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Kernel density estimation and kernel regression are powerful but computationally expensive techniques: a direct evaluation of kernel density estimates at $M$ evaluation points given $N$ input sample points requires a quadratic…
We propose a decomposition method for the spectral peaks in an observed frequency spectrum, which is efficiently acquired by utilizing the Fast Fourier Transform. In contrast to the traditional methods of waveform fitting on the spectrum,…
This paper proposes a model-free nonparametric estimator of conditional quantile of a time series regression model where the covariate vector is repeated many times for different values of the response. This type of data is abound in…
The variance reduction established by importance sampling strongly depends on the choice of the importance sampling distribution. A good choice is often hard to achieve especially for high-dimensional integration problems. Nonparametric…
Traditional system identification with multisine inputs relies on uniform sampling and periodic excitation to preserve Fourier orthogonality and avoid spectral leakage, limiting its use in scenarios with irregular sampling or nonperiodic…
Nonparametric maximum likelihood estimation is intended to infer the unknown density distribution while making as few assumptions as possible. To alleviate the over parameterization in nonparametric data fitting, smoothing assumptions are…
The purpose of the present work is to construct estimators for the random effects in a fractional diffusion model using a hybrid estimation method where we combine parametric and nonparametric thechniques. We precisely consider $n$…
Bayesian estimation is a vital tool in robotics as it allows systems to update the robot state belief using incomplete information from noisy sensors. To render the state estimation problem tractable, many systems assume that the motion and…
This paper tackles the issue of real-time parametric estimation of a wide class of probability density functions from limited datasets. This type of estimation addresses recent applications that require joint sensing and actuation. The…
We consider nonparametric estimation of a regression function for a situation where precisely measured predictors are used to estimate the regression curve for coarsened, that is, less precise or contaminated predictors. Specifically, while…
Motivated by applications in statistics and machine learning, we consider a problem of unmixing convex combinations of nonparametric densities. Suppose we observe $n$ groups of samples, where the $i$th group consists of $N_i$ independent…
We propose spectral methods for long-term forecasting of temporal signals stemming from linear and nonlinear quasi-periodic dynamical systems. For linear signals, we introduce an algorithm with similarities to the Fourier transform but…
Welch's method provides an estimator of the power spectral density that is statistically consistent. This is achieved by averaging over periodograms calculated from overlapping segments of a time series. For a finite length time series,…
Measurements of primordial non-Gaussianity ($f_{NL}$) open a new window onto the physics of inflation. We describe a fast cubic (bispectrum) estimator of $f_{NL}$, using a combined analysis of temperature and polarization observations. The…
The problem of nonparametric estimation of the conditional density of a response, given a vector of explanatory variables, is classical and of prominent importance in many prediction problems since the conditional density provides a more…
We present a spectrogram separation method tailored for mixtures comprising two nonstationary components. By exploiting the unique characteristics of their time-frequency representations, we propose an inverse problem formulation to…
The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…
Kernel-based nonparametric hazard rate estimation is considered with a special class of infinite-order kernels that achieves favorable bias and mean square error properties. A fully automatic and adaptive implementation of a density and…
We present a new deterministic algorithm for the sparse Fourier transform problem, in which we seek to identify k << N significant Fourier coefficients from a signal of bandwidth N. Previous deterministic algorithms exhibit quadratic…
We estimate on a compact interval densities with isolated irregularities, such as discontinuities or discontinuities in some derivatives. From independent and identically distributed observations we construct a kernel estimator with…