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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

Varying-coefficient functional linear models consider the relationship between a response and a predictor, where the response depends not only the predictor but also an exogenous variable. It then accounts for the relation of the predictors…

Methodology · Statistics 2022-03-22 Hidetoshi Matsui

Aggregation of large databases in a specific format is a frequently used process to make the data easily manageable. Interval-valued data is one of the data types that is generated by such an aggregation process. Using traditional methods…

Methodology · Statistics 2020-01-09 Ufuk Beyaztas , Han Lin Shang , Abdel-Salam G. Abdel-Salam

We place ourselves in a functional regression setting and propose a novel methodology for regressing a real output on vector-valued functional covariates. This methodology is based on the notion of signature, which is a representation of a…

Methodology · Statistics 2022-06-17 Adeline Fermanian

The paper considers functional linear regression, where scalar responses $Y_1,\ldots,Y_n$ are modeled in dependence of i.i.d. random functions $X_1,\ldots,X_n$. We study a generalization of the classical functional linear regression model.…

Statistics Theory · Mathematics 2016-01-13 Alois Kneip , Dominik Poß , Pascal Sarda

We introduce a new model of linear regression for random functional inputs taking into account the first order derivative of the data. We propose an estimation method which comes down to solving a special linear inverse problem. Our…

Statistics Theory · Mathematics 2016-08-16 André Mas , Besnik Pumo

When predicting scalar responses in the situation where the explanatory variables are functions, it is sometimes the case that some functional variables are related to responses linearly while other variables have more complicated…

Methodology · Statistics 2012-11-29 Heng Lian

This paper studies a regression model where both predictor and response variables are random functions. We consider a functional linear model where the conditional mean of the response variable at each time point is given by a linear…

Statistics Theory · Mathematics 2017-03-23 Masaaki Imaizumi , Kengo Kato

The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…

Methodology · Statistics 2025-11-27 Ioannis Kalogridis , Stanislav Nagy

We propose a generalized functional linear regression model for a regression situation where the response variable is a scalar and the predictor is a random function. A linear predictor is obtained by forming the scalar product of the…

Statistics Theory · Mathematics 2007-06-13 Hans-Georg Muller , Ulrich Stadtmuller

We study a non linear regression model with functional data as inputs and scalar response. We propose a pointwise estimate of the regression function that maps a Hilbert space onto the real line by a local linear method. We provide the…

Statistics Theory · Mathematics 2013-02-20 Alain Berlinet , Abdallah Elamine , André Mas

We study the non-parametric estimation of the value ${\theta}(f )$ of a linear functional evaluated at an unknown density function f with support on $R_+$ based on an i.i.d. sample with multiplicative measurement errors. The proposed…

Statistics Theory · Mathematics 2021-12-01 Sergio Brenner Miguel , Fabienne Comte , Jan Johannes

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 functional linear regression model, many methods have been proposed and studied to estimate the slope function while the functional predictor was observed in the entire domain. However, works on functional linear regression models…

Methodology · Statistics 2021-12-21 Yafei Wang , Tingyu Lai , Bei Jiang , Linglong Kong , Zhongzhan Zhang

Functional data analysis is proved to be useful in many scientific applications. The physical process is observed as curves and often there are several curves observed due to multiple subjects, providing the replicates in statistical sense.…

Methodology · Statistics 2018-01-30 Tapabrata Maiti , Abolfazl Safikhani , Ping-Shou Zhong

Optimization problems with an auxiliary latent variable structure in addition to the main model parameters occur frequently in computer vision and machine learning. The additional latent variables make the underlying optimization task…

Machine Learning · Computer Science 2020-03-13 Christopher Zach , Huu Le

Truncated conditional expectation functions are objects of interest in a wide range of economic applications, including income inequality measurement, financial risk management, and impact evaluation. They typically involve truncating the…

Econometrics · Economics 2021-09-14 Tomasz Olma

Observations which are realizations from some continuous process are frequent in sciences, engineering, economics, and other fields. We consider linear models, with possible random effects, where the responses are random functions in a…

Statistics Theory · Mathematics 2016-11-30 Giacomo Aletti , Caterina May , Chiara Tommasi

We consider the problem of constructing a regression model with a functional predictor and a functional response. We extend the functional linear model to the quadratic model, where the quadratic term also takes the interaction between the…

Methodology · Statistics 2020-06-01 Hidetoshi Matsui

We study regression models for the situation where both dependent and independent variables are square-integrable stochastic processes. Questions concerning the definition and existence of the corresponding functional linear regression…

Statistics Theory · Mathematics 2011-02-28 Guozhong He , Hans-Georg Müller , Jane-Ling Wang , Wenjing Yang
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