Positive definite nonparametric regression using an evolutionary algorithm with application to covariance function estimation

We propose a novel nonparametric regression framework subject to the positive definiteness constraint. It offers a highly modular approach for estimating covariance functions of stationary processes. Our method can impose positive definiteness, as well as isotropy and monotonicity, on the estimators...

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Vydané v:	arXiv.org
Hlavný autor:	Kang, Myeongjong
Médium:	Paper
Jazyk:	English
Vydavateľské údaje:	Ithaca Cornell University Library, arXiv.org 25.04.2023
Predmet:	Covariance Estimation Estimators Evolutionary algorithms Integral transforms Interpolation Isotropy Spatial data Stationary processes
ISSN:	2331-8422
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