Motivated by the problem of setting prediction intervals in time series analysis, we suggest two new methods for conditional distribution estimation. The first method is based on locally fitting a logistic model and is in the spirit of recent work on locally parametric techniques in density...

Suppose that a target function f0 : Rd ! R is monotonic, namely, weakly increasing, and an original estimate ^ f of the target function is available, which is not weakly increasing. Many common estimation methods used in statistics produce such estimates ^ f. We show that these estimates can...

We discuss novel clustering methods that are based on mapping data points to a Hilbert space by means of a Gaussian kernel. The first method, support vector clustering (SVC), searches for the smallest sphere enclosing data images in Hilbert space. The second, quantum clustering (QC), searches...