— Nonparametric estimation is usually inconsistent without some form of regularization. One way to impose regularity is through a prior measure. Barron and Cover [1], [2] have sh...
The residual variance estimation problem is well-known in statistics and machine learning with many applications for example in the field of nonlinear modelling. In this paper, we...
In this work, a new algorithm is proposed for fast estimation of nonparametric multivariate kernel density, based on principal direction divisive partitioning (PDDP) of the data s...
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
In this paper, the problem of an optimal transformation of the input space for function approximation problems is addressed. The transformation is defined determining the Mahalanob...
Amaury Lendasse, Francesco Corona, Jin Hao, Nima R...