Nonparametric estimation of the intensity function of a spatial point process on a Riemannian manifold
黎曼流形上空间点过程强度函数的非参数估计AI 解读 ↓
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黎曼流形上空间点过程强度函数的非参数估计AI 解读 ↓
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Summary This paper is concerned with nonparametric estimation of the intensity function of a point process on a Riemannian manifold. It provides a first-order asymptotic analysis of the proposed kernel estimator for Poisson processes, supplemented by empirical work to probe the behaviour in finite samples and under other generative regimes. The investigation highlights the scope for finite-sample improvements by allowing the bandwidth to adapt to local curvature.
RBF 核高斯过程最大似然估计的精确渐近理论
Gaussian processes (GPs) are widely used across machine learning, spatial statistics, time-series analysis, optimization, Bayesian statistics, and scientific applications. A central component of a GP model is its kernel, which is typically specified through a parametric family. Among the most widely used choices is the radial basis function (RBF), also known as the squared exponential or Gaussian kernel, owing to its simple form, smoothness, and flexibility. In practice, the…
保持收敛率的收缩支撑高斯过程预测
Gaussian process prediction is a central tool in spatial statistics, but standard implementations require dense matrix operations that become prohibitive for large datasets. We propose a scale-adjusted compactly supported working correlation for Gaussian process prediction, using the generalized Wendland family with a support radius $φ_n$ that is allowed to decrease with the sample size $n$. Under fixed-domain asymptotics with quasi-uniform designs, a fixed support radius…
非可分双边关系回归
This paper studies a nonseparable model for dyadic outcomes, such as bilateral trade flows, in which the outcome depends on both agents' characteristics and on a scalar unobservable through an unknown function increasing in that unobservable. I establish identification of a normalized structural function and the error distribution, propose kernel plug-in estimators, and derive a two-regime central limit theory under dyadic dependence in which a shared-agent variance…
一般干扰下分位数暴露效应的设计型估计与推断
Many applications in public health, environmental science, and economics feature spillovers across connected units, violating the Stable Unit Treatment Value Assumption (SUTVA) underlying classical quantile treatment effect methods. We develop a general framework for defining, estimating, and conducting inference for quantile exposure effects (QEEs) under network interference, encompassing quantile direct and spillover effects as leading cases. Studying QEEs under…
具有分组边效应的降秩网络自回归
We propose the Edge-Grouped Reduced-Rank Network Autoregressive model (Edge-Grouped RRNAR) for multivariate time series observed over a network. The model allows transmission effects to vary across prespecified and economically interpretable groups of edges, while using a low-rank structure to capture cross-variable dynamics. This structure separates where network transmission occurs from which variables transmit and respond. We develop a topology-aware and block-specific…
测地空间中函数型数据与随机对象的回归不连续设计
Regression discontinuity designs (RDDs) are widely used for causal inference in observational studies with cutoff-based treatment assignment, primarily for Euclidean outcomes. We propose the geodesic regression discontinuity design (GRDD), which extends RDDs to complex non-Euclidean outcomes, including networks, compositional data, functional data, and other random objects in geodesic metric spaces. Since algebraic operations are unavailable in such spaces, we define the…