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Reduced modeling of a computationally demanding dynamical system aims at approximating its trajectories, while optimizing the trade-off between accuracy and computational complexity. In this work, we propose to achieve such an approximation…
We introduce a fast algorithm for Gaussian process regression in low dimensions, applicable to a widely-used family of non-stationary kernels. The non-stationarity of these kernels is induced by arbitrary spatially-varying vertical and…
Instrumental variable (IV) regression is a strategy for learning causal relationships in observational data. If measurements of input X and output Y are confounded, the causal relationship can nonetheless be identified if an instrumental…
In this study, we propose a function-on-function linear quantile regression model that allows for more than one functional predictor to establish a more flexible and robust approach. The proposed model is first transformed into a…
We introduce a new model of linear regression for random functional inputs taking into account the first order derivative of the data. We propose an estimation method which comes down to solving a special linear inverse problem. Our…
Selecting important features in non-linear or kernel spaces is a difficult challenge in both classification and regression problems. When many of the features are irrelevant, kernel methods such as the support vector machine and kernel…
Parametric factor copula models typically work well in modeling multivariate dependencies due to their flexibility and ability to capture complex dependency structures. However, accurately estimating the linking copulas within these models…
Using representations of functional data can be more convenient and beneficial in subsequent statistical models than direct observations. These representations, in a lower-dimensional space, extract and compress information from individual…
This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…
This paper generalizes recent advances on quadratic manifold (QM) dimensionality reduction by developing kernel methods-based nonlinear-augmentation dimensionality reduction. QMs, and more generally feature map-based nonlinear corrections,…
Functional linear regression analysis aims to model regression relations which include a functional predictor. The analog of the regression parameter vector or matrix in conventional multivariate or multiple-response linear regression…
Kernel-based methods have been recently introduced for linear system identification as an alternative to parametric prediction error methods. Adopting the Bayesian perspective, the impulse response is modeled as a non-stationary Gaussian…
This work constructs a hypothesis test for detecting whether an data-generating function $h: R^p \rightarrow R$ belongs to a specific reproducing kernel Hilbert space $\mathcal{H}_0$ , where the structure of $\mathcal{H}_0$ is only…
In many remote sensing applications one wants to estimate variables or parameters of interest from observations. When the target variable is available at a resolution that matches the remote sensing observations, standard algorithms such as…
Quantum kernel methods are a promising branch of quantum machine learning, yet their effectiveness on diverse, high-dimensional, real-world data remains unverified. Current research has largely been limited to low-dimensional or synthetic…
We propose a novel Bayesian methodology for inference in functional linear and logistic regression models based on the theory of reproducing kernel Hilbert spaces (RKHS's). We introduce general models that build upon the RKHS generated by…
In this paper, we introduce a novel high-dimensional Factor-Adjusted sparse Partially Linear regression Model (FAPLM), to integrate the linear effects of high-dimensional latent factors with the nonparametric effects of low-dimensional…
Physically-inspired latent force models offer an interpretable alternative to purely data driven tools for inference in dynamical systems. They carry the structure of differential equations and the flexibility of Gaussian processes,…
Semi-functional linear regression models postulate a linear relationship between a scalar response and a functional covariate, and also include a non-parametric component involving a univariate explanatory variable. It is of practical…
In statistical learning, identifying underlying structures of true target functions based on observed data plays a crucial role to facilitate subsequent modeling and analysis. Unlike most of those existing methods that focus on some…