相关论文: kdecopula: An R Package for the Kernel Estimation …
Kernel density estimation (KDE) is integral to a range of generative and discriminative tasks in machine learning. Drawing upon tools from the multidimensional calculus of variations, we derive an optimal weight function that reduces bias…
Copulas are a powerful tool for modeling multivariate distributions as they allow to separately estimate the univariate marginal distributions and the joint dependency structure. However, known parametric copulas offer limited flexibility…
Software realization of the complex spectra decomposition on unknown number of similarcomponents is proposed.The algorithm is based on non-linear minimizing the sum of squared residuals of the spectrum model. For the adequacy checking the…
Copula models have been widely used to model the dependence between continuous random variables, but modeling count data via copulas has recently become popular in the statistics literature. Spearman's rho is an appropriate and effective…
Relative positional embeddings (RPE) have received considerable attention since RPEs effectively model the relative distance among tokens and enable length extrapolation. We propose KERPLE, a framework that generalizes relative position…
The prediction interval is gaining prominence in meta-analysis as it enables the assessment of uncertainties in treatment effects and heterogeneity between studies. However, coverage probabilities of the current standard method for…
Nonparametric density estimation is of great importance when econometricians want to model the probabilistic or stochastic structure of a data set. This comprehensive review summarizes the most important theoretical aspects of kernel…
The dynamics of a power system with a significant presence of renewable energy resources are growing increasingly nonlinear. This nonlinearity is a result of the intermittent nature of these resources and the switching behavior of their…
We present fastrerandomize, an R package for fast, scalable rerandomization in experimental design. Rerandomization improves precision by discarding treatment assignments that fail a prespecified covariate-balance criterion, but existing…
This paper presents a novel approach for pointwise estimation of multivariate density functions on known domains of arbitrary dimensions using nonparametric local polynomial estimators. Our method is highly flexible, as it applies to both…
Starting from the characterization of extreme-value copulas based on max-stability, large-sample tests of extreme-value dependence for multivariate copulas are studied. The two key ingredients of the proposed tests are the empirical copula…
We estimate on a compact interval densities with isolated irregularities, such as discontinuities or discontinuities in some derivatives. From independent and identically distributed observations we construct a kernel estimator with…
Copulas have now become ubiquitous statistical tools for describing, analysing and modelling dependence between random variables. Sklar's theorem, "the fundamental theorem of copulas", makes a clear distinction between the continuous case…
We present xokde++, a state-of-the-art online kernel density estimation approach that maintains Gaussian mixture models input data streams. The approach follows state-of-the-art work on online density estimation, but was redesigned with…
Biochemical reaction models describing subcellular processes generally come with a large uncertainty. To be able to account for this during the modeling process, we have developed the R-package UQSA, performing uncertainty quantification…
We introduce an alternative method for the calculation of sky maps from data taken with gamma-ray telescopes. In contrast to the established method of smoothing the 2D histogram of reconstructed event directions with a static kernel, we…
In drug discovery, it is vital to confirm the predictions of pharmaceutical properties from computational models using costly wet-lab experiments. Hence, obtaining reliable uncertainty estimates is crucial for prioritizing drug molecules…
Item response theory (IRT) models are a class of statistical models used to describe the response behaviors of individuals to a set of items having a certain number of options. They are adopted by researchers in social science, particularly…
The covariance matrix $\boldsymbol{\Sigma}$ of non-linear clustering statistics that are measured in current and upcoming surveys is of fundamental interest for comparing cosmological theory and data and a crucial ingredient for the…
We tackle the challenge of efficiently learning the structure of expressive multivariate real-valued densities of copula graphical models. We start by theoretically substantiating the conjecture that for many copula families the magnitude…