Research Interests

Peihua Qiu's Research on Jump Regression Analysis


Nonparametric regression analysis provides a statistical tool for estimating regression curves or surfaces from noisy data. Conventional nonparametric regression methods (e.g., kernel, splines), however, are appropriate for estimating continuous regression functions only. When an underlying regression function has jumps, its estimators by the conventional methods would not be statistically consistent at the jump positions. More intuitively, the jumps would be smoothed out by the conventional smoothing methods. In practice, regression functions are often discontinuous. For instance, the equi-temperature surfaces in high sky or deep ocean usually have jumps and discontinuities, caused by turbulence or other climate phenomena. The image intensity surface of a typical image has jumps at the outlines of image objects. Jump regression analysis (JRA) is specifically for estimating jump regression curves/surfaces from noisy data.

I started my research on nonparametric regression when I was a graduate student in China. At that time, most existing nonparametric regression methods assumed that the curves or surfaces to estimate were continuous. In my opinion, this assumption was faulty as a general rule because curves or surfaces could be discontinuous in some applications, and thus I decided to investigate this problem in my MS thesis at Fudan University in China. As I began my graduate studies in the United States during the early 1990s, several methods were proposed in the statistical literature for estimating jump curves or surfaces. However, these methods often imposed restrictive assumptions on the model, making them unavailable for many applications. Another limitation of the methods was that extensive computation was required. In addition, the existing methods in the image processing literature did not have much theory to support them. A direct consequence was that, for a specific application problem, it was often difficult to choose one from dozens of existing methods to handle the problem properly. Therefore, it was imperative to suggest some methods that could work well in applications and have some necessary theory to support them; this became the goal of my Ph.D. thesis research at Wisconsin, and I have been working in the area since then.

For one dimensional (1-D) JRA models, my coauthors and I proposed the so-called difference kernel estimators (DKEs) of the jump and continuity parts of the regression function when the number of jumps is known (Qiu 1990, Qiu 1991, Qiu, Asano and Li 1991, Qiu 1993). When the number of jumps is unknown, my coauthors and I proposed the difference apart kernel estimator (DAKE) of the jump regression curve and two modified versions (Qiu 1994, Qiu and Yandell 1998, Joo and Qiu 2009). We also proposed some methods for estimating regression curves without detecting jump points explicitly (Qiu 2003, Gijbels, Lambert and Qiu 2007). Recently, we proposed a new model selection criterion, called Jump Information Criterion (JIC) for estimating the number of jumps (Xia and Qiu 2015).

In two-dimensional (2-D) cases, jump locations become curves, which I termed jump location curves (JLCs). When the number of JLCs is known, I proposed the rotational difference kernel estimators (RDKEs) of JLCs (Qiu 1997). However, the assumption that the number of JLCs is known is too strong for many applications. To avoid such restrictive assumptions, I proposed the idea to approximate JLCs by a pointset, instead of by curves. By that idea, my coauthors and I proposed a jump detection procedure for detecting arbitrary JLCs (Qiu and Yandell 1997). In that paper, we also proposed two jump modification procedures, pointed out certain limitations of the well-known Hausdorff distance for measuring the goodness of a set of detected jump points, and proposed a new metric for measuring the performance of the detected jumps. In Qiu (2002), I generalized the well known Sobel edge detector in image processing, and provided both theoretical and numerical arguments concerning circumstances when such procedures would perform well. In Sun and Qiu (2007), a jump detection procedure based on both first- and second-order derivatives of the regression surface was proposed, which performed better than the popular Canny's edge detector in certain cases. Recently, Hall, Qiu and Rau (2008) proposed a flexible tracking procedure for estimating JLCs using local partial likelihood estimation. For jump-preserving surface estimation, I proposed an indirect method after jumps were first detected and the JLC in a neighborhood of a given point was approximated by a principal component line (Qiu 1998). A number of direct estimation methods without explicitly detecting jumps were proposed rather recently (Qiu 2004, Gijbels, Lambert and Qiu 2006, Qiu 2009, Mukherjee and Qiu 2011).

In summary, my coauthors and I have proposed a sequence of concepts, terminologies, and procedures for jump detection and jump regression curve/surface estimation. Most of them were summarized in the first five chapters of my book Qiu (2005, Wiley).

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