相关论文: Smoothing Spline Growth Curves With Covariates

M-type smoothing splines are a broad class of spline estimators that include the popular least-squares smoothing spline but also spline estimators that are less susceptible to outlying observations and model-misspecification. However,…

Non-parametric estimation of a multivariate density estimation is tackled via a method which combines traditional local smoothing with a form of global smoothing but without imposing a rigid structure. Simulation work delivers encouraging…

Existing methods for rotation estimation between two spherical ($\mathbb{S}^2$) patterns typically rely on spherical cross-correlation maximization between two spherical function. However, these approaches exhibit computational complexities…

In some applications it is necessary to estimate derivatives of probability densities defined on the positive semi-axis. The quality of nonparametric estimates of the probability densities and their derivatives are strongly influenced by…

When the copula of the conditional distribution of two random variables given a covariate does not depend on the value of the covariate, two conflicting intuitions arise about the best possible rate of convergence attainable by…

We propose to smooth the entire objective function, rather than only the check function, in a linear quantile regression context. Not only does the resulting smoothed quantile regression estimator yield a lower mean squared error and a more…

We consider fitting a bivariate spline regression model to data using a weighted least-squares cost function, with weights that sum to one to form a discrete probability distribution. By applying the principle of maximum entropy, the weight…

Psychiatric neuroscience is increasingly aware of the need to define psychopathology in terms of abnormal neural computation. The central tool in this endeavour is the fitting of computational models to behavioural data. The most prominent…

We consider variational problems that model the bending behavior of curves that are constrained to belong to given hypersurfaces. Finite element discretizations of corresponding functionals are justified rigorously via Gamma-convergence.…

Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional…

Covariance function estimation is a fundamental task in multivariate functional data analysis and arises in many applications. In this paper, we consider estimating sparse covariance functions for high-dimensional functional data, where the…

We consider the problem of approximating smoothing spline estimators in a nonparametric regression model. When applied to a sample of size $n$, the smoothing spline estimator can be expressed as a linear combination of $n$ basis functions,…

The paper compares the small-sample properties of two non-parametric quantile regression estimators. The first is based on constrained B-spline smoothing (COBS) and the other is based on a variation and slight extension of a running…

In this paper we derive and test a probability-based weighting that can balance residuals of different types in spline fitting. In contrast to previous formulations, the proposed spline error weighting scheme also incorporates a prediction…

The learning curve expresses the error rate of a predictive modeling procedure as a function of the sample size of the training dataset. It typically is a decreasing, convex function with a positive limiting value. An estimate of the…

In many classification problems it is desirable to output well-calibrated probabilities on the different classes. We propose a robust, non-parametric method of calibrating probabilities called SplineCalib that utilizes smoothing splines to…

With a large number of baseline covariates, we propose a new semi-parametric modeling strategy for heterogeneous treatment effect estimation and individualized treatment selection, which are two major goals in personalized medicine. We…

The dynamic scaling of curved interfaces presents features that are strikingly different from those of the planar ones. Spherical surfaces above one dimension are flat because the noise is irrelevant in such cases. Kinetic roughening is…

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…

Accurately estimating data density is crucial for making informed decisions and modeling in various fields. This paper presents a novel nonparametric density estimation procedure that utilizes bivariate penalized spline smoothing over…