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This article introduces trimmed estimators for the mean and covariance function of general functional data. The estimators are based on a new measure of outlyingness or data depth that is well defined on any metric space, although this…

Methodology · Statistics 2012-12-03 Daniel Gervini

Network data are often sampled with auxiliary information or collected through the observation of a complex system over time, leading to multiple network snapshots indexed by a continuous variable. Many methods in statistical network…

Methodology · Statistics 2024-07-16 Peter W. MacDonald , Elizaveta Levina , Ji Zhu

In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful…

Methodology · Statistics 2018-04-23 Marcelo Bourguignon , Manoel Santos-Neto , Mário de Castro

Statistical depth, a commonly used analytic tool in non-parametric statistics, has been extensively studied for multivariate and functional observations over the past few decades. Although various forms of depth were introduced, they are…

Methodology · Statistics 2019-09-30 Weilong Zhao , Zishen Xu , Yun Yang , Wei Wu

The identification of a linear system model from data has wide applications in control theory. The existing work that provides finite sample guarantees for linear system identification typically uses data from a single long system…

Machine Learning · Statistics 2025-05-09 Lei Xin , Baike She , Qi Dou , George Chiu , Shreyas Sundaram

This paper addresses the problem of data-driven model discrimination for unknown switched systems with unknown linear temporal logic (LTL) specifications, representing tasks, that govern their mode sequences, where only sampled data of the…

Artificial Intelligence · Computer Science 2023-06-19 Zeyuan Jin , Nasim Baharisangari , Zhe Xu , Sze Zheng Yong

This paper studies a regression model with functional dependent and explanatory variables, both of which exhibit nonstationary dynamics. The model assumes that the nonstationary stochastic trends of the dependent variable are explained by…

Methodology · Statistics 2025-10-02 Kyungsik Nam , Won-Ki Seo

Our research proposes a novel method for reducing the dimensionality of functional data, specifically for the case where the response is a scalar and the predictor is a random function. Our method utilizes distance covariance, and has…

Statistics Theory · Mathematics 2023-09-26 Xing Yang , Jianjun Xu

Consider a regression or some regression-type model for a certain response variable where the linear predictor includes an ordered factor among the explanatory variables. The inclusion of a factor of this type can take place is a few…

Methodology · Statistics 2023-11-27 Adelchi Azzalini

Parameter inference is essential when interpreting observational data using mathematical models. Standard inference methods for differential equation models typically rely on obtaining repeated numerical solutions of the differential…

Methodology · Statistics 2024-12-16 Alexander Johnston , Ruth E. Baker , Matthew J. Simpson

A new statistical procedure, based on a modified spline basis, is proposed to identify the linear components in the panel data model with fixed effects. Under some mild assumptions, the proposed procedure is shown to consistently estimate…

Econometrics · Economics 2019-11-21 Ruiqi Liu , Ben Boukai , Zuofeng Shang

Functional linear models are one of the most fundamental tools to assess the relation between two random variables of a functional or scalar nature. This contribution proposes a goodness-of-fit test for the functional linear model with…

A function of the empirical characteristic function,exists for the stable distribution, which leads to a linear regression and can be used to estimate the parameters. Two approaches are often used, one to find optimal values of t, but these…

Computation · Statistics 2018-11-06 J. Martin van Zyl

This paper provides inference methods for best linear approximations to functions which are known to lie within a band. It extends the partial identification literature by allowing the upper and lower functions defining the band to be any…

Statistics Theory · Mathematics 2012-12-27 Arun Chandrasekhar , Victor Chernozhukov , Francesca Molinari , Paul Schrimpf

Statistical inference for tensors has emerged as a critical challenge in analyzing high-dimensional data in modern data science. This paper introduces a unified framework for inferring general and low-Tucker-rank linear functionals of…

Statistics Theory · Mathematics 2025-01-28 Ke Xu , Elynn Chen , Yuefeng Han

The statistical analysis of massive and complex data sets will require the development of algorithms that depend on distributed computing and collaborative inference. Inspired by this, we propose a collaborative framework that aims to…

Statistics Theory · Mathematics 2015-07-02 Gérard Biau , Kevin Bleakley , Benoit Cadre

We consider the estimation of the slope function in functional linear regression, where scalar responses are modeled in dependence of random functions. Cardot and Johannes [J. Multivariate Anal. 101 (2010) 395-408] have shown that a…

Statistics Theory · Mathematics 2013-02-19 Fabienne Comte , Jan Johannes

We consider inference for the mean and covariance functions of covariate adjusted functional data using Local Linear Kernel (LLK) estimators. By means of a double asymptotic, we differentiate between sparse and dense covariate adjusted…

Methodology · Statistics 2018-02-28 Dominik Liebl

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Classical functional linear regression models the relationship between a scalar response and a functional covariate, where the coefficient function is assumed to be identical for all subjects. In this paper, the classical model is extended…

Methodology · Statistics 2022-11-29 Yifan Sun , Ziyi Liu , Wu Wang