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Traditional functional linear regression usually takes a one-dimensional functional predictor as input and estimates the continuous coefficient function. Modern applications often generate two-dimensional covariates, which become matrices…

Methodology · Statistics 2024-11-26 Dan Yang , Jianlong Shao , Haipeng Shen , Hongtu Zhu

A linear multiple regression model in function spaces is formulated, under temporal correlated errors. This formulation involves kernel regressors. A generalized least-squared regression parameter estimator is derived. Its asymptotic…

Statistics Theory · Mathematics 2018-08-07 M. D. Ruiz-Medina , D. Miranda , R. M. Espejo

We present a lower error bound for approximating linear multivariate operators defined over Hilbert spaces in terms of the error bounds for appropriately constructed linear functionals as long as algorithms use function values. Furthermore,…

Numerical Analysis · Mathematics 2015-11-19 Erich Novak , Henryk Wozniakowski

This article studies the problem whether two convex (concave) regression functions modelling the relation between a response and covariate in two samples differ by a shift in the horizontal and/or vertical axis. We consider a nonparametric…

Statistics Theory · Mathematics 2019-08-14 Holger Dette , Subhra Sankar Dhar , Weichi Wu

For functions from the Sobolev space $H^s(\Omega)$, 1/2<s<3/2, definitions of non-unique generalised and unique canonical co-normal derivative are considered, which are related to possible extensions of a partial differential operator and…

Analysis of PDEs · Mathematics 2012-11-22 S. E. Mikhailov

Functional ANOVA offers a principled framework for interpretability by decomposing a model's prediction into main effects and higher-order interactions. For independent features, this decomposition is well-defined, strongly linked with SHAP…

Machine Learning · Statistics 2026-03-04 Baptiste Ferrere , Nicolas Bousquet , Fabrice Gamboa , Jean-Michel Loubes , Joseph Muré

Identification of multinomial choice models is often established by using special covariates that have full support. This paper shows how these identification results can be extended to a large class of multinomial choice models when all…

Econometrics · Economics 2022-03-23 Nail Kashaev

In functional data analysis (FDA), covariance function is fundamental not only as a critical quantity for understanding elementary aspects of functional data but also as an indispensable ingredient for many advanced FDA methods. This paper…

Methodology · Statistics 2017-01-24 Raymond K. W. Wong , Xiaoke Zhang

Identifying structural parameters in linear simultaneous-equation models is a longstanding challenge. Recent work exploits information in higher-order moments of non-Gaussian data. In this literature, the structural errors are typically…

Econometrics · Economics 2025-09-11 Ziyu Jiang

This paper considers convolution equations that arise from problems such as measurement error and non-parametric regression with errors in variables with independence conditions. The equations are examined in spaces of generalized functions…

Statistics Theory · Mathematics 2012-08-21 Victoria Zinde-Walsh

We observe two sequences of curve which are connected via an integral operator. Our model includes linear models as well as autoregressive models in Hilbert spaces. We wish to test the null hypothesis that the operator did not change during…

Statistics Theory · Mathematics 2012-02-07 Lajos Horvath , Ron Reeder

We study notions of absolute continuity for functions defined on $\mathbb{R}^n$similar to the notion of $\alpha$-absolute continuity in the sense of Bongiorno. We confirm a conjecture of Mal\'y that 1-absolutely continuous functions do not…

Functional Analysis · Mathematics 2014-04-02 Michael Dymond , Beata Randrianantoanina , Huaqiang Xu

In this work we consider the problem of estimating function-on-scalar regression models when the functions are observed over multi-dimensional or manifold domains and with potentially multivariate output. We establish the minimax rates of…

Statistics Theory · Mathematics 2019-02-21 Matthew Reimherr , Bharath Sriperumbudur , Hyun Bin Kang

Situations of a functional predictor paired with a scalar response are increasingly encountered in data analysis. Predictors are often appropriately modeled as square integrable smooth random functions. Imposing minimal assumptions on the…

Statistics Theory · Mathematics 2009-09-08 Peter Hall , Hans-Georg Müller , Fang Yao

This paper is devoted to the study of generalized differentiation properties of the infimal convolution. This class of functions covers a large spectrum of nonsmooth functions well known in the literature. The subdifferential formulas…

Optimization and Control · Mathematics 2014-11-04 Nguyen Mau Nam , Dang Van Cuong

The functional ANOVA, or Hoeffding decomposition, provides a principled framework for interpretability by decomposing a model prediction into main effects and higher-order interactions. For independent inputs, this classical decomposition…

Machine Learning · Statistics 2026-05-19 Baptiste Ferrere , Nicolas Bousquet , Fabrice Gamboa , Jean-Michel Loubes

A general formulation of the linear model with functional (random) explanatory variable $X = X(t), t \in T$ , and scalar response Y is proposed. It includes the standard functional linear model, based on the inner product in the space…

Statistics Theory · Mathematics 2020-12-02 José R. Berrendero , Alejandro Cholaquidis , Antonio Cuevas

We investigate the 1D Riemann-Liouville fractional derivative focusing on the connections with fractional Sobolev spaces, the space $BV$ of functions of bounded variation, whose derivatives are not functions but measures and the space…

Optimization and Control · Mathematics 2018-01-26 M. Bergounioux , A. Leaci , G. Nardi , F. Tomarelli

The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…

Statistics Theory · Mathematics 2016-12-22 Tung Pham , Victor Panaretos

We provide algorithms for computing a Lyapunov function for a class of systems where the state trajectories are constrained to evolve within a closed convex set. The dynamical systems that we consider comprise a differential equation which…

Optimization and Control · Mathematics 2020-10-09 Marianne Souaiby , Aneel Tanwani , Didier Henrion
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