Imagen de Portada

Asymptotic analysis for covariance parameter estimation of Gaussian processes with functional inputs

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Reding, Lucas, López-Lopera, Andrés F., Bachoc, François
Formato:	Preprint
Publicado:	2024
Materias:	Statistics Theory
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Scale estimation and rate-unbiasedness for Gaussian processes under smoothness misspecification
por: Karvonen, Toni, et al.
Publicado: (2021)

Error Bounds for a Kernel-Based Constrained Optimal Smoothing Approximation
por: Grammont, Laurence, et al.
Publicado: (2024)

Contraction rates and projection subspace estimation with Gaussian process priors in high dimension
por: Odin, Elie, et al.
Publicado: (2024)

Scalable multitask Gaussian processes for complex mechanical systems with functional covariates
por: Gninkou, Razak Christophe Sabi, et al.
Publicado: (2026)

Inference post region selection
por: Bontemps, Dominique, et al.
Publicado: (2025)

Large-Sample Properties of Non-Stationary Source Separation for Gaussian Signals
por: Bachoc, François, et al.
Publicado: (2022)

Test of the Latent Dimension of a Spatial Blind Source Separation Model
por: Muehlmann, Christoph, et al.
Publicado: (2020)

Asymptotic properties of Vecchia approximation for Gaussian processes
por: Kang, Myeongjong, et al.
Publicado: (2024)

Asymptotics of estimators for structured covariance matrices
por: Lopuhaä, Hendrik Paul
Publicado: (2024)

Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails
por: Oliveira, Roberto I., et al.
Publicado: (2022)

Nonparametric Bayesian intensity estimation for covariate-driven inhomogeneous point processes
por: Giordano, Matteo, et al.
Publicado: (2023)

New Berry-Esseen bounds for parameter estimation of Gaussian processes observed at high frequency
por: Es-Sebaiy, Khalifa, et al.
Publicado: (2026)

Asymptotic properties of maximum likelihood estimators for determinantal point processes
por: Hu, Yaozhong, et al.
Publicado: (2023)

Convergence of covariance and spectral density estimates for high-dimensional functional time series
por: Li, Bufan, et al.
Publicado: (2025)

Asymptotics for estimating a diverging number of parameters -- with and without sparsity
por: Gauss, Jana, et al.
Publicado: (2024)

Improved learning theory for kernel distribution regression with two-stage sampling
por: Bachoc, François, et al.
Publicado: (2023)

Kriging measure-valued data with sparse observations: application to nuclear safety studies
por: Gossard, Florian, et al.
Publicado: (2025)

Geometry-induced Regularization in Deep ReLU Neural Networks
por: Bona-Pellissier, Joachim, et al.
Publicado: (2024)

Asymptotic testing of covariance separability for matrix elliptical data
por: Virta, Joni, et al.
Publicado: (2026)

Optimal rates for estimating the covariance kernel from synchronously sampled functional data
por: Berger, Max, et al.
Publicado: (2024)

Asymptotics of ultra-high-dimensional generalized spiked sample covariance matrix
por: Seo, Wonjun
Publicado: (2026)

On the orthogonally equivariant estimators of a covariance matrix
por: Tsai, Ming-Tien, et al.
Publicado: (2024)

Selective inference after convex clustering with $\ell_1$ penalization
por: Bachoc, François, et al.
Publicado: (2023)

Asymptotic analysis of the finite predictor for the fractional Gaussian noise
por: Chigansky, P., et al.
Publicado: (2025)

Holdout cross-validation for large non-Gaussian covariance matrix estimation using Weingarten calculus
por: Lamrani, Lamia, et al.
Publicado: (2025)

Increasing domain asymptotics for covariate-based nonparametric Bayesian intensity estimation with Gaussian and Besov-Laplace priors
por: Dolmeta, Patric, et al.
Publicado: (2026)

On the consistent estimators of the population covariance matrix and its reparameterizations
por: Tsai, Ming-Tien, et al.
Publicado: (2024)

The covariance of causal effect estimators for binary v-structures
por: Kuipers, Jack, et al.
Publicado: (2025)

Wasserstein Spatial Depth
por: Bachoc, François, et al.
Publicado: (2024)

Efficient nonparametric estimation of Toeplitz covariance matrices
por: Klockmann, Karolina, et al.
Publicado: (2023)

On unbiased estimators for functions of the rate parameter of the exponential distribution
por: Vila, Roberto, et al.
Publicado: (2025)

Super doubly robust and efficient estimator for informative covariate censoring
por: Zhang, Zhewei, et al.
Publicado: (2025)

Asymptotic theory and bias correction for the Wallace--Freeman estimator
por: Makalic, Enes, et al.
Publicado: (2026)

Fundamental limits of distributed covariance matrix estimation via a conditional strong data processing inequality
por: Rahmani, Mohammad Reza, et al.
Publicado: (2025)

Asymptotics for power posterior mean estimation
por: Ray, Ruchira, et al.
Publicado: (2023)

Identifiability of causal effects with non-Gaussianity and auxiliary covariates
por: Shuai, Kang, et al.
Publicado: (2023)

A nonparametric Bayesian analysis of independent and identically distributed observations of covariate-driven Poisson processes
por: Dolmeta, Patric, et al.
Publicado: (2025)

Asymptotic properties and drift parameter estimations of the ergodic double Heston model based on continuous-time observations
por: Alaya, Mohamed Ben, et al.
Publicado: (2025)

Eigenvector overlaps in large sample covariance matrices and nonlinear shrinkage estimators
por: Lin, Zeqin, et al.
Publicado: (2024)

Asymptotics of higher criticism via Gaussian approximation
por: Qiu, Jingkun
Publicado: (2025)