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This paper introduces a data-adaptive non-parametric approach for the estimation of time-varying spectral densities from nonstationary time series. Time-varying spectral densities are commonly estimated by local kernel smoothing. The…

Computation · Statistics 2020-07-21 Anne van Delft , Michael Eichler

It is a common practice to evaluate probability density function or matter spatial density function from statistical samples. Kernel density estimation is a frequently used method, but to select an optimal bandwidth of kernel estimation,…

Methodology · Statistics 2021-04-27 Zhen-Wei Li , Ping He

In this paper, a robust weighted score for unbalanced data (ROWSU) is proposed for selecting the most discriminative feature for high dimensional gene expression binary classification with class-imbalance problem. The method addresses one…

Machine Learning · Statistics 2024-01-24 Zardad Khan , Amjad Ali , Saeed Aldahmani

In this article, we propose a new algorithm for supervised learning methods, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, an ideal…

Applications · Statistics 2017-01-23 Peyman Tavallali , Marianne Razavi , Sean Brady

In the this paper, the authors propose to estimate the density of a targeted population with a weighted kernel density estimator (wKDE) based on a weighted sample. Bandwidth selection for wKDE is discussed. Three mean integrated squared…

Methodology · Statistics 2011-11-28 Bin Wang , Xiaofeng Wang

A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…

Statistics Theory · Mathematics 2007-08-22 Ming-Yen Cheng , Liang Peng , Jyh-Shyang Wu

Delineating the associations between images and a vector of covariates is of central interest in medical imaging studies. To tackle this problem of image response regression, we propose a novel nonparametric approach in the framework of…

Machine Learning · Statistics 2022-03-04 Daiwei Zhang , Lexin Li , Chandra Sripada , Jian Kang

We consider nonparametric Bayesian estimation inference using a rescaled smooth Gaussian field as a prior for a multidimensional function. The rescaling is achieved using a Gamma variable and the procedure can be viewed as choosing an…

Statistics Theory · Mathematics 2009-08-26 A. W. van der Vaart , J. H. van Zanten

Estimating software effort has been a largely unsolved problem for decades. One of the main reasons that hinders building accurate estimation models is the often heterogeneous nature of software data with a complex structure. Typically,…

Software Engineering · Computer Science 2022-09-30 Yousef Alqasrawi , Mohammad Azzeh , Yousef Elsheikh

This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…

Econometrics · Economics 2026-01-21 Yoichi Arai , Taisuke Otsu , Myung Hwan Seo

We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…

Machine Learning · Statistics 2016-06-03 Jinghui Chen , Quanquan Gu

The goal of feature selection is to choose the optimal subset of features for a recognition task by evaluating the importance of each feature, thereby achieving effective dimensionality reduction. Currently, proposed feature selection…

Machine Learning · Computer Science 2024-02-27 Zhenxing Zhang , Jun Ge , Zheng Wei , Chunjie Zhou , Yilei Wang

We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation. Our approach enables uncertainty in covariance function…

Computation · Statistics 2019-04-24 Linda S. L. Tan , Victor M. H. Ong , David J. Nott , Ajay Jasra

In this paper, we will outline a novel data-driven method for estimating functions in a multivariate nonparametric regression model based on an adaptive knot selection for B-splines. The underlying idea of our approach for selecting knots…

Methodology · Statistics 2024-01-26 Mary E. Savino , Céline Lévy-Leduc

We study the following basic machine learning task: Given a fixed set of $d$-dimensional input points for a linear regression problem, we wish to predict a hidden response value for each of the points. We can only afford to attain the…

Machine Learning · Computer Science 2018-06-07 Michał Dereziński , Manfred K. Warmuth

Best subset selection in linear regression is well known to be nonconvex and computationally challenging to solve, as the number of possible subsets grows rapidly with increasing dimensionality of the problem. As a result, finding the…

Machine Learning · Statistics 2025-04-01 Vikram Singh , Min Sun

In this paper we propose a variable bandwidth kernel regression estimator for $i.i.d.$ observations in $\mathbb{R}^2$ to improve the classical Nadaraya-Watson estimator. The bias is improved to the order of $O(h_n^4)$ under the condition…

Statistics Theory · Mathematics 2021-01-14 Janet Nakarmi , Hailin Sang , Lin Ge

A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…

Optimization and Control · Mathematics 2024-03-15 Frank E. Curtis , Vyacheslav Kungurtsev , Daniel P. Robinson , Qi Wang

This paper presents a method for hyperspectral image classification that uses support vector data description (SVDD) with the Gaussian kernel function. SVDD has been a popular machine learning technique for single-class classification, but…

Applications · Statistics 2019-04-08 Yuwei Liao , Deovrat Kakde , Arin Chaudhuri , Hansi Jiang , Carol Sadek , Seunghyun Kong

We propose a kernel mixture of polynomials prior for Bayesian nonparametric regression. The regression function is modeled by local averages of polynomials with kernel mixture weights. We obtain the minimax-optimal rate of contraction of…

Statistics Theory · Mathematics 2018-09-17 Fangzheng Xie , Yanxun Xu