相关论文: Spline-backfitted kernel smoothing of nonlinear ad…

In kernel methods, temporal information on the data is commonly included by using time-delayed embeddings as inputs. Recently, an alternative formulation was proposed by defining a gamma-filter explicitly in a reproducing kernel Hilbert…

Many imputation methods are based on statistical models that assume that the variable of interest is a noisy observation of a function of the auxiliary variables or covariates. Misspecification of this model may lead to severe errors in…

Continuous treatments (e.g., doses) arise often in practice, but many available causal effect estimators are limited by either requiring parametric models for the effect curve, or by not allowing doubly robust covariate adjustment. We…

Data-driven methods for modeling dynamic systems have received considerable attention as they provide a mechanism for control synthesis directly from the observed time-series data. In the absence of prior assumptions on how the time-series…

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

This article introduces a functional method for lower-dimensional smooth representations in terms of time-varying dissimilarities. The method incorporates dissimilarity representation in multidimensional scaling and smoothness approach of…

Almost sure bounds are established on the uniform error of smoothing spline estimators in nonparametric regression with random designs. Some results of Einmahl and Mason (2005) are used to derive uniform error bounds for the approximation…

In a previous paper it was shown that a machine learning regression problem can be solved within the framework of random function theory, with the optimal kernel analytically derived from symmetry and indifference principles and coinciding…

In this paper, we propose a new test for the detection of a change in a non-linear (auto-)regressive time series as well as a corresponding estimator for the unknown time point of the change. To this end, we consider an at-most-one-change…

In a nonlinear oscillatory system, spectral submanifolds (SSMs) are the smoothest invariant manifolds tangent to linear modal subspaces of an equilibrium. Amplitude-frequency plots of the dynamics on SSMs provide the classic backbone curves…

Kernels are often developed and used as implicit mapping functions that show impressive predictive power due to their high-dimensional feature space representations. In this study, we gradually construct a series of simple feature maps that…

The construction of adaptive nonparametric procedures by means of wavelet thresholding techniques is now a classical topic in modern mathematical statistics. In this paper, we extend this framework to the analysis of nonparametric…

By removing irrelevant and redundant features, feature selection aims to find a good representation of the original features. With the prevalence of unlabeled data, unsupervised feature selection has been proven effective in alleviating the…

In spatial statistics, kriging models are often designed using a stationary covariance structure; this translation-invariance produces models which have numerous favorable properties. This assumption can be limiting, though, in…

This paper focuses on a semiparametric regression model in which the response variable is explained by the sum of two components. One of them is parametric (linear), the corresponding explanatory variable is measured with additive error and…

We propose a supervised principal component regression method for relating functional responses with high dimensional predictors. Unlike the conventional principal component analysis, the proposed method builds on a newly defined expected…

Under the frequency domain framework for weakly dependent functional time series, a key element is the spectral density kernel which encapsulates the second-order dynamics of the process. We propose a class of spectral density kernel…

Model inference for dynamical systems aims to estimate the future behaviour of a system from observations. Purely model-free statistical methods, such as Artificial Neural Networks, tend to perform poorly for such tasks. They are therefore…

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…