Related papers: Nonlinear Impulse Response Functions and Local Pro…

The paper introduces a novel non-parametric Riemannian regression method using Isometric Riemannian Manifolds (IRMs). The proposed technique, Intrinsic Local Polynomial Regression on IRMs (ILPR-IRMs), enables global data mapping between…

Stabilizing controller design and region of attraction (RoA) estimation are essential in nonlinear control. Moreover, it is challenging to implement a control Lyapunov function (CLF) in practice when only partial knowledge of the system is…

Recently, it was demonstrated in [CS2012,CS2013] that the robustness of the classical Non-Local Means (NLM) algorithm [BCM2005] can be improved by incorporating $\ell^p (0 < p \leq 2)$ regression into the NLM framework. This general…

Local projections (LPs) are widely used in empirical macroeconomics to estimate impulse responses to policy interventions. Yet, in many ways, they are black boxes. It is often unclear what mechanism or historical episodes drive a particular…

In this paper, we consider the time-inhomogeneous nonlinear time series regression for a general class of locally stationary time series. On one hand, we propose sieve nonparametric estimators for the time-varying regression functions which…

Accurate estimates of Instrument Spectral Response Functions (ISRFs) are crucial in order to have a good characterization of high resolution spectrometers. Spectrometers are composed of different optical elements that can induce errors in…

We implement a visual interpretability method Layer-wise Relevance Propagation (LRP) on top of 3D U-Net trained to perform lesion segmentation on the small dataset of multi-modal images provided by ISLES 2017 competition. We demonstrate…

We consider the problem of estimating the value l({\phi}) of a linear functional, where the structural function {\phi} models a nonparametric relationship in presence of instrumental variables. We propose a plug-in estimator which is based…

This paper develops a new automatic and location-adaptive procedure for estimating regression in a Functional Single-Index Model (FSIM). This procedure is based on $k$-Nearest Neighbours ($k$NN) ideas. The asymptotic study includes results…

Piecewise-deterministic Markov processes (PDMPs) offer a powerful stochastic modeling framework that combines deterministic trajectories with random perturbations at random times. Estimating their local characteristics (particularly the…

Although research has produced promising results demonstrating the utility of active inference (AIF) in Markov decision processes (MDPs), there is relatively less work that builds AIF models in the context of environments and problems that…

We propose a new method for functional nonparametric regression with a predictor that resides on a finite-dimensional manifold but is only observable in an infinite-dimensional space. Contamination of the predictor due to discrete/noisy…

We propose to approximate the conditional expectation of a spatial random variable given its nearest-neighbour observations by an additive function. The setting is meaningful in practice and requires no unilateral ordering. It is capable of…

High-dimensional time series forecasting suffers from severe overfitting when the number of predictors exceeds available observations, making standard local projection methods unstable and unreliable. We propose an enhanced Random Subspace…

This work concerns estimation of multidimensional nonlinear regression models using multilayer perceptron (MLP). The main problem with such model is that we have to know the covariance matrix of the noise to get optimal estimator. however…

The successes of reinforcement learning in recent years are underpinned by the characterization of suitable reward functions. However, in settings where such rewards are non-intuitive, difficult to define, or otherwise error-prone in their…

Frequency response function (FRF) estimation is a classical subject in system identification. In the past two decades, there have been remarkable advances in developing local methods for this subject, e.g., the local polynomial method,…

State-of-the-art approaches for integrating symbolic knowledge with deep learning architectures have demonstrated promising results in static domains. However, methods to handle temporal logic specifications remain underexplored. The only…

A joint conditional autoregressive expectile and Expected Shortfall framework is proposed. The framework is extended through incorporating a measurement equation which models the contemporaneous dependence between the realized measures and…

Nonlinear Parametric Optimization Network (NLPOpt-Net) is an unsupervised learning architecture to solve constrained nonlinear programs (NLP). Given the structure of an NLP, it learns the parametric solution maps with guaranteed constraint…