相关论文: Spline-backfitted kernel smoothing of nonlinear ad…
This chapter deals with kernel methods as a special class of techniques for surrogate modeling. Kernel methods have proven to be efficient in machine learning, pattern recognition and signal analysis due to their flexibility, excellent…
We propose a fast bivariate smoothing approach for symmetric surfaces that has a wide range of applications. We show how it can be applied to estimate the covariance function in longitudinal data as well as multiple additive covariances in…
We introduce a data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system behaves…
This paper introduces a data-adaptive non-parametric approach for the estimation of time-varying spectral densities from nonstationary time series. Time-varying spectral densities are commonly estimated by local kernel smoothing. The…
Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these…
Machine learning models can represent climate processes that are nonlocal in horizontal space, height, and time, often by combining information across these dimensions in highly nonlinear ways. While this can improve predictive skill, it…
The space time autoregressive model has been widely applied in science, in areas such as economics, public finance, political science, agricultural economics, environmental studies and transportation analyses. The classical space time…
Additive models are popular in high--dimensional regression problems because of flexibility in model building and optimality in additive function estimation. Moreover, they do not suffer from the so-called {\it curse of dimensionality}…
We propose to approximate the conditional expectation of a spatial random variable given its nearest-neighbour observations by an additive function. The setting is meaningful in practice and requires no unilateral ordering. It is capable of…
In this paper, we deal with nonparametric regression for circular data, meaning that observations are represented by points lying on the unit circle. We propose a kernel estimation procedure with data-driven selection of the bandwidth…
We revisit the additive model learning literature and adapt a penalized spline formulation due to Eilers and Marx, to train additive classifiers efficiently. We also propose two new embeddings based two classes of orthogonal basis with…
Nonparametric methods have been very popular in the last couple of decades in time series and regression, but no such development has taken place for spatial models. A rather obvious reason for this is the curse of dimensionality. For…
We consider estimation and inference in a single index regression model with an unknown but smooth link function. In contrast to the standard approach of using kernels or regression splines, we use smoothing splines to estimate the smooth…
We consider the problems of variable selection and estimation in nonparametric additive regression models for high-dimensional data. In recent years, several methods have been proposed to model nonlinear relationships when the number of…
Discrete-time models are very convenient to simulate a nonlinear system on a computer. In order to build the discrete-time simulation models for the nonlinear feedback systems (which is a very important class of systems in many…
Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…
This paper proposes a model-free nonparametric estimator of conditional quantile of a time series regression model where the covariate vector is repeated many times for different values of the response. This type of data is abound in…
Very high dimensional nonlinear systems arise in many engineering problems due to semi-discretization of the governing partial differential equations, e.g. through finite element methods. The complexity of these systems present…
To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…
The usefulness of semi-analytical thermal models for predicting the connection between process, microstructure and properties in powder bed fusion has been well illustrated in recent years. Such an approach provides the promise of accuracy…