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Variational methods are widely used for approximate posterior inference. However, their use is typically limited to families of distributions that enjoy particular conjugacy properties. To circumvent this limitation, we propose a family of…

机器学习 · 计算机科学 2012-06-22 Samuel Gershman , Matt Hoffman , David Blei

This paper concerns the estimation of the regression function at a given point in nonparametric heteroscedastic models with Gaussian noise or with noise having unknown distribution. In the two cases an asymptotically efficient kernel…

统计理论 · 数学 2007-11-30 Jean-Yves Brua

We consider nonparametric regression in the context of functional data, that is, when a random sample of functions is observed on a fine grid. We obtain a functional asymptotic normality result allowing to build simultaneous confidence…

统计方法学 · 统计学 2015-03-13 David A. Degras

When the study variable is functional and storage capacities are limited or transmission costs are high, selecting with survey sampling techniques a small fraction of the observations is an interesting alternative to signal compression…

统计理论 · 数学 2013-02-15 Hervé Cardot , Camelia Goga , Pauline Lardin

A nonparametric regression setting is considered with a real-valued covariate and responses from a metric space. One may approach this setting via Fr\'echet regression, where the value of the regression function at each point is estimated…

统计理论 · 数学 2022-05-17 Christof Schötz

An inference procedure is proposed to provide consistent estimators of parameters in a modal regression model with a covariate prone to measurement error. A score-based diagnostic tool exploiting parametric bootstrap is developed to assess…

统计方法学 · 统计学 2024-07-02 Qingyang Liu , Xianzheng Huang

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…

统计方法学 · 统计学 2025-04-08 Kwangho Kim

This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish…

计量经济学 · 经济学 2024-03-19 Kirill S. Evdokimov , Andrei Zeleneev

In Selk and Gertheiss (2022) a nonparametric prediction method for models with multiple functional and categorical covariates is introduced. The dependent variable can be categorical (binary or multi-class) or continuous, thus both…

统计理论 · 数学 2023-04-04 Leonie Selk

In this work, we propose a novel deep bootstrap framework for nonparametric regression based on conditional diffusion models. Specifically, we construct a conditional diffusion model to learn the distribution of the response variable given…

机器学习 · 统计学 2026-02-12 Jinyuan Chang , Yuling Jiao , Lican Kang , Junjie Shi

Multimodal regression estimation methods are introduced for regression models involving circular response and/or covariate. The regression estimators are based on the maximization of the conditional densities of the response variable over…

统计方法学 · 统计学 2024-01-10 María Alonso-Pena , Rosa M. Crujeiras

In this paper we propose a generalized Gaussian process concurrent regression model for functional data where the functional response variable has a binomial, Poisson or other non-Gaussian distribution from an exponential family while the…

统计方法学 · 统计学 2014-02-03 Bo Wang , Jian Qing Shi

Predicting scalar outcomes using functional predictors is a classic problem in functional data analysis. In many applications, however, only specific locations or time-points of the functional predictors have an impact on the outcome. Such…

Increasing practical interest has been shown in regression problems where the errors, or disturbances, are centred in a way that reflects particular characteristics of the mechanism that generated the data. In economics this occurs in…

统计理论 · 数学 2009-09-07 Peter Hall , Ingrid Van Keilegom

We propose nonparametric methods for functional linear regression which are designed for sparse longitudinal data, where both the predictor and response are functions of a covariate such as time. Predictor and response processes have smooth…

统计理论 · 数学 2016-08-16 Fang Yao , Hans-Georg Müller , Jane-Ling Wang

In this study, we develop an asymptotic theory of nonparametric regression for locally stationary random fields (LSRFs) $\{{\bf X}_{{\bf s}, A_{n}}: {\bf s} \in R_{n} \}$ in $\mathbb{R}^{p}$ observed at irregularly spaced locations in…

统计理论 · 数学 2022-07-07 Daisuke Kurisu

There has been substantial recent work on methods for estimating the slope function in linear regression for functional data analysis. However, as in the case of more conventional finite-dimensional regression, much of the practical…

统计理论 · 数学 2007-06-13 T. Tony Cai , Peter Hall

Functional variables are often used as predictors in regression problems. A commonly-used parametric approach, called {\it scalar-on-function regression}, uses the $\ltwo$ inner product to map functional predictors into scalar responses.…

统计方法学 · 统计学 2020-06-02 Kyungmin Ahn , J. Derek Tucker , Wei Wu , Anuj Srivastava

In the present paper we consider the varying coefficient model which represents a useful tool for exploring dynamic patterns in many applications. Existing methods typically provide asymptotic evaluation of precision of estimation…

统计理论 · 数学 2013-02-07 Olga Klopp , Marianna Pensky

A partial least squares regression is proposed for estimating the function-on-function regression model where a functional response and multiple functional predictors consist of random curves with quadratic and interaction effects. The…

统计方法学 · 统计学 2020-12-11 Ufuk Beyaztas , Han Lin Shang