Related papers: Spline Autoregression Method for Estimation of Qua…
Synthetic Aperture Radar (SAR) plays a vital role in remote sensing due to its ability to capture high-resolution images regardless of weather conditions or daylight. However, to transform the raw SAR signals into interpretable imagery,…
Vector autoregressive (VAR) models are widely used for causal discovery and forecasting in multivariate time series analysis. In the high-dimensional setting, which is increasingly common in fields such as neuroscience and econometrics,…
We address the problem of estimating smoothly varying baseline trends in time series data. This problem arises in a wide range of fields, including chemistry, macroeconomics, and medicine; however, our study is motivated by the analysis of…
We introduce a quantile-adaptive framework for nonlinear variable screening with high-dimensional heterogeneous data. This framework has two distinctive features: (1) it allows the set of active variables to vary across quantiles, thus…
We investigate an empirical quantile estimation approach to solve chance-constrained nonlinear optimization problems. Our approach is based on the reformulation of the chance constraint as an equivalent quantile constraint to provide…
The special affine Fourier transform (SAFT) is a promising tool for analyzing non-stationary signals with more degrees of freedom. However, the SAFT fails in obtaining the local features of non-transient signals due to its global kernel and…
Quantile regression is a very important tool to explore the relationship between the response variable and its covariates. Motivated by mean regression with LASSO for compositional covariates proposed by Lin et al. (2014), we consider…
Multivariate adaptive regression splines (MARS) is a popular method for nonparametric regression introduced by Friedman in 1991. MARS fits simple nonlinear and non-additive functions to regression data. We propose and study a natural lasso…
The composite quantile regression (CQR) was introduced by Zou and Yuan [Ann. Statist. 36 (2008) 1108--1126] as a robust regression method for linear models with heavy-tailed errors while achieving high efficiency. Its penalized counterpart…
The standard asymmetric Laplace framework for Bayesian quantile regression (BQR) suffers from a fundamental decision-theoretic misalignment, yielding biased finite-sample estimates, and precludes gradient-based computation due to…
We develop a method for the accurate reconstruction of non-bandlimited finite rate of innovation signals on the sphere. For signals consisting of a finite number of Dirac functions on the sphere, we develop an annihilating filter based…
The vector autoregressive (VAR) model is a powerful tool in modeling complex time series and has been exploited in many fields. However, fitting high dimensional VAR model poses some unique challenges: On one hand, the dimensionality,…
Quantile regression relates the quantile of the response to a linear predictor. For a discrete response distributions, like the Poission, Binomial and the negative Binomial, this approach is not feasible as the quantile function is not…
In this paper, we develop a new censored quantile instrumental variable (CQIV) estimator and describe its properties and computation. The CQIV estimator combines Powell (1986) censored quantile regression (CQR) to deal with censoring, with…
Functional time series analysis, whether based on time of frequency domain methodology, has traditionally been carried out under the assumption of complete observation of the constituent series of curves, assumed stationary. Nevertheless,…
Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modeling such heterogeneity. We…
A key question in modern statistics is how to make fast and reliable inferences for complex, high-dimensional data. While there has been much interest in sparse techniques, current methods do not generalize well to data with nonlinear…
Speckle reduction is a key step in many remote sensing applications. By strongly affecting synthetic aperture radar (SAR) images, it makes them difficult to analyse. Due to the difficulty to model the spatial correlation of speckle, a deep…
Visual Autoregressive (VAR) modeling approach for image generation proposes autoregressive processing across hierarchical scales, decoding multiple tokens per scale in parallel. This method achieves high-quality generation while…
Quantile estimation is a problem presented in fields such as quality control, hydrology, and economics. There are different techniques to estimate such quantiles. Nevertheless, these techniques use an overall fit of the sample when the…