英文标题：
《Estimating nonlinear regression errors without doing regression》
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作者：
Hong Pi and Carsten Peterson
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最新提交年份：
2014
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英文摘要：
A method for estimating nonlinear regression errors and their distributions without performing regression is presented. Assuming continuity of the modeling function the variance is given in terms of conditional probabilities extracted from the data. For N data points the computational demand is N2. Comparing the predicted residual errors with those derived from a linear model assumption provides a signal for nonlinearity. The method is successfully illustrated with data generated by the Ikeda and Lorenz maps augmented with noise. As a by-product the embedding dimensions of these maps are also extracted.
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中文摘要：
提出了一种在不进行回归的情况下估计非线性回归误差及其分布的方法。假设建模函数的连续性，方差根据从数据中提取的条件概率给出。对于N个数据点，计算需求为N2。将预测的残差与线性模型假设得出的残差进行比较，可以提供非线性信号。该方法成功地用Ikeda和Lorenz地图生成的数据进行了说明，并添加了噪声。作为副产品，这些地图的嵌入维度也被提取出来。
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分类信息：

一级分类：Statistics 统计学
二级分类：Machine Learning 机器学习
分类描述：Covers machine learning papers (supervised, unsupervised, semi-supervised learning, graphical models, reinforcement learning, bandits, high dimensional inference, etc.) with a statistical or theoretical grounding
覆盖机器学习论文（监督，无监督，半监督学习，图形模型，强化学习，强盗，高维推理等）与统计或理论基础
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一级分类：Physics 物理学
二级分类：Chaotic Dynamics 混沌动力学
分类描述：Dynamical systems, chaos, quantum chaos, topological dynamics, cycle expansions, turbulence, propagation
动力系统，混沌，量子混沌，拓扑动力学，循环展开，湍流，传播
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一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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