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In this paper we present a nonparametric method for extending functional regression methodology to the situation where more than one functional covariate is used to predict a functional response. Borrowing the idea from Kadri et al.…

Machine Learning · Statistics 2013-01-16 Hachem Kadri , Philippe Preux , Emmanuel Duflos , Stéphane Canu

In this paper we study the asymptotics of linear regression in settings with non-Gaussian covariates where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates…

Machine Learning · Statistics 2024-12-10 Behrad Moniri , Hamed Hassani

In this work, a goodness-of-fit test for the null hypothesis of a functional linear model with scalar response is proposed. The test is based on a generalization to the functional framework of a previous one, designed for the…

Linear regression and classification methods with repeated functional data are considered. For each statistical unit in the sample, a real-valued parameter is observed over time under different conditions related by some neighborhood…

Methodology · Statistics 2024-09-23 Issam-Ali Moindjié , Cristian Preda , Sophie Dabo-Niang

A sizable amount of goodness-of-fit tests involving functional data have appeared in the last decade. We provide a relatively compact revision of most of these contributions, within the independent and identically distributed framework, by…

Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias, which generally is not estimated consistently when using the bootstrap and conventionally smoothed function estimators.…

Statistics Theory · Mathematics 2014-01-30 Peter Hall , Joel Horowitz

The problem of estimating a linear functional based on observational data is canonical in both the causal inference and bandit literatures. We analyze a broad class of two-stage procedures that first estimate the treatment effect function,…

Statistics Theory · Mathematics 2022-09-28 Wenlong Mou , Martin J. Wainwright , Peter L. Bartlett

Assessing goodness of fit to a given distribution plays an important role in computational statistics. The Probability integral transformation (PIT) can be used to convert the question of whether a given sample originates from a reference…

Methodology · Statistics 2022-12-22 Teemu Säilynoja , Paul-Christian Bürkner , Aki Vehtari

This paper focuses on the problem of testing the null hypothesis that the regression functions of several populations are equal under a general nonparametric homoscedastic regression model. It is well known that linear kernel regression…

Methodology · Statistics 2023-09-01 Graciela Boente , Juan Carlos Pardo-Fernández

In this paper, we propose and study construction of confidence bands for shape-constrained regression functions when the predictor is multivariate. In particular, we consider the continuous multidimensional white noise model given by $d…

Statistics Theory · Mathematics 2024-01-24 Ashley , Datta , Somabha Mukherjee , Bodhisattva Sen

The analysis of continuously spatially varying processes usually considers two sources of variation, namely, the large-scale variation collected by the trend of the process, and the small-scale variation. Parametric trend models on latitude…

We propose a robust optimization approach for constructing confidence bands for stochastic processes using a finite number of simulated sample paths. Our approach can be used to quantify uncertainty in realizations of stochastic processes…

Optimization and Control · Mathematics 2025-08-13 Timothy Chan , Jangwon Park , Vahid Sarhangian

We propose nonparametric estimation of divergence measures between continuous distributions. Our approach is based on a plug-in kernel- type estimators of density functions. We give the uniform in bandwidth consistency for the proposal…

Methodology · Statistics 2014-06-24 Papa Ngom , Hamza Dhaker , Pierre Mendy , El Hadji Deme

Non-parametric reconstruction methods, such as Gaussian process (GP) regression, provide a model-independent way of estimating an underlying function and its uncertainty from noisy data. We demonstrate how GP-reconstruction can be used as a…

Cosmology and Nongalactic Astrophysics · Physics 2017-12-25 Amir Aghamousa , Jan Hamann , Arman Shafieloo

This article introduces a non parametric warping model for functional data. When the outcome of an experiment is a sample of curves, data can be seen as realizations of a stochastic process, which takes into account the small variations…

Statistics Theory · Mathematics 2008-12-18 Jean-François Dupuy , Jean-Michel Loubes , Elie Maza

Wearable devices permit the continuous monitoring of biological processes, such as blood glucose metabolism, and behavior, such as sleep quality and physical activity. The continuous monitoring often occurs in epochs of 60 seconds over…

Methodology · Statistics 2024-04-23 Yuanyuan Luan , Roger S. Zoh , Erjia Cui , Xue Lan , Sneha Jadhav , Carmen D. Tekwe

Functional data analysis has attracted considerable interest and is facing new challenges, one of which is the increasingly available data in a streaming manner. In this article we develop an online nonparametric method to dynamically…

Methodology · Statistics 2021-11-05 Ying Yang , Fang Yao

Many standard estimators, when applied to adaptively collected data, fail to be asymptotically normal, thereby complicating the construction of confidence intervals. We address this challenge in a semi-parametric context: estimating the…

Statistics Theory · Mathematics 2025-03-04 Licong Lin , Koulik Khamaru , Martin J. Wainwright

Estimation of response functions is an important task in dynamic medical imaging. This task arises for example in dynamic renal scintigraphy, where impulse response or retention functions are estimated, or in functional magnetic resonance…

Machine Learning · Statistics 2017-06-22 Ondřej Tichý , Václav Šmídl

We develop a unifying framework for Bayesian nonparametric regression to study the rates of contraction with respect to the integrated $L_2$-distance without assuming the regression function space to be uniformly bounded. The framework is…

Statistics Theory · Mathematics 2019-04-30 Fangzheng Xie , Wei Jin , Yanxun Xu