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During the last two decades, locally stationary processes have been widely studied in the time series literature. In this paper we consider the locally-stationary vector-auto-regression model of order one, or LS-VAR(1), and estimate its…

Methodology · Statistics 2021-04-26 Giovanni Motta

In longitudinal study, it is common that response and covariate are not measured at the same time, which complicates the analysis to a large extent. In this paper, we take into account the estimation of generalized varying coefficient model…

Methodology · Statistics 2022-06-10 Rou Zhong , Chunming Zhang , Jingxiao Zhang

We propose a new least-squares Monte Carlo algorithm for the approximation of conditional expectations in the presence of stochastic derivative weights. The algorithm can serve as a building block for solving dynamic programming equations,…

Statistics Theory · Mathematics 2020-10-02 Christian Bender , Nikolaus Schweizer

Given $n$ samples of a function $f\colon D\to\mathbb C$ in random points drawn with respect to a measure $\varrho_S$ we develop theoretical analysis of the $L_2(D, \varrho_T)$-approximation error. For a parituclar choice of $\varrho_S$…

Numerical Analysis · Mathematics 2024-08-29 Felix Bartel

In this paper, we develop a new optimization framework for the least squares learning problem via fully connected neural networks or physics-informed neural networks. The gradient descent sometimes behaves inefficiently in deep learning…

Machine Learning · Computer Science 2025-05-01 Yaru Liu , Yiqi Gu , Michael K. Ng

We investigate the time-varying ARCH (tvARCH) process. It is shown that it can be used to describe the slow decay of the sample autocorrelations of the squared returns often observed in financial time series, which warrants the further…

Statistics Theory · Mathematics 2008-12-18 Piotr Fryzlewicz , Theofanis Sapatinas , Suhasini Subba Rao

In this paper, we propose a reduced-bias estimator of the EVI for Pareto-type tails (heavy-tailed) distributions. This is derived using the weighted least squares method. It is shown that the estimator is unbiased, consistent and…

Methodology · Statistics 2022-04-12 E. Ocran , R. Minkah , K. Doku-Amponsah

This paper investigates the convergence properties of spectral algorithms -- a class of regularization methods originating from inverse problems -- under covariate shift. In this setting, the marginal distributions of inputs differ between…

Machine Learning · Statistics 2025-09-08 Ren-Rui Liu , Zheng-Chu Guo

For quantitative seismic imaging, iterative least-squares reverse time migration is the recommended approach. The existence of an inverse of the forward modelling operator would considerably reduce the number of required iterations. In the…

Geophysics · Physics 2020-12-11 Milad Farshad , Hervé Chauris

We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output. We derive learning bounds for our method, and study under which setting statistical performance is improved in…

Machine Learning · Statistics 2022-11-17 Luc Brogat-Motte , Alessandro Rudi , Céline Brouard , Juho Rousu , Florence d'Alché-Buc

Motivated by the need for the rigorous analysis of the numerical stability of variational least-squares kernel-based methods for solving second-order elliptic partial differential equations, we provide previously lacking stability…

Numerical Analysis · Mathematics 2024-12-17 Meng Chen , Leevan Ling , Dongfang Yun

We propose an improved density integration methodology for Background Oriented Schlieren (BOS) measurements that overcomes the noise sensitivity of the commonly used Poisson solver. The method employs a weighted least-squares (WLS)…

Fluid Dynamics · Physics 2020-12-02 Lalit Rajendran , Jiacheng Zhang , Sally Bane , Pavlos Vlachos

Many regularization schemes for high-dimensional regression have been put forward. Most require the choice of a tuning parameter, using model selection criteria or cross-validation schemes. We show that a simple non-negative or…

Methodology · Statistics 2012-02-07 Nicolai Meinshausen

We study an $\ell_{1}$-regularized generalized least-squares (GLS) estimator for high-dimensional regressions with autocorrelated errors. Specifically, we consider the case where errors are assumed to follow an autoregressive process,…

Methodology · Statistics 2025-10-17 Kaveh S. Nobari , Alex Gibberd

Estimation of Markov Random Field and covariance models from high-dimensional data represents a canonical problem that has received a lot of attention in the literature. A key assumption, widely employed, is that of {\em sparsity} of the…

Optimization and Control · Mathematics 2018-05-16 Davoud Ataee Tarzanagh , George Michailidis

The paper is devoted to the solution of a weighted nonlinear least-squares problem for low-rank signal estimation, which is related to Hankel structured low-rank approximation problems. A modified weighted Gauss-Newton method, which uses…

Numerical Analysis · Mathematics 2020-12-01 N. Zvonarev , N. Golyandina

Least-squares reverse time migration is well-known for its capability to generate artifact-free true-amplitude subsurface images through fitting observed data in the least-squares sense. However, when applied to realistic imaging problems,…

Geophysics · Physics 2020-03-04 Mengmeng Yang , Zhilong Fang , Philipp Witte , Felix J. Herrmann

Functions with discontinuities appear in many applications such as image reconstruction, signal processing, optimal control problems, interface problems, engineering applications and so on. Accurate approximation and interpolation of these…

Numerical Analysis · Mathematics 2023-02-07 Mohammad Karimnejad Esfahani , Stefano De Marchi , Francesco Marchetti

We prove a theorem that evaluates weighted averages of sums parametrised by congruence subgroups of $\operatorname{SL}_2(\mathbb{Z})$. In the proof, spectral methods are applied directly to the automorphic kernel instead of going over sums…

Number Theory · Mathematics 2025-06-02 Lasse Grimmelt , Jori Merikoski

This paper introduces an iterative scheme for acoustic model inversion where the notion of proximity of two traces is not the usual least-squares distance, but instead involves registration as in image processing. Observed data are matched…

Optimization and Control · Mathematics 2013-04-22 Hyoungsu Baek , Henri Calandra , Laurent Demanet