Relevant bibliographies by topics / Sequential nonparametric kernel regression

Academic literature on the topic 'Sequential nonparametric kernel regression'

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Published: 4 June 2021
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Journal articles on the topic "Sequential nonparametric kernel regression"

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Zenkov, I. V., A. V. Lapko, V. A. Lapko, S. T. Im, V. P. Tuboltsev, and V. L. Аvdeenok. "A nonparametric algorithm for automatic classification of large multivariate statistical data sets and its application." Computer Optics 45, no. 2 (April 2021): 253–60. http://dx.doi.org/10.18287/2412-6179-co-801.

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A nonparametric algorithm for automatic classification of large statistical data sets is proposed. The algorithm is based on a procedure for optimal discretization of the range of values of a random variable. A class is a compact group of observations of a random variable corresponding to a unimodal fragment of the probability density. The considered algorithm of automatic classification is based on the «compression» of the initial information based on the decomposition of a multidimensional space of attributes. As a result, a large statistical sample is transformed into a data array composed of the centers of multidimensional sampling intervals and the corresponding frequencies of random variables. To substantiate the optimal discretization procedure, we use the results of a study of the asymptotic properties of a kernel-type regression estimate of the probability density. An optimal number of sampling intervals for the range of values of one- and two-dimensional random variables is determined from the condition of the minimum root-mean square deviation of the regression probability density estimate. The results obtained are generalized to the discretization of the range of values of a multidimensional random variable. The optimal discretization formula contains a component that is characterized by a nonlinear functional of the probability density. An analytical dependence of the detected component on the antikurtosis coefficient of a one-dimensional random variable is established. For independent components of a multidimensional random variable, a methodology is developed for calculating estimates of the optimal number of sampling intervals for random variables and their lengths. On this basis, a nonparametric algorithm for the automatic classification is developed. It is based on a sequential procedure for checking the proximity of the centers of multidimensional sampling intervals and relationships between frequencies of the membership of the random variables from the original sample of these intervals. To further increase the computational efficiency of the proposed automatic classification algorithm, a multithreaded method of its software implementation is used. The practical significance of the developed algorithms is confirmed by the results of their application in processing remote sensing data.
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Malik, Azeem, and Wing Lon Ng. "Intraday liquidity patterns in limit order books." Studies in Economics and Finance 31, no. 1 (February 25, 2014): 46–71. http://dx.doi.org/10.1108/sef-11-2011-0093.

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Purpose – Algorithmic trading attempts to reduce trading costs by selecting optimal trade execution and scheduling algorithms. Whilst many common approaches only consider the bid-ask spread when measuring market impact, the authors aim to analyse the detailed limit order book data, which has more informational content. Design/methodology/approach – Using data from the London Stock Exchange's electronic SETS platform, the authors transform limit order book compositions into volume-weighted average price curves and accordingly estimate market impact. The regression coefficients of these curves are estimated, and their intraday patterns are revealed using a nonparametric kernel regression model. Findings – The authors find that market impact is nonlinear, time-varying, and asymmetric. Inferences drawn from marginal probabilities regarding Granger-causality do not show a significant impact of slope coefficients on the opposite side of the limit order book, thus implying that each side of the market is simultaneously rather than sequentially influenced by prevailing market conditions. Research limitations/implications – Results show that intraday seasonality patterns of liquidity may be exploited through trade scheduling algorithms in an attempt to minimise the trading costs associated with large institutional trades. Originality/value – The use of the detailed limit order book to reveal intraday patterns in liquidity provision offers better insight into the interactions of market participants. Such valuable information cannot be fully recovered from the traditional transaction data-based approaches.
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Eichner, Gerrit, and Winfried Stute. "Kernel adjusted nonparametric regression." Journal of Statistical Planning and Inference 142, no. 9 (September 2012): 2537–44. http://dx.doi.org/10.1016/j.jspi.2012.03.011.

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Gyorfi, Laszlo, Gabor Lugosi, and Frederic Udina. "NONPARAMETRIC KERNEL-BASED SEQUENTIAL INVESTMENT STRATEGIES." Mathematical Finance 16, no. 2 (April 2006): 337–57. http://dx.doi.org/10.1111/j.1467-9965.2006.00274.x.

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Zhao, Ge, and Yanyuan Ma. "Robust nonparametric kernel regression estimator." Statistics & Probability Letters 116 (September 2016): 72–79. http://dx.doi.org/10.1016/j.spl.2016.04.010.

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Halconruy, H., and N. Marie. "Kernel Selection in Nonparametric Regression." Mathematical Methods of Statistics 29, no. 1 (January 2020): 32–56. http://dx.doi.org/10.3103/s1066530720010044.

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Kyung-Joon, Cha, and William R. Schucany. "Nonparametric kernel regression estimation near endpoints." Journal of Statistical Planning and Inference 66, no. 2 (March 1998): 289–304. http://dx.doi.org/10.1016/s0378-3758(97)00082-7.

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Subramanian, Sundarraman. "Median regression using nonparametric kernel estimation." Journal of Nonparametric Statistics 14, no. 5 (January 2002): 583–605. http://dx.doi.org/10.1080/10485250213907.

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Andrews, Donald W. K. "Nonparametric Kernel Estimation for Semiparametric Models." Econometric Theory 11, no. 3 (June 1995): 560–86. http://dx.doi.org/10.1017/s0266466600009427.

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This paper presents a number of consistency results for nonparametric kernel estimators of density and regression functions and their derivatives. These results are particularly useful in semiparametric estimation and testing problems that rely on preliminary nonparametric estimators, as in Andrews (1994, Econometrica 62, 43–72). The results allow for near-epoch dependent, nonidentically distributed random variables, data-dependent bandwidth sequences, preliminary estimation of parameters (e.g., nonparametric regression based on residuals), and nonparametric regression on index functions.
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Okumura, Hidenori, and Kanta Naito. "Weighted kernel estimators in nonparametric binomial regression." Journal of Nonparametric Statistics 16, no. 1-2 (February 2004): 39–62. http://dx.doi.org/10.1080/10485250310001624828.

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Dissertations / Theses on the topic "Sequential nonparametric kernel regression"

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Dharmasena, Tibbotuwa Deniye Kankanamge Lasitha Sandamali, and Sandamali dharmasena@rmit edu au. "Sequential Procedures for Nonparametric Kernel Regression." RMIT University. Mathematical and Geospatial Sciences, 2008. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20090119.134815.

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In a nonparametric setting, the functional form of the relationship between the response variable and the associated predictor variables is unspecified; however it is assumed to be a smooth function. The main aim of nonparametric regression is to highlight an important structure in data without any assumptions about the shape of an underlying regression function. In regression, the random and fixed design models should be distinguished. Among the variety of nonparametric regression estimators currently in use, kernel type estimators are most popular. Kernel type estimators provide a flexible class of nonparametric procedures by estimating unknown function as a weighted average using a kernel function. The bandwidth which determines the influence of the kernel has to be adapted to any kernel type estimator. Our focus is on Nadaraya-Watson estimator and Local Linear estimator which belong to a class of kernel type regression estimators called local polynomial kerne l estimators. A closely related problem is the determination of an appropriate sample size that would be required to achieve a desired confidence level of accuracy for the nonparametric regression estimators. Since sequential procedures allow an experimenter to make decisions based on the smallest number of observations without compromising accuracy, application of sequential procedures to a nonparametric regression model at a given point or series of points is considered. The motivation for using such procedures is: in many applications the quality of estimating an underlying regression function in a controlled experiment is paramount; thus, it is reasonable to invoke a sequential procedure of estimation that chooses a sample size based on recorded observations that guarantees a preassigned accuracy. We have employed sequential techniques to develop a procedure for constructing a fixed-width confidence interval for the predicted value at a specific point of the independent variable. These fixed-width confidence intervals are developed using asymptotic properties of both Nadaraya-Watson and local linear kernel estimators of nonparametric kernel regression with data-driven bandwidths and studied for both fixed and random design contexts. The sample sizes for a preset confidence coefficient are optimized using sequential procedures, namely two-stage procedure, modified two-stage procedure and purely sequential procedure. The proposed methodology is first tested by employing a large-scale simulation study. The performance of each kernel estimation method is assessed by comparing their coverage accuracy with corresponding preset confidence coefficients, proximity of computed sample sizes match up to optimal sample sizes and contrasting the estimated values obtained from the two nonparametric methods with act ual values at given series of design points of interest. We also employed the symmetric bootstrap method which is considered as an alternative method of estimating properties of unknown distributions. Resampling is done from a suitably estimated residual distribution and utilizes the percentiles of the approximate distribution to construct confidence intervals for the curve at a set of given design points. A methodology is developed for determining whether it is advantageous to use the symmetric bootstrap method to reduce the extent of oversampling that is normally known to plague Stein's two-stage sequential procedure. The procedure developed is validated using an extensive simulation study and we also explore the asymptotic properties of the relevant estimators. Finally, application of our proposed sequential nonparametric kernel regression methods are made to some problems in software reliability and finance.
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Signorini, David F. "Practical aspects of kernel smoothing for binary regression and density estimation." Thesis, n.p, 1998. http://oro.open.ac.uk/19923/.

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Wang, Sejong. "Three nonparametric specification tests for parametric regression models : the kernel estimation approach." Connect to resource, 1994. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1261492759.

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El, Ghouch Anouar. "Nonparametric statistical inference for dependent censored data." Université catholique de Louvain, 2007. http://edoc.bib.ucl.ac.be:81/ETD-db/collection/available/BelnUcetd-09262007-123927/.

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A frequent problem that appears in practical survival data analysis is censoring. A censored observation occurs when the observation of the event time (duration or survival time) may be prevented by the occurrence of an earlier competing event (censoring time). Censoring may be due to different causes. For example, the loss of some subjects under study, the end of the follow-up period, drop out or the termination of the study and the limitation in the sensitivity of a measurement instrument. The literature about censored data focuses on the i.i.d. case. However in many real applications the data are collected sequentially in time or space and so the assumption of independence in such case does not hold. Here we only give some typical examples from the literature involving correlated data which are subject to censoring. In the clinical trials domain it frequently happens that the patients from the same hospital have correlated survival times due to unmeasured variables like the quality of the hospital equipment. Censored correlated data are also a common problem in the domain of environmental and spatial (geographical or ecological) statistics. In fact, due to the process being used in the data sampling procedure, e.g. the analytical equipment, only the measurements which exceed some thresholds, for example the method detection limits or the instrumental detection limits, can be included in the data analysis. Many other examples can also be found in other fields like econometrics and financial statistics. Observations on duration of unemployment e.g., may be right censored and are typically correlated. When the data are not independent and are subject to censoring, estimation and inference become more challenging mathematical problems with a wide area of applications. In this context, we propose here some new and flexible tools based on a nonparametric approach. More precisely, allowing dependence between individuals, our main contribution to this domain concerns the following aspects. First, we are interested in developing more suitable confidence intervals for a general class of functionals of a survival distribution via the empirical likelihood method. Secondly, we study the problem of conditional mean estimation using the local linear technique. Thirdly, we develop and study a new estimator of the conditional quantile function also based on the local linear method. In this dissertation, for each proposed method, asymptotic results like consistency and asymptotic normality are derived and the finite sample performance is evaluated in a simulation study.
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Kim, Byung-Jun. "Semiparametric and Nonparametric Methods for Complex Data." Diss., Virginia Tech, 2020. http://hdl.handle.net/10919/99155.

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A variety of complex data has broadened in many research fields such as epidemiology, genomics, and analytical chemistry with the development of science, technologies, and design scheme over the past few decades. For example, in epidemiology, the matched case-crossover study design is used to investigate the association between the clustered binary outcomes of disease and a measurement error in covariate within a certain period by stratifying subjects' conditions. In genomics, high-correlated and high-dimensional(HCHD) data are required to identify important genes and their interaction effect over diseases. In analytical chemistry, multiple time series data are generated to recognize the complex patterns among multiple classes. Due to the great diversity, we encounter three problems in analyzing those complex data in this dissertation. We have then provided several contributions to semiparametric and nonparametric methods for dealing with the following problems: the first is to propose a method for testing the significance of a functional association under the matched study; the second is to develop a method to simultaneously identify important variables and build a network in HDHC data; the third is to propose a multi-class dynamic model for recognizing a pattern in the time-trend analysis. For the first topic, we propose a semiparametric omnibus test for testing the significance of a functional association between the clustered binary outcomes and covariates with measurement error by taking into account the effect modification of matching covariates. We develop a flexible omnibus test for testing purposes without a specific alternative form of a hypothesis. The advantages of our omnibus test are demonstrated through simulation studies and 1-4 bidirectional matched data analyses from an epidemiology study. For the second topic, we propose a joint semiparametric kernel machine network approach to provide a connection between variable selection and network estimation. Our approach is a unified and integrated method that can simultaneously identify important variables and build a network among them. We develop our approach under a semiparametric kernel machine regression framework, which can allow for the possibility that each variable might be nonlinear and is likely to interact with each other in a complicated way. We demonstrate our approach using simulation studies and real application on genetic pathway analysis. Lastly, for the third project, we propose a Bayesian focal-area detection method for a multi-class dynamic model under a Bayesian hierarchical framework. Two-step Bayesian sequential procedures are developed to estimate patterns and detect focal intervals, which can be used for gas chromatography. We demonstrate the performance of our proposed method using a simulation study and real application on gas chromatography on Fast Odor Chromatographic Sniffer (FOX) system.
Doctor of Philosophy
A variety of complex data has broadened in many research fields such as epidemiology, genomics, and analytical chemistry with the development of science, technologies, and design scheme over the past few decades. For example, in epidemiology, the matched case-crossover study design is used to investigate the association between the clustered binary outcomes of disease and a measurement error in covariate within a certain period by stratifying subjects' conditions. In genomics, high-correlated and high-dimensional(HCHD) data are required to identify important genes and their interaction effect over diseases. In analytical chemistry, multiple time series data are generated to recognize the complex patterns among multiple classes. Due to the great diversity, we encounter three problems in analyzing the following three types of data: (1) matched case-crossover data, (2) HCHD data, and (3) Time-series data. We contribute to the development of statistical methods to deal with such complex data. First, under the matched study, we discuss an idea about hypothesis testing to effectively determine the association between observed factors and risk of interested disease. Because, in practice, we do not know the specific form of the association, it might be challenging to set a specific alternative hypothesis. By reflecting the reality, we consider the possibility that some observations are measured with errors. By considering these measurement errors, we develop a testing procedure under the matched case-crossover framework. This testing procedure has the flexibility to make inferences on various hypothesis settings. Second, we consider the data where the number of variables is very large compared to the sample size, and the variables are correlated to each other. In this case, our goal is to identify important variables for outcome among a large amount of the variables and build their network. For example, identifying few genes among whole genomics associated with diabetes can be used to develop biomarkers. By our proposed approach in the second project, we can identify differentially expressed and important genes and their network structure with consideration for the outcome. Lastly, we consider the scenario of changing patterns of interest over time with application to gas chromatography. We propose an efficient detection method to effectively distinguish the patterns of multi-level subjects in time-trend analysis. We suggest that our proposed method can give precious information on efficient search for the distinguishable patterns so as to reduce the burden of examining all observations in the data.
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Maity, Arnab. "Efficient inference in general semiparametric regression models." [College Station, Tex. : Texas A&M University, 2008. http://hdl.handle.net/1969.1/ETD-TAMU-3075.

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Doruska, Paul F. "Methods for Quantitatively Describing Tree Crown Profiles of Loblolly pine (Pinus taeda L.)." Diss., Virginia Tech, 1998. http://hdl.handle.net/10919/30638.

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Physiological process models, productivity studies, and wildlife abundance studies all require accurate representations of tree crowns. In the past, geometric shapes or flexible mathematical equations approximating geometric shapes were used to represent crown profiles. Crown profile of loblolly pine (Pinus taeda L.) was described using single-regressor, nonparametric regression analysis in an effort to improve crown representations. The resulting profiles were compared to more traditional representations. Nonparametric regression may be applicable when an underlying parametric model cannot be identified. The modeler does not specify a functional form. Rather, a data-driven technique is used to determine the shape a curve. The modeler determines the amount of local curvature to be depicted in the curve. A class of local-polynomial estimators which contains the popular kernel estimator as a special case was investigated. Kernel regression appears to fit closely to the interior data points but often possesses bias problems at the boundaries of the data, a feature less exhibited by local linear or local quadratic regression. When using nonparametric regression, decisions must be made regarding polynomial order and bandwidth. Such decisions depend on the presence of local curvature, desired degree of smoothing, and, for bandwidth in particular, the minimization of some global error criterion. In the present study, a penalized PRESS criterion (PRESS*) was selected as the global error criterion. When individual- tree, crown profile data are available, the technique of nonparametric regression appears capable of capturing more of the tree to tree variation in crown shape than multiple linear regression and other published functional forms. Thus, modelers should consider the use of nonparametric regression when describing crown profiles as well as in any regression situation where traditional techniques perform unsatisfactorily or fail.
Ph. D.
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Chu, Chi-Yang. "Applied Nonparametric Density and Regression Estimation with Discrete Data| Plug-In Bandwidth Selection and Non-Geometric Kernel Functions." Thesis, The University of Alabama, 2017. http://pqdtopen.proquest.com/#viewpdf?dispub=10262364.

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Bandwidth selection plays an important role in kernel density estimation. Least-squares cross-validation and plug-in methods are commonly used as bandwidth selectors for the continuous data setting. The former is a data-driven approach and the latter requires a priori assumptions about the unknown distribution of the data. A benefit from the plug-in method is its relatively quick computation and hence it is often used for preliminary analysis. However, we find that much less is known about the plug-in method in the discrete data setting and this motivates us to propose a plug-in bandwidth selector. A related issue is undersmoothing in kernel density estimation. Least-squares cross-validation is a popular bandwidth selector, but in many applied situations, it tends to select a relatively small bandwidth, or undersmooths. The literature suggests several methods to solve this problem, but most of them are the modifications of extant error criterions for continuous variables. Here we discuss this problem in the discrete data setting and propose non-geometric discrete kernel functions as a possible solution. This issue also occurs in kernel regression estimation. Our proposed bandwidth selector and kernel functions perform well in simulated and real data.

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Edwards, Adam Michael. "Precision Aggregated Local Models." Diss., Virginia Tech, 2021. http://hdl.handle.net/10919/102125.

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Large scale Gaussian process (GP) regression is infeasible for larger data sets due to cubic scaling of flops and quadratic storage involved in working with covariance matrices. Remedies in recent literature focus on divide-and-conquer, e.g., partitioning into sub-problems and inducing functional (and thus computational) independence. Such approximations can speedy, accurate, and sometimes even more flexible than an ordinary GPs. However, a big downside is loss of continuity at partition boundaries. Modern methods like local approximate GPs (LAGPs) imply effectively infinite partitioning and are thus pathologically good and bad in this regard. Model averaging, an alternative to divide-and-conquer, can maintain absolute continuity but often over-smooth, diminishing accuracy. Here I propose putting LAGP-like methods into a local experts-like framework, blending partition-based speed with model-averaging continuity, as a flagship example of what I call precision aggregated local models (PALM). Using N_C LAGPs, each selecting n from N data pairs, I illustrate a scheme that is at most cubic in n, quadratic in N_C, and linear in N, drastically reducing computational and storage demands. Extensive empirical illustration shows how PALM is at least as accurate as LAGP, can be much faster in terms of speed, and furnishes continuous predictive surfaces. Finally, I propose sequential updating scheme which greedily refines a PALM predictor up to a computational budget, and several variations on the basic PALM that may provide predictive improvements.
Doctor of Philosophy
Occasionally, when describing the relationship between two variables, it may be helpful to use a so-called ``non-parametric" regression that is agnostic to the function that connects them. Gaussian Processes (GPs) are a popular method of non-parametric regression used for their relative flexibility and interpretability, but they have the unfortunate drawback of being computationally infeasible for large data sets. Past work into solving the scaling issues for GPs has focused on ``divide and conquer" style schemes that spread the data out across multiple smaller GP models. While these model make GP methods much more accessible to large data sets they do so either at the expense of local predictive accuracy of global surface continuity. Precision Aggregated Local Models (PALM) is a novel divide and conquer method for GP models that is scalable for large data while maintaining local accuracy and a smooth global model. I demonstrate that PALM can be built quickly, and performs well predictively compared to other state of the art methods. This document also provides a sequential algorithm for selecting the location of each local model, and variations on the basic PALM methodology.
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Song, Song. "Confidence bands in quantile regression and generalized dynamic semiparametric factor models." Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2010. http://dx.doi.org/10.18452/16341.

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In vielen Anwendungen ist es notwendig, die stochastische Schwankungen der maximalen Abweichungen der nichtparametrischen Schätzer von Quantil zu wissen, zB um die verschiedene parametrische Modelle zu überprüfen. Einheitliche Konfidenzbänder sind daher für nichtparametrische Quantil Schätzungen der Regressionsfunktionen gebaut. Die erste Methode basiert auf der starken Approximation der empirischen Verfahren und Extremwert-Theorie. Die starke gleichmäßige Konsistenz liegt auch unter allgemeinen Bedingungen etabliert. Die zweite Methode beruht auf der Bootstrap Resampling-Verfahren. Es ist bewiesen, dass die Bootstrap-Approximation eine wesentliche Verbesserung ergibt. Der Fall von mehrdimensionalen und diskrete Regressorvariablen wird mit Hilfe einer partiellen linearen Modell behandelt. Das Verfahren wird mithilfe der Arbeitsmarktanalysebeispiel erklärt. Hoch-dimensionale Zeitreihen, die nichtstationäre und eventuell periodische Verhalten zeigen, sind häufig in vielen Bereichen der Wissenschaft, zB Makroökonomie, Meteorologie, Medizin und Financial Engineering, getroffen. Der typische Modelierungsansatz ist die Modellierung von hochdimensionalen Zeitreihen in Zeit Ausbreitung der niedrig dimensionalen Zeitreihen und hoch-dimensionale zeitinvarianten Funktionen über dynamische Faktorenanalyse zu teilen. Wir schlagen ein zweistufiges Schätzverfahren. Im ersten Schritt entfernen wir den Langzeittrend der Zeitreihen durch Einbeziehung Zeitbasis von der Gruppe Lasso-Technik und wählen den Raumbasis mithilfe der funktionalen Hauptkomponentenanalyse aus. Wir zeigen die Eigenschaften dieser Schätzer unter den abhängigen Szenario. Im zweiten Schritt erhalten wir den trendbereinigten niedrig-dimensionalen stochastischen Prozess (stationär).
In many applications it is necessary to know the stochastic fluctuation of the maximal deviations of the nonparametric quantile estimates, e.g. for various parametric models check. Uniform confidence bands are therefore constructed for nonparametric quantile estimates of regression functions. The first method is based on the strong approximations of the empirical process and extreme value theory. The strong uniform consistency rate is also established under general conditions. The second method is based on the bootstrap resampling method. It is proved that the bootstrap approximation provides a substantial improvement. The case of multidimensional and discrete regressor variables is dealt with using a partial linear model. A labor market analysis is provided to illustrate the method. High dimensional time series which reveal nonstationary and possibly periodic behavior occur frequently in many fields of science, e.g. macroeconomics, meteorology, medicine and financial engineering. One of the common approach is to separate the modeling of high dimensional time series to time propagation of low dimensional time series and high dimensional time invariant functions via dynamic factor analysis. We propose a two-step estimation procedure. At the first step, we detrend the time series by incorporating time basis selected by the group Lasso-type technique and choose the space basis based on smoothed functional principal component analysis. We show properties of this estimator under the dependent scenario. At the second step, we obtain the detrended low dimensional stochastic process (stationary).
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Books on the topic "Sequential nonparametric kernel regression"

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Brockmann, Michael. Local bandwidth selection in nonparametric kernel regression. Aachen: Verlag Shaker, 1993.

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Racine, Jean. A nonparametric variable kernel method for local adaptive smoothing of regression functions and associated response coefficients. Toronto, Ont: Dept. of Economics, York University, 1991.

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Ferraty, Frédéric, and Philippe Vieu. Kernel Regression Estimation for Functional Data. Edited by Frédéric Ferraty and Yves Romain. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780199568444.013.4.

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This article provides an overview of recent nonparametric and semiparametric advances in kernel regression estimation for functional data. In particular, it considers the various statistical techniques based on kernel smoothing ideas that have recently been developed for functional regression estimation problems. The article first examines nonparametric functional regression modelling before discussing three popular functional regression estimates constructed by means of kernel ideas, namely: the Nadaraya-Watson convolution kernel estimate, the kNN functional estimate, and the local linear functional estimate. Uniform asymptotic results are then presented. The article proceeds by reviewing kernel methods in semiparametric functional regression such as single functional index regression and partial linear functional regression. It also looks at the use of kernels for additive functional regression and concludes by assessing the impact of kernel methods on practical real-data analysis involving functional (curves) datasets.
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Mathematical Statistics: Theory and Applications. Berlin, Germany: De Gruyter, 2020.

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Book chapters on the topic "Sequential nonparametric kernel regression"

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Opsomer, Jean D., and F. Jay Breidt. "Nonparametric Regression Using Kernel and Spline Methods." In International Encyclopedia of Statistical Science, 974–77. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-04898-2_419.

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Linton, Oliver B., Enno Mammen, Xihong Lin, and Raymond J. Carroll. "Correlation and Marginal Longitudinal Kernel Nonparametric Regression." In Proceedings of the Second Seattle Symposium in Biostatistics, 23–33. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4419-9076-1_2.

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Han, Min, and Zhi-ping Liang. "Probability Density Estimation Based on Nonparametric Local Kernel Regression." In Advances in Neural Networks - ISNN 2010, 465–72. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-13278-0_60.

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Nadaraya, E. A. "Limiting Distributions of Deviations of Kernel-Type Density Estimators." In Nonparametric Estimation of Probability Densities and Regression Curves, 62–114. Dordrecht: Springer Netherlands, 1989. http://dx.doi.org/10.1007/978-94-009-2583-0_4.

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Tang, Hengjin, and Sadaaki Miyamoto. "Semi-supervised Sequential Kernel Regression Models with Pairwise Constraints." In Modeling Decisions for Artificial Intelligence, 166–78. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-41550-0_15.

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Babilua, Petre K., and Elizbar A. Nadaraya. "On Nonparametric Kernel-Type Estimate of the Bernoulli Regression Function." In Applications of Mathematics and Informatics in Natural Sciences and Engineering, 19–36. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-56356-1_2.

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Faraway, Julian J. "Sequential Design for the Nonparametric Regression of Curves and Surfaces." In Computing Science and Statistics, 104–10. New York, NY: Springer New York, 1992. http://dx.doi.org/10.1007/978-1-4612-2856-1_13.

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Nadaraya, E. A. "Asymptotic Properties of Certain Measures of Deviation for Kernel-Type Nonparametric Estimators of Probability Densities." In Nonparametric Estimation of Probability Densities and Regression Curves, 18–41. Dordrecht: Springer Netherlands, 1989. http://dx.doi.org/10.1007/978-94-009-2583-0_2.

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Eichner, Gerrit. "Kader—An R Package for Nonparametric Kernel Adjusted Density Estimation and Regression." In From Statistics to Mathematical Finance, 291–315. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-50986-0_15.

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Sun, Huaiyu, Mi Zhu, and Feng He. "Pattern Recognition Based on the Nonparametric Kernel Regression Method in A-share Market." In Proceedings of International Conference on Soft Computing Techniques and Engineering Application, 309–14. New Delhi: Springer India, 2013. http://dx.doi.org/10.1007/978-81-322-1695-7_35.

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Conference papers on the topic "Sequential nonparametric kernel regression"

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Zhang, Dongling, Yingjie Tian, and Peng Zhang. "Kernel-Based Nonparametric Regression Method." In 2008 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology. IEEE, 2008. http://dx.doi.org/10.1109/wiiat.2008.157.

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Rafajlowicz, Ewaryst, Miroslaw Pawlak, and Ansgar Steland. "Nonparametric sequential change-point detection by a vertical regression method." In 2009 IEEE/SP 15th Workshop on Statistical Signal Processing (SSP). IEEE, 2009. http://dx.doi.org/10.1109/ssp.2009.5278502.

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Rismal, I. Nyoman Budiantara, and Dedy Dwi Prastyo. "Mixture model of spline truncated and kernel in multivariable nonparametric regression." In INNOVATIONS THROUGH MATHEMATICAL AND STATISTICAL RESEARCH: Proceedings of the 2nd International Conference on Mathematical Sciences and Statistics (ICMSS2016). Author(s), 2016. http://dx.doi.org/10.1063/1.4952565.

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Maulidia, Miftahul Jannah, I. Nyoman Budiantara, and Jerry D. T. Purnomo. "Nonparametric regression curve estimation using mixed spline truncated and kernel estimator for longitudinal data." In THE 2ND INTERNATIONAL CONFERENCE ON SCIENCE, MATHEMATICS, ENVIRONMENT, AND EDUCATION. AIP Publishing, 2019. http://dx.doi.org/10.1063/1.5139795.

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Wang, Zhigang, Yong Zeng, and Ping Li. "A Nonparametric Kernel Regression Method for the Recognition of Visual Technical Patterns in China's Stock Market." In 2010 3rd International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2010. http://dx.doi.org/10.1109/bife.2010.76.

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Nguyen, Vu, Dinh Phung, Trung Le, and Hung Bui. "Discriminative Bayesian Nonparametric Clustering." In Twenty-Sixth International Joint Conference on Artificial Intelligence. California: International Joint Conferences on Artificial Intelligence Organization, 2017. http://dx.doi.org/10.24963/ijcai.2017/355.

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Abstract:
We propose a general framework for discriminative Bayesian nonparametric clustering to promote the inter-discrimination among the learned clusters in a fully Bayesian nonparametric (BNP) manner. Our method combines existing BNP clustering and discriminative models by enforcing latent cluster indices to be consistent with the predicted labels resulted from probabilistic discriminative model. This formulation results in a well-defined generative process wherein we can use either logistic regression or SVM for discrimination. Using the proposed framework, we develop two novel discriminative BNP variants: the discriminative Dirichlet process mixtures, and the discriminative-state infinite HMMs for sequential data. We develop efficient data-augmentation Gibbs samplers for posterior inference. Extensive experiments in image clustering and dynamic location clustering demonstrate that by encouraging discrimination between induced clusters, our model enhances the quality of clustering in comparison with the traditional generative BNP models.
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Reports on the topic "Sequential nonparametric kernel regression"

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Haerdle, Wolfgang. Nonparametric Sequential Estimation of Zeros and Extrema of Regression Functions. Fort Belvoir, VA: Defense Technical Information Center, January 1986. http://dx.doi.org/10.21236/ada169958.

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