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recent works have used a nonparametric framework for this estimation, considering each brain region as a system characterized by its impulse response, the so-called hemodynamic response function (HRF). However, the use of these techniques has remained limited since they are not well-adapted to real fMRI

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The astonishing increase in computer performance over the past two decades has made it possible for economists to base many statistical inferences on simulated, or bootstrap, distributions rather than on distributions obtained from asymptotic theory. In this paper, I review some of the basic ideas of bootstrap inference. The paper discusses Monte Carlo tests, several types of bootstrap test, and bootstrap confidence intervals. Although bootstrapping often works well, it does not do so in every case.

propose a method to approach this problem by trying to estimate a function f which is positive on S and negative on the complement. The functional form of f is given by a kernel expansion in terms of a potentially small subset of the training data; it is regularized by controlling the length

considered estimation and inference for average treatment effects under weaker assumptions than typical of the earlier literature by avoiding distributional and functional-form assumptions. Various methods of semiparametric estimation have been proposed, including estimating the unknown regression functions

: Current analytical techniques applied to functional magnetic resonance imaging (fMRI) data require a priori knowledge or specific assumptions about the time courses of processes contributing to the measured signals. Here we describe a new method for analyzing fMRI data based on the independent

We present an unsupervised technique for visual learning which is based on density estimation in high-dimensional spaces using an eigenspace decomposition. Two types of density estimates are derived for modeling the training data: a multivariate Gaussian (for unimodal distributions) and a Mixture

covered include: the choice of cost function and robustness; numerical optimization including sparse Newton methods, linearly convergent approximations, updating and recursive methods; gauge (datum) invariance; and quality control. The theory is developed for general robust cost functions rather than

hypotheses that are falsely rejected. We demonstrate this approach using both simulations and functional magnetic resonance imaging data from two