Multivariate time series may contain outliers of different types. In the presence of such outliers, applying standard multivariate time series techniques becomes unreliable. A robust version of multivariate exponential smoothing is proposed. The method is affine equivariant, and involves the selection of a smoothing parameter matrix by minimizing a robust loss function. It is shown that the rob...

Smoothing splines with generalized cross-validation parameter selection (GCV-spline) provide a method to find an optimal smoother for an fMRI time series. The purpose of this study was to compare the variance of parameter estimates and the bias of the variance estimator for a linear regression model smoothed with GCV-spline and the low-pass filter in SPM99 (SPM-HRF). The mean bias with the SPM-...

BACKGROUND AND OBJECTIVE Cox model is a popular model in survival analysis, which assumes linearity of the covariate on the log hazard function, While continuous covariates can affect the hazard through more complicated nonlinear functional forms and therefore, Cox models with continuous covariates are prone to misspecification due to not fitting the correct functional form for continuous covar...

A prevalent problem in statistical signal processing, applied statistics, and time series analysis is the calculation of the smoothed posterior distribution, which describes the uncertainty associated with a state, or a sequence of states, conditional on data from the past, the present, and the future. The aim of this paper is to provide a rigorous foundation for the calculation, or approximati...

This paper presents techniques to improve the quality of voices generated through statistical singing voice conversion with direct waveform modification based on spectrum differential (DIFFSVC). The DIFFSVC method makes it possible to convert singing voice characteristics of a source singer into those of a target singer without using vocoder-based waveform generation. However, quality of the co...

The hazard function is a key component in the inferential process in survival analysis and relevant for describing the pattern of failures. However, it is rarely shown in research papers due to the difficulties in nonparametric estimation. We developed the bshazard package to facilitate the computation of a nonparametric estimate of the hazard function, with data-driven smoothing. The method ac...

Language Models have been traditionally used in several fields like speech recognition or document retrieval. It was only recently when their use was extended to collaborative Recommender Systems. In this field, a Language Model is estimated for each user based on the probabilities of the items. A central issue in the estimation of such Language Model is smoothing, i.e., how to adjust the maxim...

Language modeling plays a critical role for automatic speech recognition. Conventionally, the n-gram language models suffer from lacking good representation of historical words and estimating unseen parameters from insufficient training data. In this work, the latent semantic information is explored for language modeling and parameter smoothing. In language modeling, we present a new representa...

An efficient method for dominant point detection is proposed in this paper. The region of support for each point on curve is determined using bending value. The points with local maximum smoothing bending value can be located as the dominant points on the curve. The proposed algorithm needs no input parameter. The experimental results show that the new method is efficient and effective in detec...

A theoretical study has been conducted on the effects of cloud horizontal inhomogeneity on cloud albedo bias. A two-dimensional (2D) version of the Spherical Harmonic Discrete Ordinate Method (SHDOM) is used to estimate the albedo bias of the plane parallel (PP-IPA) and independent pixel (IPA-2D) approximations for a wide range of 2D cloud fields obtained from LANDSAT. They include single layer...