Soap Film Smoothing
肥皂膜平滑AI 解读 ↓
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肥皂膜平滑AI 解读 ↓
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Summary Conventional smoothing methods sometimes perform badly when used to smooth data over complex domains, by smoothing inappropriately across boundary features, such as peninsulas. Solutions to this smoothing problem tend to be computationally complex, and not to provide model smooth functions which are appropriate for incorporating as components of other models, such as generalized additive models or mixed additive models. We propose a class of smoothers that are appropriate for smoothing over difficult regions of R2 which can be represented in terms of a low rank basis and one or two quadratic penalties. The key features of these smoothers are that they do not ‘smooth across’ boundary features, that their representation in terms of a basis and penalties allows straightforward incorporation as components of generalized additive models, mixed models and other non-standard models, that smoothness selection for these model components is straightforward to accomplish in a computationally efficient manner via generalized cross-validation, Akaike's information criterion or restricted maximum likelihood, for example, and that their low rank means that their use is computationally efficient.
理性疏忽—加性随机效用模型的估计
This paper develops likelihood-based estimation for parametric rational inattention--additive random utility models. We establish consistency and asymptotic normality of the exact maximum likelihood estimator and provide conditions under which the simulated estimator shares its asymptotic distribution. To implement estimation, we develop Newton--BA, a KKT-guided hybrid of Newton--Raphson and Blahut--Arimoto (BA). The algorithm accommodates both interior and boundary…
TMLE 与 AIPW 中样本分割选择何时重要:交叉拟合、目标化与重复
Variants of targeted maximum likelihood estimation (TMLE) and augmented inverse-probability weighting (AIPW) with machine-learning nuisance models differ in which observations train them, how bias is corrected, and whether splits are repeated. In known-truth simulations of a binary-outcome average treatment effect, eight headline estimators shared each setting's library, inner folds and truncation bound; coverage differences were judged against a prespecified…
矩阵值 CP 因子模型的识别问题与准极大似然估计
Matrix-valued time series, arising in diverse fields such as economics, neuroscience, and recommender systems, have become increasingly prominent in modern data analysis. Among various modeling frameworks, the matrix-variate CP-factor model represents an important and widely applicable class for capturing low-rank structures in matrix time series. In this paper, we provide a unified treatment for the identification problem of CP factor models using both analytic and…
高维 Ornstein–Uhlenbeck 过程漂移项的稀疏估计
We study sparsity-regularized maximum likelihood estimation for the drift parameter of high-dimensional non-stationary Ornstein--Uhlenbeck processes given repeated measurements of i.i.d. paths. In particular, we show that Lasso and Slope estimators can achieve the minimax optimal rate of convergence. We exhibit numerical experiments for sparse estimation methods and show their performance.
ARMA 过程谱密度函数的分解
Quasi-periodic oscillations are characterized by fitting Lorentzian functions to a nonparametric estimate of the power spectral density, a two-step procedure that separates estimation from modeling and does not accommodate measurement error. We develop a parametric alternative based on autoregressive moving-average (ARMA) processes observed with measurement error. We derive an exact decomposition of the ARMA spectral density into real-valued components, one for each class of…
区间值圆周时间序列:环面得分驱动方法及其在风向中的应用
Circular data recorded over time, such as wind direction, are increasingly observed in intervals rather than as single point-valued observations, yet no existing framework accommodates data that are simultaneously circular, interval-valued, and temporally dependent. Time series models for point-valued circular data, including recently proposed score-driven approaches, assume that each observation is a single angle. This paper addresses this gap by proposing a dynamic…