Related papers: Series ridge regression for spatial data on $\math…
In this paper, we present a statistical framework for modeling conditional quantiles of spatial processes assumed to be strongly mixing in space. We establish the $L_1$ consistency and the asymptotic normality of the kernel conditional…
Sampling of a spatiotemporal field for environmental sensing is of interest. Traditionally, a few fixed stations or sampling locations aid in the reconstruction of the spatial field. Recently, there has been an interest in mobile sensing…
Spatiotemporal data analysis is pivotal across various domains, such as transportation, meteorology, and healthcare. The data collected in real-world scenarios are often incomplete due to device malfunctions and network errors.…
We analyze the prediction error of ridge regression in an asymptotic regime where the sample size and dimension go to infinity at a proportional rate. In particular, we consider the role played by the structure of the true regression…
Understanding generalization and estimation error of estimators for simple models such as linear and generalized linear models has attracted a lot of attention recently. This is in part due to an interesting observation made in machine…
We develop large sample theory including nonparametric confidence regions for $r$-dimensional ridges of probability density functions on $\mathbb{R}^d$, where $1\leq r<d$. We view ridges as the intersections of level sets of some special…
Let y=A\beta+\epsilon, where y is an N\times1 vector of observations, \beta is a p\times1 vector of unknown regression coefficients, A is an N\times p design matrix and \epsilon is a spherically symmetric error term with unknown scale…
Random feature ridge regression is often analyzed in the high-dimensional regime under the homogeneous sampling model $x_i=\Sigma^{1/2}x_i'$, where the vectors $x_i'$ have iid entries and the same covariance matrix $\Sigma$ is shared by all…
Regression trees and their ensemble methods are popular methods for nonparametric regression: they combine strong predictive performance with interpretable estimators. To improve their utility for locally smooth response surfaces, we study…
We consider kernel estimation of marginal densities and regression functions of stationary processes. It is shown that for a wide class of time series, with proper centering and scaling, the maximum deviations of kernel density and…
We develop a convex framework for spatially varying coefficient quantile regression that, for each predictor, separates a location-invariant \emph{global} effect from a \emph{spatial deviation}. An adaptive group penalty selects whether a…
Area-level models for small area estimation typically rely on areal random effects to shrink design-based direct estimates towards a model-based predictor. Incorporating the spatial dependence of the random effects into these models can…
Rank regression offers robustness to outliers and heavy-tailed response distributions, invariance to monotonic transformations, and improved efficiency under non-Gaussian errors, making it a versatile tool for analyzing complex data. This…
We investigate the nonparametric estimation for regression in a fixed-design setting when the errors are given by a field of dependent random variables. Sufficient conditions for kernel estimators to converge uniformly are obtained. These…
Nonparametric regression models with locally stationary covariates have received increasing interest in recent years. As a nice relief of "curse of dimensionality" induced by large dimension of covariates, additive regression model is…
The spatial scan statistic is widely used to detect disease clusters in epidemiological surveillance. Since the seminal work by~\cite{kulldorff1997}, numerous extensions have emerged, including methods for defining scan regions, detecting…
Ridge regression with random coefficients provides an important alternative to fixed coefficients regression in high dimensional setting when the effects are expected to be small but not zeros. This paper considers estimation and prediction…
Predicting the response at an unobserved location is a fundamental problem in spatial statistics. Given the difficulty in modeling spatial dependence, especially in non-stationary cases, model-based prediction intervals are at risk of…
Because of the advance in technologies, modern statistical studies often encounter linear models with the number of explanatory variables much larger than the sample size. Estimation and variable selection in these high-dimensional problems…
A local projection model is defined by a set of linear regressions that account for the associations between exogenous variables and an endogenous variable observed at different time points. While it is standard practice to separately…