相关论文: Weak convergence in the functional autoregressive …

Classical finite mixture regression is useful for modeling the relationship between scalar predictors and scalar responses arising from subpopulations defined by the differing associations between those predictors and responses. Here we…

Herein, a methodology is developed to replicate functions, measures and stochastic processes onto a compact metric space. Many results are easily established for the replica objects and then transferred back to the original ones. Two…

Generative modeling of high-dimensional data is a key problem in machine learning. Successful approaches include latent variable models and autoregressive models. The complementary strengths of these approaches, to model global and local…

We consider nonparametric estimation for functional autoregressive processes with Markov switching. First, we study the case where complete data is available; i.e. when we observe the Markov switching regime. Then we estimate the regression…

Inverse problems, where in broad sense the task is to learn from the noisy response about some unknown function, usually represented as the argument of some known functional form, has received wide attention in the general scientific…

We propose a new approach to the autoregressive spatial functional model, based on the notion of signature, which represents a function as an infinite series of its iterated integrals. It presents the advantage of being applicable to a wide…

This article studies the problem whether two convex (concave) regression functions modelling the relation between a response and covariate in two samples differ by a shift in the horizontal and/or vertical axis. We consider a nonparametric…

The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…

Tiny Recursive Models (TRMs) have recently demonstrated remarkable performance on ARC-AGI, showing that very small models can compete against large foundation models through a two-step refinement mechanism that updates an internal reasoning…

The paper introduces a flexible model for the analysis of multivariate nonlinear time series data. The proposed Functional Coefficients Network Autoregressive (FCNAR) model considers the response of each node in the network to depend in a…

The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…

Weak-to-strong generalization is a phenomenon in post-training whereby a strong student model, when finetuned solely with feedback from a weaker teacher, can not only surpass the teacher, but can improve upon its own capabilities. Recent…

Classical linear regression is considered for a case when regression parameters depend on the external random environment. The last is described as a continuous time Markov chain with finite state space. Here the expected sojourn times in…

This study proposes a novel functional vector autoregressive framework for analyzing network interactions of functional outcomes in panel data settings. In this framework, an individual's outcome function is influenced by the outcomes of…

Based on a weak convergence argument, we provide a necessary and sufficient condition that guarantees that a nonnegative local martingale is indeed a martingale. Typically, conditions of this sort are expressed in terms of integrability…

A reduced-rank mixed effects model is developed for robust modeling of sparsely observed paired functional data. In this model, the curves for each functional variable are summarized using a few functional principal components, and the…

We introduce a new model of linear regression for random functional inputs taking into account the first order derivative of the data. We propose an estimation method which comes down to solving a special linear inverse problem. Our…

The reversible jump algorithm is a useful Markov chain Monte Carlo method introduced by Green (1995) that allows switches between subspaces of differing dimensionality, and therefore, model selection. Although this method is now…

This chapter opens with a review of classic tools for regression, a subset of machine learning that seeks to find relationships between variables. With the advent of scientific machine learning this field has moved from a purely data-driven…

This paper introduces a new parsimonious structure for mixture of autoregressive models. the weighting coefficients are determined through latent random variables, following a hidden Markov model. We propose a dynamic programming algorithm…