Search Results - subject:"Gaussian Process"

Bayesian nonparametric classification for spectroscopy data

Gutiérrez, Luis; Gutiérrez-Peña, Eduardo; Mena, … - In: Computational Statistics & Data Analysis 78 (2014) C, pp. 56-68

High-dimensional spectroscopy data are increasingly common in many fields of science. Building classification models in this context is challenging, due not only to high dimensionality but also to high autocorrelations. A two-stage classification strategy is proposed. First, in a data...

Persistent link: https://www.econbiz.de/10011056467

Optimal design for correlated processes with input-dependent noise

Boukouvalas, A.; Cornford, D.; Stehlík, M. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 1088-1102

Optimal design for parameter estimation in Gaussian process regression models with input-dependent noise is examined … using Gaussian process emulators to act as statistical surrogates. In the case of stochastic simulators, which produce a … process regression and kriging. Designs are proposed with the aim of minimising the variance of the Gaussian process parameter …

Persistent link: https://www.econbiz.de/10011056599

Asymptotic results for hybrids of empirical and partial sums processes

Alvarez-Andrade, Sergio; Bouzebda, Salim - In: Statistical Papers 55 (2014) 4, pp. 1121-1143

The present paper is devoted to the study of the hybrids of empirical and partial sums processes. In the first part, we present a synthesis of results related to these processes and their connection with the empirical and compound process. We obtain new results on the precise asymptotics in the...

Persistent link: https://www.econbiz.de/10010949808

On the eigenvalue process of a matrix fractional Brownian motion

Nualart, David; Pérez-Abreu, Victor - In: Stochastic Processes and their Applications 124 (2014) 12, pp. 4266-4282

We investigate the process of eigenvalues of a symmetric matrix-valued process which upper diagonal entries are independent one-dimensional Hölder continuous Gaussian processes of order γ∈(1/2,1). Using the stochastic calculus with respect to the Young integral we show that these eigenvalues...

Persistent link: https://www.econbiz.de/10011064925

Two-sample location–scale estimation from semiparametric random censorship models

Bhattacharya, Rianka; Subramanian, Sundarraman - In: Journal of Multivariate Analysis 132 (2014) C, pp. 25-38

When two survival functions belong to a location–scale family of distributions, and the available two-sample data are each right censored, the location and scale parameters can be estimated using a minimum distance criterion combined with Kaplan–Meier quantiles. In this paper, it is shown...

Persistent link: https://www.econbiz.de/10010939521

Integrated likelihood inference in semiparametric regression models

He, H.; Severini, T. - In: METRON 72 (2014) 2, pp. 185-199

distribution to be a Gaussian process with a given covariance function, which may depend on additional parameters. Likelihood …

Persistent link: https://www.econbiz.de/10011000644

The extended skew Gaussian process for regression

Alodat, M.; AL-Rawwash, M. - In: METRON 72 (2014) 3, pp. 317-330

In this article, we propose a generalization to the Gaussian process regression(GPR) model called the extended skew … Gaussian process for regression (ESGP) model. The ESGP model works better than the GPR model when the errors are skewed. We …

Persistent link: https://www.econbiz.de/10011000647

Fast calculation of multiobjective probability of improvement and expected improvement criteria for Pareto optimization

Couckuyt, Ivo; Deschrijver, Dirk; Dhaene, Tom - In: Journal of Global Optimization 60 (2014) 3, pp. 575-594

The use of surrogate based optimization (SBO) is widely spread in engineering design to reduce the number of computational expensive simulations. However, “real-world” problems often consist of multiple, conflicting objectives leading to a set of competitive solutions (the Pareto front). The...

Persistent link: https://www.econbiz.de/10010994145

On quantitative trait locus mapping with an interference phenomenon

Rabier, Charles-Elie - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 2, pp. 311-329

We consider the likelihood ratio test (LRT) process related to the test of the absence of QTL (a QTL denotes a gene with quantitative effect on a trait) on the interval [0, T] representing a chromosome. The observation is the trait and the composition of the genome at some locations called...

Persistent link: https://www.econbiz.de/10010994264

Model assisted Cox regression

Mondal, Shoubhik; Subramanian, Sundarraman - In: Journal of Multivariate Analysis 123 (2014) C, pp. 281-303

Semiparametric random censorship (SRC) models (Dikta, 1998) [7], derive their rationale from their ability to utilize parametric ideas within the random censorship environment. An extension of this approach is developed for Cox regression, producing new estimators of the regression parameter and...

Persistent link: https://www.econbiz.de/10010718982