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# Questions tagged [nonparametric-regression]

Nonparametric regression is a form of regression analysis where the form of the functional dependence of the response on the predictors is not assumed. It subsumes many kinds of models, like spline models, kernel regression, gaussian process regression, regression trees or random forrests, and others.

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### Gaussian Process Regression prior with observations as integrals?

Consider some standard 1d Gaussian Process Regression (GPR). Suppose you are not happy with a typical mean-zero prior away from the data and you actually want something like the derivative of the mean ...
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### To nonparemetrically estimate the conditional mean of a binary outcome $E(D|x_1,x_2)$, can I use a logistic regression with flexible regressors?

Suppose $D$ is a binary outcome and $X_1$, $X_2$ are continuous regressors. I want to nonparametrically estiamte $E(D|X_1=x_1,X_2=x_2)$. I know that we could use local-constant or local linear ...
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### Is Synthetic Control Method a nonparametric estimator?

I'm studying causal inference and I'm struggling to understand how to properly classify an estimator as nonparametric. My colleague argued that the Synthetic Control Method is an example of a ...
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### Pros and cons of Nadaraya–Watson estimator vs. RKHS method?

Recently I've been reading some materials about nonparametric methods. Two methods related to the word "kernel" rasied my interest-- Nadaraya–Watson estimator and RKHS method. What's the ...
127 views

### How well do Multivariate Adaptive Regression Splines work in high dimensional settings?

I have been reading the Hastie and Tibshirani book again lately, and I noticed in Chapter 9 that the mention the MARS algorithm: Multivariate Adaptive Regression Splines, which is a nonparametric ...
222 views

### Calculating local variance

I have some data, and I assume it can be modelled by $y_i = f(x_i) + \epsilon$, where $\epsilon \sim \mathcal{N}(0,\sigma_0^2)$ where $f$ and $\sigma_0^2$ are unknown. I understand that I can ...
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### Examples of using MCMC for GP regression

This is a reference request. I am in a position of needing to use MCMC to do Gaussian process regression for a project. I have used MCMC before, and I have used GPs before, but never together. It ...
271 views

### What is the basic difference between Sieves, Series and Splines estimators?

As far as I know, Sieve Estimators consists in a broader class of estimators for a function g(x) lying in a space of functions G. The estimation basically consists in choosing the function that best ...
1 vote
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### What is the nonparametric equivalent of the Weighted-Least-Squares-Regression?

I am struggling to find the nonparametric equivalent of the WLSR. In brief, I need a nonparametric regression method which allows to assign different weights to data according to the uncertainty. I ...
273 views

### approximate a nonparametric CDF in R

I have two vectors of same length. The first vector is a collection of realization from an unknown random variable. The second vector is the distribution computed at each particular realization. A ...