We present a semi-parametric latent variable model based technique for density modelling, dimensionality reduction and visualization. Unlike previous methods, we estimate the latent distribution non-parametrically which enables us to model data generated by an underlying low dimensional, multimodal distribution. In addition, we allow the components of latent variable models to be drawn from the...

AbstractWe observe a large number of functions differing from each other only by a translation parameter. While the main pattern is unknown, we propose to estimate the shift parameters using M -estimators. Fourier transform enables to transform this statistical problem into a semi-parametric framework. We study the convergence of the estimator and provide its asymptotic behavior. Moreover, we u...

To provide insight into patient-level disease dynamics from data collected at irregular time intervals, this work extends applications of semi-parametric clustering for temporal mining. In the semi-parametric clustering framework, Markovian models provide useful parametric assumptions for modeling temporal dynamics, and a non-parametric method is used to cluster the temporal abstractions instea...

In this paper we examine the usefulness of multivariate semi-parametric GARCH models for portfolio selection under a Value-at-Risk (VaR) constraint. First, we specify and estimate several alternative multivariate GARCH models for daily returns on the S&P 500 and Nasdaq indexes. Examining the within sample VaRs of a set of given portfolios shows that the semi-parametric model performs uniformly ...

We consider a generalized semi-infinite programming problem (GSIP) with one semi-infinite constraint where the index set depends on the variable to be minimized. Keeping in mind the integral global optimization method of Zheng & Chew and its modifications we would like to outline theoretical considerations for determining coarse approximations of a solution of (GSIP) via global optimization of ...

multi-environment trials play a significant role in selecting the best cultivars to be used at different locations. the objective of this study was to identify grain and forage yields stability of grass pea advanced lines across different locations. the 14 advanced lines of grass pea, developed by the international center for agricultural research in dry areas (icarda), were tested at three dif...

outbreak of 2009 european sovereign debt (leverage) crisis has been one of the most crucial economic events of recent years. accordingly, researchers devoted a great deal of efforts to elucidate origins and consequences of this crisis, particularly focusing on its potential effect on international trade flows. yet in the literature, there have been rare studies on exploring the effects of sover...

An overview is presented of some parametric and semi-parametric models, estimators, and specification tests that can be used to analyze ordered response variables. In particular, limited dependent variable models that generalize ordered probit are compared to regression models that generalize the linear model. These techniques are then applied to analyze how self-reported satisfaction with hous...