相关论文: A semi-parametric estimation method for quantile c…

This paper introduces a subspace method for the estimation of an array covariance matrix. It is shown that when the received signals are uncorrelated, the true array covariance matrices lie in a specific subspace whose dimension is…

While inference-time scaling has significantly enhanced generative quality in large language and diffusion models, its application to vector-quantized (VQ) visual autoregressive modeling (VAR) remains unexplored. We introduce VAR-Scaling,…

Semisupervised methods inevitably invoke some assumption that links the marginal distribution of the features to the regression function of the label. Most commonly, the cluster or manifold assumptions are used which imply that the…

Prediction is a key issue in time series analysis. Just as classical mean regression models, classical autoregressive methods, yielding L$^2$ point-predictions, provide rather poor predictive summaries; a much more informative approach is…

Conditional value-at-risk (CoVaR) is one of the most important measures of systemic risk. It is defined as the high quantile conditional on a related variable being extreme, widely used in the field of quantitative risk management. In this…

We prove the validity of using subsampling method for inference under a two-way clustered panel in which the time effects are serially correlated. Subsamples should be drawn without replacement from randomly partitioned individual index set…

In this article, we present a novel approach to multivariate probabilistic forecasting. Our approach is based on an extension of single-output quantile regression (QR) to multivariate-targets, called quantile surfaces (QS). QS uses a simple…

In this paper, a new way to integrate volatility information for estimating value at risk (VaR) and conditional value at risk (CVaR) of a portfolio is suggested. The new method is developed from the perspective of Bayesian statistics and it…

A semiparametric copula-based two-part quantile regression framework is developed for the analysis of semicontinuous outcomes characterized by a point mass at zero and a continuous positive component. The proposed approach models the…

This paper develops a general asymptotic theory for nonparametric kernel regression in the presence of cluster dependence. We examine nonparametric density estimation, Nadaraya-Watson kernel regression, and local linear estimation. Our…

We introduce a coherence susceptibility method, based on the fact that it signals quantum fluctuations, for identifying quantum phase transitions, which are induced by quantum fluctuations. This method requires no prior knowledge of order…

Just a few years after the inception of quantum mechanics, there has been a research program using the nonclassical values of some quasiprobability distributions to delineate the nonclassical aspects of quantum phenomena. In particular, in…

We consider covariate adjusted regression (CAR), a regression method for situations where predictors and response are observed after being distorted by a multiplicative factor. The distorting factors are unknown functions of an observable…

Quantum phase estimation (QPE) is the key subroutine of several quantum computing algorithms as well as a central ingredient in quantum computational chemistry and quantum simulation. While QPE strategies have focused on the estimation of a…

This paper presents a novel approach to stochastic volatility (SV) modeling by utilizing nonparametric techniques that enhance our ability to capture the volatility of financial time series data, with a particular emphasis on the…

Bicoherence analysis is a well established method for identifying the quadratic nonlinearity of stationary processes. However, it is often applied without checking the basic assumptions of stationarity and convergence. The classic…

This article introduces a flexible and adaptive nonparametric method for estimating the association between multiple covariates and power spectra of multiple time series. The proposed approach uses a Bayesian sum of trees model to capture…

While covariance matrices have been widely studied in many scientific fields, relatively limited progress has been made on estimating conditional covariances that permits a large covariance matrix to vary with high-dimensional subject-level…

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…

Quantifying predictive uncertainty is essential for safe and trustworthy real-world AI deployment. Yet, fully nonparametric estimation of conditional distributions remains challenging for multivariate targets. We propose Tomographic…