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In this paper we develop a data-driven smoothing technique for high-dimensional and non-linear panel data models. We allow for individual specific (non-linear) functions and estimation with econometric or machine learning methods by using…

Methodology · Statistics 2020-01-06 Xi Chen , Ye Luo , Martin Spindler

In countries where population census data are limited, generating accurate subnational estimates of health and demographic indicators is challenging. Existing model-based geostatistical methods leverage covariate information and spatial…

Methodology · Statistics 2022-08-08 Peter A. Gao , Jon Wakefield

The paper considers functional linear regression, where scalar responses $Y_1,...,Y_n$ are modeled in dependence of random functions $X_1,...,X_n$. We propose a smoothing splines estimator for the functional slope parameter based on a…

Statistics Theory · Mathematics 2009-02-26 Christophe Crambes , Alois Kneip , Pascal Sarda

We propose a novel method to determine the dissimilarity between subjects for functional data clustering. Spline smoothing or interpolation is common to deal with data of such type. Instead of estimating the best-representing curve for each…

Methodology · Statistics 2021-03-23 ShengLi Tzeng , Christian Hennig , Yu-Fen Li , Chien-Ju Lin

The finite sensitivity of instruments or detection methods means that data sets in many areas of astronomy, for example cosmological or exoplanet surveys, are necessarily systematically incomplete. Such data sets, where the population being…

Instrumentation and Methods for Astrophysics · Physics 2020-10-14 Adam B. Mantz

This paper addresses the deconvolution problem of estimating a square-integrable probability density from observations contaminated with additive measurement errors having a known density. The estimator begins with a density estimate of the…

Statistics Theory · Mathematics 2023-04-12 David Kent , David Ruppert

The analysis of high-dimensional dynamical systems generally requires the integration of simulation data with experimental measurements. Experimental data often has substantial amounts of measurement noise that compromises the ability to…

Numerical Analysis · Mathematics 2019-10-02 Samuel Rudy , Steven Brunton , J. Nathan Kutz

Non-parametric estimation of a multivariate density estimation is tackled via a method which combines traditional local smoothing with a form of global smoothing but without imposing a rigid structure. Simulation work delivers encouraging…

Methodology · Statistics 2016-10-10 Adelchi Azzalini

We study an estimator for smoothing irregularly sampled data into a smooth map. The estimator has been widely used in astronomy, owing to its low level of noise; it involves a weight function -- or smoothing kernel -- w(\theta). We show…

Astrophysics · Physics 2009-11-06 Marco Lombardi , Peter Schneider

Recommender systems often suffer from selection bias as users tend to rate their preferred items. The datasets collected under such conditions exhibit entries missing not at random and thus are not randomized-controlled trials representing…

Information Retrieval · Computer Science 2024-03-05 Wonbin Kweon , Hwanjo Yu

We propose to smooth the entire objective function, rather than only the check function, in a linear quantile regression context. Not only does the resulting smoothed quantile regression estimator yield a lower mean squared error and a more…

Econometrics · Economics 2019-08-16 Marcelo Fernandes , Emmanuel Guerre , Eduardo Horta

Studies in environmental and epidemiological sciences are often spatially varying and observational in nature with the aim of establishing cause and effect relationships. One of the major challenges with such studies is the presence of…

Methodology · Statistics 2023-05-16 Sayli Pokal , Yawen Guan , Honglang Wang , Yuzhen Zhou

We consider spline estimates which preserve prescribed piecewise convex properties of the unknown function. A robust version of the penalized likelihood is given and shown to correspond to a variable halfwidth kernel smoother where the…

Methodology · Statistics 2019-11-19 Kurt S. Riedel

Smoothing of noisy sample covariances is an important component in functional data analysis. We propose a novel covariance smoothing method based on penalized splines and associated software. The proposed method is a bivariate spline…

Methodology · Statistics 2017-04-07 Luo Xiao , Cai Li , William Checkley , Ciprian M. Crainiceanu

The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…

Computation · Statistics 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

Underwater acoustic recognition for ship-radiated signals has high practical application value due to the ability to recognize non-line-of-sight targets. However, due to the difficulty of data acquisition, the collected signals are scarce…

Machine Learning · Computer Science 2023-04-25 Yuan Xie , Tianyu Chen , Ji Xu

This work examines under what circumstances adaptivity for truncated SVD estimation can be achieved by an early stopping rule based on the smoothed residuals $ \| ( A A^{\top} )^{\alpha / 2} ( Y - A \hat{\mu}^{( m )}) \|^{2} $. Lower and…

Statistics Theory · Mathematics 2020-09-01 Bernhard Stankewitz

This paper extends doubly robust censoring unbiased transformations to a broad class of censored data structures under the assumption of coarsening at random and positivity. This includes the classic survival and competing risks setting,…

Methodology · Statistics 2024-11-08 Oliver Lunding Sandqvist

Smoothing classifiers and probability density functions with Gaussian kernels appear unrelated, but in this work, they are unified for the problem of robust classification. The key building block is approximating the $\textit{energy…

Machine Learning · Statistics 2020-05-12 Saeed Saremi , Rupesh Srivastava

We consider the problem of approximating smoothing spline estimators in a nonparametric regression model. When applied to a sample of size $n$, the smoothing spline estimator can be expressed as a linear combination of $n$ basis functions,…

Computation · Statistics 2020-03-25 Cheng Meng , Xinlian Zhang , Jingyi Zhang , Wenxuan Zhong , Ping Ma