相关论文: Spatial prediction variance estimation based on co…

Estimating a vector $\mathbf{x}$ from noisy linear measurements $\mathbf{Ax}+\mathbf{w}$ often requires use of prior knowledge or structural constraints on $\mathbf{x}$ for accurate reconstruction. Several recent works have considered…

A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that combines conditional simulation…

Identifying an appropriate covariance function is one of the primary interests in spatial and spatio-temporal statistics because it allows researchers to analyze the dependence structure of the random process. For this purpose, spatial…

Quantifying uncertainty in model predictions is a common goal for practitioners seeking more than just point predictions. One tool for uncertainty quantification that requires minimal assumptions is conformal inference, which can help…

Conformal prediction is a model-free machine learning method for constructing prediction regions at a guaranteed coverage probability level. However, a data scientist often faces three challenges in practice: (i) the determination of a…

Spatial processes with nonstationary and anisotropic covariance structure are often used when modelling, analysing and predicting complex environmental phenomena. Such processes may often be expressed as ones that have stationary and…

We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available. Semiparametric profile least-square based estimation procedures are developed for…

Structural equation models are commonly used to capture the relationship between sets of observed and unobservable variables. Traditionally these models are fitted using frequentist approaches but recently researchers and practitioners have…

In supervised learning, the estimation of prediction error on unlabeled test data is an important task. Existing methods are usually built on the assumption that the training and test data are sampled from the same distribution, which is…

Local variable selection aims to test for the effect of covariates on an outcome within specific regions. We outline a challenge that arises in the presence of non-linear effects and model misspecification. Specifically, for common…

This paper studies estimation in functional linear quantile regression in which the dependent variable is scalar while the covariate is a function, and the conditional quantile for each fixed quantile index is modeled as a linear functional…

The increasing interest in spatially correlated functional data has led to the development of appropriate geostatistical techniques that allow to predict a curve at an unmonitored location using a functional kriging with external drift…

The tuning parameter selection strategy for penalized estimation is crucial to identify a model that is both interpretable and predictive. However, popular strategies (e.g., minimizing average squared prediction error via cross-validation)…

A procedure for asymptotic bias reduction of maximum likelihood estimates of generic estimands is developed. The estimator is realized as a plug-in estimator, where the parameter maximizes the penalized likelihood with a penalty function…

Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…

We address the curse of dimensionality in dynamic covariance estimation by modeling the underlying co-volatility dynamics of a time series vector through latent time-varying stochastic factors. The use of a global-local shrinkage prior for…

We consider reduced-rank modeling of the white noise covariance matrix in a large dimensional vector autoregressive (VAR) model. We first propose the reduced-rank covariance estimator under the setting where independent observations are…

Registration of multivariate functional data involves handling of both cross-component and cross-observation phase variations. Allowing for the two phase variations to be modelled as general diffeomorphic time warpings, in this work we…

Cross-validation is a widely used technique for evaluating the performance of prediction models, ranging from simple binary classification to complex precision medicine strategies. It helps correct for optimism bias in error estimates,…

Determining the relevant spatial covariates is one of the most important problems in the analysis of point patterns. Parametric methods may lead to incorrect conclusions, especially when the model of interactions between points is wrong.…