相关论文: Spline Single-Index Prediction Model

In this paper, we propose a robust profile estimation method for the parametric and nonparametric components of a single index model when the errors have a strongly unimodal density with unknown nuisance parameter. Under regularity…

A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…

Sliced inverse regression (SIR, Li 1991) is a pioneering work and the most recognized method in sufficient dimension reduction. While promising progress has been made in theory and methods of high-dimensional SIR, two remaining challenges…

Recently, the prediction-correction method has been developed to solve nonlinear convex optimization problems. However, its convergence rate is often poor since large regularization parameters are set to ensure convergence conditions. In…

We propose the Sobolev Independence Criterion (SIC), an interpretable dependency measure between a high dimensional random variable X and a response variable Y . SIC decomposes to the sum of feature importance scores and hence can be used…

We extend nonparametric regression smoothing splines to a context where there is endogeneity and instrumental variables are available. Unlike popular existing estimators, the resulting estimator is one-step and relies on a unique…

In this paper, we develop a new sequential regression modeling approach for data streams. Data streams are commonly found around us, e.g in a retail enterprise sales data is continuously collected every day. A demand forecasting model is an…

A recently developed measure-theoretic framework solves a stochastic inverse problem (SIP) for models where uncertainties in model output data are predominantly due to aleatoric (i.e., irreducible) uncertainties in model inputs (i.e.,…

Based on It\^o semimartingale models, several studies have proposed methods for forecasting intraday volatility using high-frequency financial data. These approaches typically rely on restrictive parametric assumptions and are often…

Mixed Integer Programming (MIP) is one of the most widely used modeling techniques for combinatorial optimization problems. In many applications, a similar MIP model is solved on a regular basis, maintaining remarkable similarities in model…

Observations made in continuous time are often irregular and contain the missing values across different channels. One approach to handle the missing data is imputing it using splines, by fitting the piecewise polynomials to the observed…

A product relative error estimation method for single index regression model is proposed as an alternative to absolute error methods, such as the least square estimation and the least absolute deviation estimation. It is scale invariant for…

Similar to variable selection in the linear regression model, selecting significant components in the popular additive regression model is of great interest. However, such components are unknown smooth functions of independent variables,…

In this work, we present a novel sampling-based path planning method, called SPRINT. The method finds solutions for high dimensional path planning problems quickly and robustly. Its efficiency comes from minimizing the number of collision…

We propose a principal components regression method based on maximizing a joint pseudo-likelihood for responses and predictors. Our method uses both responses and predictors to select linear combinations of the predictors relevant for the…

The Sparse Identification of Nonlinear Dynamics (SINDy) is a method for discovering nonlinear dynamical system models from data. Quantifying uncertainty in SINDy models is essential for assessing their reliability, particularly in…

High-index saddle dynamics (HiSD) is an effective approach for computing saddle points of a prescribed Morse index and constructing solution landscapes for complex nonlinear systems. However, for problems with ill-conditioned Hessians…

We want to recover the regression function in the single-index model. Using an aggregation algorithm with local polynomial estimators, we answer in particular to the second part of Question~2 from Stone (1982) on the optimal convergence…

Prediction of dynamical time series with additive noise using support vector machines or kernel based regression has been proved to be consistent for certain classes of discrete dynamical systems. Consistency implies that these methods are…

This paper presents a first-order distributed algorithm for solving a convex semi-infinite program (SIP) over a time-varying network. In this setting, the objective function associated with the optimization problem is a summation of a set…