相关论文: Data-driven wavelet-Fisz methodology for nonparame…

Nonparametric density estimation for compositional data supported on the simplex is examined under a missing at random mechanism. Rather than imputing missing values and estimating the density from a completed data set, we adopt a strategy…

In practice, data often contain discrete variables. But most of the popular nonparametric estimation methods have been developed in a purely continuous framework. A common trick among practitioners is to make discrete variables continuous…

Fault detection and identification (FDI) is critical for maintaining the safety and reliability of systems subject to actuator and sensor faults. In this paper, the problem of FDI for nonlinear control-affine systems under simultaneous…

This article investigates nonparametric estimation of variance functions for functional data when the mean function is unknown. We obtain asymptotic results for the kernel estimator based on squared residuals. Similar to the finite…

Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…

In this paper, adaptive estimation based on noisy quantized observations is studied. A low complexity adaptive algorithm using a quantizer with adjustable input gain and offset is presented. Three possible scalar models for the parameter to…

Disturbance noises are always bounded in a practical system, while fusion estimation is to best utilize multiple sensor data containing noises for the purpose of estimating a quantity--a parameter or process. However, few results are…

In large-scale wireless acoustic sensor networks (WASNs), many of the sensors will only have a marginal contribution to a certain estimation task. Involving all sensors increases the energy budget unnecessarily and decreases the lifetime of…

Recently, various algorithms for data-driven simulation and control have been proposed based on the Willems' fundamental lemma. However, when collected data are noisy, these methods lead to ill-conditioned data-driven model structures. In…

Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian and non-Bayesian parameter estimation problems under a…

Anomaly detection and localization in industrial images are essential for automated quality inspection. PaDiM, a prominent method, models the distribution of normal image features extracted by pre-trained Convolutional Neural Networks…

Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

In this paper, we propose a novel high-dimensional time-varying coefficient estimator for noisy high-frequency observations with a factor structure. In high-frequency finance, we often observe that noises dominate the signal of underlying…

In this brief paper, we present a simple approach to estimate the variance of measurement noise with time-varying 1-D signals. The proposed approach exploits the relationship between the noise variance and the variance of the prediction…

This paper is concerned with density estimation of directional data on the sphere. We introduce a procedure based on thresholding on a new type of spherical wavelets called {\it needlets}. We establish a minimax result and prove its…

Traditional supervised bearing fault diagnosis methods rely on massive labelled data, yet annotations may be very time-consuming or infeasible. The fault diagnosis approach that utilizes limited labelled data is becoming increasingly…

While many real-world data streams imply that they change frequently in a nonstationary way, most of deep learning methods optimize neural networks on training data, and this leads to severe performance degradation when dataset shift…

We investigate the asymptotic behavior of the Nadaraya-Watson estimator for the estimation of the regression function in a semiparametric regression model. On the one hand, we make use of the recursive version of the sliced inverse…

We introduce an adaptive method with formal quality guarantees for weak supervision in a non-stationary setting. Our goal is to infer the unknown labels of a sequence of data by using weak supervision sources that provide independent noisy…

Modeling nonstationary processes is of paramount importance to many scientific disciplines including environmental science, ecology, and finance, among others. Consequently, flexible methodology that provides accurate estimation across a…