相关论文: Stochastic expansions using continuous dictionarie…

In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…

We study natural invariance properties of functionals defined on L\'evy processes and show that they can be described by a simplified structure of the deterministic chaos kernels in It\^o's chaos expansion. These structural properties of…

We present a novel approach to learn a kernel-based regression function. It is based on the useof conical combinations of data-based parameterized kernels and on a new stochastic convex optimization procedure of which we establish…

We consider the problem of learning Stochastic Differential Equations of the form $dX_t = f(X_t)dt+\sigma(X_t)dW_t $ from one sample trajectory. This problem is more challenging than learning deterministic dynamical systems because one…

Kernel adaptive filters, a class of adaptive nonlinear time-series models, are known by their ability to learn expressive autoregressive patterns from sequential data. However, for trivial monotonic signals, they struggle to perform…

We show that a conditional characteristic function of generalized L\'evy stochastic areas can be viewed as a product a selfdecomposable distribution (i.e., L\'evy class L distribution) and its background driving characteristic function.…

We consider the prediction problem of a continuous-time stochastic process on an entire time-interval in terms of its recent past. The approach we adopt is based on functional kernel nonparametric regression estimation techniques where…

In this study, we develop an asymptotic theory of nonparametric regression for locally stationary random fields (LSRFs) $\{{\bf X}_{{\bf s}, A_{n}}: {\bf s} \in R_{n} \}$ in $\mathbb{R}^{p}$ observed at irregularly spaced locations in…

Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…

This paper investigates stochastic nondeterminism on continuous state spaces by relating nondeterministic kernels and stochastic effectivity functions to each other. Nondeterministic kernels are functions assigning each state a set o…

Gaussian processes are flexible function approximators, with inductive biases controlled by a covariance kernel. Learning the kernel is the key to representation learning and strong predictive performance. In this paper, we develop…

We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the…

The problem of adaptive multivariate function estimation in the single-index regression model with random design and weak assumptions on the noise is investigated. A novel estimation procedure that adapts simultaneously to the unknown index…

In the present paper, we give a condensed review, for the nonspecialist reader, of a new modelling framework for spatio-temporal processes, based on L\'{e}vy theory. We show the potential of the approach in stochastic geometry and spatial…

This paper derives limit properties of nonparametric kernel regression estimators without requiring existence of density for regressors in $\mathbb{R}^{q}.$ In functional regression limit properties are established for multivariate…

We introduce a novel approach for learning memory kernels in Generalized Langevin Equations. This approach initially utilizes a regularized Prony method to estimate correlation functions from trajectory data, followed by regression over a…

In this paper, we consider an unknown functional estimation problem in a general nonparametric regression model with the feature of having both multiplicative and additive noise.We propose two new wavelet estimators in this general context.…

We connect shift-invariant characteristic kernels to infinitely divisible distributions on $\mathbb{R}^{d}$. Characteristic kernels play an important role in machine learning applications with their kernel means to distinguish any two…

In many applications (in particular information systems, such as pattern recognition, machine learning, cheminformatics, bioinformatics to name but a few) the assessment of uncertainty is essential - i.e., the estimation of the underlying…

Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…