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We prove that any given function can be smoothly approximated by functions lying in the kernel of a linear operator involving at least one fractional component. The setting in which we work is very general, since it takes into account…
Motivated by a wide variety of applications, ranging from stochastic optimization to dimension reduction through variable selection, the problem of estimating gradients accurately is of crucial importance in statistics and learning theory.…
A local linear kernel estimator of the regression function x\mapsto g(x):=E[Y_i|X_i=x], x\in R^d, of a stationary (d+1)-dimensional spatial process {(Y_i,X_i),i\in Z^N} observed over a rectangular domain of the form I_n:={i=(i_1,...,i_N)\in…
Conditional forecasts, i.e. projections of a set of variables of interest on the future paths of some other variables, are used routinely by empirical macroeconomists in a number of applied settings. In spite of this, the existing…
We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…
We propose a novel Bayesian methodology for inference in functional linear and logistic regression models based on the theory of reproducing kernel Hilbert spaces (RKHS's). We introduce general models that build upon the RKHS generated by…
In this paper, we investigate time-varying nonlinear time series regression for a broad class of locally stationary time series. First, we propose sieve nonparametric estimators for the time-varying regression functions that achieve uniform…
Many scientific studies collect data where the response and predictor variables are both functions of time, location, or some other covariate. Understanding the relationship between these functional variables is a common goal in these…
Functional data analysis is ubiquitous in most areas of sciences and engineering. Several paradigms are proposed to deal with the dimensionality problem which is inherent to this type of data. Sparseness, penalization, thresholding, among…
We consider the estimation of the slope function in functional linear regression, where scalar responses are modeled in dependence of random functions. Cardot and Johannes [J. Multivariate Anal. 101 (2010) 395-408] have shown that a…
We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…
We consider the problem of inference for local parameters of a convex regression function $f_0: [0,1] \to \mathbb{R}$ based on observations from a standard nonparametric regression model, using the convex least squares estimator (LSE)…
We develop a hierarchical Gaussian process model for forecasting and inference of functional time series data. Unlike existing methods, our approach is especially suited for sparsely or irregularly sampled curves and for curves sampled with…
We study the problem of estimating a mean pattern from a set of similar curves in the setting where the variability in the data is due to random geometric deformations and additive noise. We propose an estimator based on the notion of…
This paper introduces an efficient multi-linear nonparametric (kernel-based) approximation framework for data regression and imputation, and its application to dynamic magnetic-resonance imaging (dMRI). Data features are assumed to reside…
Approximating field variables and data vectors from sparse samples is a key challenge in computational science. Widely used methods such as gappy proper orthogonal decomposition and empirical interpolation rely on linear approximation…
The problem of determining the underlying dynamics of a system when only given data of its state over time has challenged scientists for decades. In this paper, the approach of using machine learning to model the updates of the phase space…
In this paper we prove a variation of the theorem in title, for equations with periodic coefficients, in Frechet spaces. The main result gives equivalent conditions ensuring the reduction of such an equation to one with constant…
This paper presents a Bayesian sampling approach to bandwidth estimation for the local linear estimator of the regression function in a nonparametric regression model. In the Bayesian sampling approach, the error density is approximated by…
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,…