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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…

统计理论 · 数学 2014-01-29 Oleg Lepski , Nora Serdyukova

Online decision-making problem requires us to make a sequence of decisions based on incremental information. Common solutions often need to learn a reward model of different actions given the contextual information and then maximize the…

机器学习 · 统计学 2020-10-15 Haoyu Chen , Wenbin Lu , Rui Song

We consider models of financial markets in which all parties involved find incentives to participate. Strategies are evaluated directly by their virtual wealths. By tuning the price sensitivity and market impact, a phase diagram with…

交易与市场微观结构 · 定量金融 2009-11-13 C. H. Yeung , K. Y. Michael Wong , Y. -C. Zhang

Motivated by the pressing request of methods able to create prediction sets in a general regression framework for a multivariate functional response and pushed by new methodological advancements in non-parametric prediction for functional…

统计方法学 · 统计学 2021-06-04 Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

Diffusion and flow-matching models scale because pretraining is supervised regression: a clean sample is noised analytically, and a model regresses against a closed-form target. RL post-training aligns the model with a reward. In image…

Intelligent agents must pursue their goals in complex environments with partial information and often limited computational capacity. Reinforcement learning methods have achieved great success by creating agents that optimize engineered…

机器学习 · 计算机科学 2021-06-07 Alejandro Daniel Noel , Charel van Hoof , Beren Millidge

We propose an online inference method for censored quantile regression with streaming data sets. A key strategy is to approximate the martingale-based unsmooth objective function with a quadratic loss function involving a well-justified…

统计理论 · 数学 2025-07-22 Yi Deng , Shuwei Li , Liuquan Sun , Baoxue Zhang

Predictive modeling often faces challenges due to limited data availability and quality, especially in domains where collected features are weakly correlated with outcomes and where additional feature collection is constrained by ethical or…

机器学习 · 计算机科学 2024-10-08 Bingxuan Li , Pengyi Shi , Amy Ward

The growth of machine-readable data in finance, such as alternative data, requires new modeling techniques that can handle non-stationary and non-parametric data. Due to the underlying causal dependence and the size and complexity of the…

计算金融 · 定量金融 2022-05-04 Nicole Koenigstein

We propose an estimation approach to analyse correlated functional data which are observed on unequal grids or even sparsely. The model we use is a functional linear mixed model, a functional analogue of the linear mixed model. Estimation…

统计方法学 · 统计学 2015-08-10 Jona Cederbaum , Marianne Pouplier , Phil Hoole , Sonja Greven

Due to the high similarity of disparity between consecutive frames in video sequences, the area where disparity changes is defined as the residual map, which can be calculated. Based on this, we propose RecSM, a network based on residual…

计算机视觉与模式识别 · 计算机科学 2024-06-06 Youchen Zhao , Guorong Luo , Hua Zhong , Haixiong Li

The generalized partially linear additive model (GPLAM) is a flexible and interpretable approach to building predictive models. It combines features in an additive manner, allowing each to have either a linear or nonlinear effect on the…

统计方法学 · 统计学 2018-03-29 Yin Lou , Jacob Bien , Rich Caruana , Johannes Gehrke

We develop estimation for potentially high-dimensional additive structural equation models. A key component of our approach is to decouple order search among the variables from feature or edge selection in a directed acyclic graph encoding…

统计方法学 · 统计学 2014-12-02 Peter Bühlmann , Jonas Peters , Jan Ernest

Recommender systems can be formulated as a matrix completion problem, predicting ratings from user and item parameter vectors. Optimizing these parameters by subsampling data becomes difficult as the number of users and items grows. We…

信息检索 · 计算机科学 2018-07-09 Elias Tragas , Calvin Luo , Maxime Gazeau , Kevin Luk , David Duvenaud

We consider the problem of predicting a real random variable from a functional explanatory variable. The problem is attacked by mean of nonparametric kernel approach which has been recently adapted to this functional context. We derive…

统计理论 · 数学 2016-08-16 Frédéric Ferraty , André Mas , Philippe Vieu

Recent advances in video reward models and post-training strategies have improved text-to-video (T2V) generation. While these models typically assess visual quality, motion quality, and text alignment, they often overlook key structural…

计算机视觉与模式识别 · 计算机科学 2026-03-27 Yuan Wang , Borui Liao , Huijuan Huang , Jinda Lu , Ouxiang Li , Kuien Liu , Meng Wang , Xiang Wang

Interactive autonomous applications require robustness of the perception engine to artifacts in unconstrained videos. In this paper, we examine the effect of camera motion on the task of action detection. We develop a novel ranking method…

计算机视觉与模式识别 · 计算机科学 2022-05-03 Burhan A. Mudassar , Sho Ko , Maojingjing Li , Priyabrata Saha , Saibal Mukhopadhyay

The capital asset pricing model (CAPM) is readily used to capture a linear relationship between the daily returns of an asset and a market index. We extend this model to an intraday high-frequency setting by proposing a functional CAPM…

统计方法学 · 统计学 2025-04-03 Ufuk Beyaztas , Kaiying Ji , Han Lin Shang , Eliza Wu

In the functional linear regression model, many methods have been proposed and studied to estimate the slope function while the functional predictor was observed in the entire domain. However, works on functional linear regression models…

统计方法学 · 统计学 2021-12-21 Yafei Wang , Tingyu Lai , Bei Jiang , Linglong Kong , Zhongzhan Zhang

Nonlinear relationships between covariates and a response variable of interest are frequently encountered in animal science research. Within statistical models, these nonlinear effects have, traditionally, been handled using a range of…

应用统计 · 统计学 2025-10-28 Gavin L. Simpson