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We consider the problem of estimating the slope parameter in functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of second order stationary random functions X1,...,Xn. An orthogonal series estimator of…

Statistics Theory · Mathematics 2009-01-28 Jan Johannes

Functional regression is very crucial in functional data analysis and a linear relationship between scalar response and functional predictor is often assumed. However, the linear assumption may not hold in practice, which makes the methods…

Methodology · Statistics 2023-01-18 Rou Zhong , Dongxue Wang , Jingxiao Zhang

Nonparametric partitioning-based least squares regression is an important tool in empirical work. Common examples include regressions based on splines, wavelets, and piecewise polynomials. This article discusses the main methodological and…

Computation · Statistics 2020-10-29 Matias D. Cattaneo , Max H. Farrell , Yingjie Feng

This paper proposes distributed estimation procedures for three scalar-on-function regression models: the functional linear model (FLM), the functional non-parametric model (FNPM), and the functional partial linear model (FPLM). The…

Computation · Statistics 2026-01-08 Peilun He , Han Lin Shang , Nan Zou

Least squares estimation, a regression technique based on minimisation of residuals, has been invaluable in bringing the best fit solutions to parameters in science and engineering. However, in dynamic environments such as in Geomatics…

Computational Engineering, Finance, and Science · Computer Science 2018-04-17 C. P. E. Agbachi

In computational practice, most attention is paid to rational approximations of functions and approximations by the sum of exponents. We consider a wide enough class of nonlinear approximations characterized by a set of two required…

Numerical Analysis · Mathematics 2023-01-18 Petr N. Vabishchevich

In this paper, we propose deep partial least squares for the estimation of high-dimensional nonlinear instrumental variable regression. As a precursor to a flexible deep neural network architecture, our methodology uses partial least…

Methodology · Statistics 2023-06-06 Maria Nareklishvili , Nicholas Polson , Vadim Sokolov

Partial Least Square (PLS) is a dimension reduction method used to remove multicollinearities in a regression model. However contrary to Principal Components Analysis (PCA) the PLS components are also choosen to be optimal for predicting…

Statistics Theory · Mathematics 2014-05-26 Mélanie Blazère , Fabrice Gamboa , Jean-Michel Loubes

The least trimmed squares (LTS) estimator is popular in location, regression, machine learning, and AI literature. Despite the empirical version of least trimmed squares (LTS) being repeatedly studied in the literature, the population…

Statistics Theory · Mathematics 2024-10-29 Yijun Zuo

In this paper, we consider a least-squares (LS)-based distributed algorithm build on a sensor network to estimate an unknown parameter vector of a dynamical system, where each sensor in the network has partial information only but is…

Systems and Control · Electrical Eng. & Systems 2022-12-19 Siyu Xie , Yaqi Zhang , Lei Guo

The condition number of a linear function of the indefinite least squares solution is called the partial condition number for the indefinite least squares problem. In this paper, based on a new and very general condition number which can be…

Numerical Analysis · Mathematics 2016-09-05 Hanyu Li , Shaoxin Wang

Partial least squares regression---or PLS---is a multivariate method in which models are estimated using either the SIMPLS or NIPALS algorithm. PLS regression has been extensively used in applied research because of its effectiveness in…

We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…

Statistics Theory · Mathematics 2020-07-20 Matias D. Cattaneo , Max H. Farrell , Yingjie Feng

This is a brief tutorial on the least square estimation technique that is straightforward yet effective for parameter estimation. The tutorial is focused on the linear LSEs instead of nonlinear versions, since most nonlinear LSEs can be…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Qingrui Zhang

Nonlinear dynamic models are widely used for characterizing functional forms of processes that govern complex biological pathway systems. Over the past decade, validation and further development of these models became possible due to data…

Methodology · Statistics 2019-08-13 Itai Dattner , Shota Gugushvili , Harold Ship , Eberhard O. Voit

It has previously been shown that ordinary least squares can be used to estimate the coefficients of the single-index model under only mild conditions. However, the estimator is non-robust leading to poor estimates for some models. In this…

Methodology · Statistics 2022-09-13 Marina Masioti , Joshua Davies , Amanda Shaker , Luke A. Prendergast

The least trimmed squares (LTS) estimator is a renowned robust alternative to the classic least squares estimator and is popular in location, regression, machine learning, and AI literature. Many studies exist on LTS, including its…

Machine Learning · Statistics 2025-01-10 Yijun Zuo

Least squares is by far the simplest and most commonly applied computational method in many fields. In almost all applications, the least squares objective is rarely the true objective. We account for this discrepancy by parametrizing the…

Optimization and Control · Mathematics 2019-04-12 Shane Barratt , Stephen Boyd

Measurement error is an important problem that has not been very well studied in the context of Functional Data Analysis. To the best of our knowledge, there are no existing methods that address the presence of functional measurement errors…

Statistics Theory · Mathematics 2018-09-19 Sneha Jadhav , Shuangge Ma

In the paper we consider the problem of multivariate function approximation in polynomial basis. In order to solve this problem, we adjust the least squares method (LSM) by adding information about derivatives of the function. This…

Numerical Analysis · Mathematics 2018-02-06 Gleb Ryzhakov , Ivan Oseledets