral estimator. The latter searches the optimal spectrum over a class of high order…

Optimization and Control · Mathematics 2020-04-30 Mattia Zorzi