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Semiparametric accelerated failure time (AFT) models directly relate the predicted failure times to covariates and are a useful alternative to models that work on the hazard function or the survival function. For case-cohort data, much less…

Computation · Statistics 2022-12-15 Steven Chiou , Sangwook Kang , Jun Yan

Automated Feature Engineering (AFE) refers to automatically generate and select optimal feature sets for downstream tasks, which has achieved great success in real-world applications. Current AFE methods mainly focus on improving the…

Machine Learning · Computer Science 2022-12-27 Kafeng Wang , Pengyang Wang , Chengzhong xu

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 consider a general nonparametric regression model called the compound model. It includes, as special cases, sparse additive regression and nonparametric (or linear) regression with many covariates but possibly a small number of relevant…

Statistics Theory · Mathematics 2013-01-04 Arnak Dalalyan , Yuri Ingster , Alexandre Tsybakov

We study regression using functional predictors in situations where these functions contain both phase and amplitude variability. In other words, the functions are misaligned due to errors in time measurements, and these errors can…

Applications · Statistics 2019-04-26 J. Derek Tucker , John Lewis , Anuj Srivastava

We propose a comprehensive framework for additive regression models for non-Gaussian functional responses, allowing for multiple (partially) nested or crossed functional random effects with flexible correlation structures for, e.g.,…

Methodology · Statistics 2016-05-09 Fabian Scheipl , Jan Gertheiss , Sonja Greven

Compared to nonparametric estimators in the multivariate setting, kernel estimators for functional data models have a larger order of bias. This is problematic for constructing confidence regions or statistical tests since the bias might…

Statistics Theory · Mathematics 2025-11-21 Melanie Birke , Tim Greger

Time series forecasting typically needs to address non-stationary data with evolving trend and seasonal patterns. To address the non-stationarity, reversible instance normalization has been recently proposed to alleviate impacts from the…

Machine Learning · Computer Science 2024-10-01 Weiwei Ye , Songgaojun Deng , Qiaosha Zou , Ning Gui

Nonlinear autoregressive models are very useful for modeling many natural processes, however, the size of the class of these models is large. Functional-coefficient autoregressive models (FCAR) are useful structures for reducing the size of…

Methodology · Statistics 2015-06-01 Qiwei Li

This article considers nonparametric regression models with multivariate covariates and with responses missing at random. We estimate the regression function with a local polynomial smoother. The residual-based empirical distribution…

Methodology · Statistics 2016-10-27 Justin Chown , Ursula U. Müller

Functional data analysis tools, such as function-on-function regression models, have received considerable attention in various scientific fields because of their observed high-dimensional and complex data structures. Several statistical…

Methodology · Statistics 2020-09-22 Ufuk Beyaztas , Han Lin Shang

Increasingly, statisticians are faced with the task of analyzing complex data that are non-Euclidean and specifically do not lie in a vector space. To address the need for statistical methods for such data, we introduce the concept of…

Methodology · Statistics 2017-10-05 Alexander Petersen , Hans-Georg Müller

We offer in this short report the so-called adaptive functional smoothness estimation in the Hilbert space norm sense in the three classical problems of non-parametrical statistic: regression, density and spectral (density) function…

Statistics Theory · Mathematics 2024-09-04 M. R. Formica , E. Ostrovsky , L. Sirota

Functional linear regression is one of the fundamental and well-studied methods in functional data analysis. In this work, we investigate the functional linear regression model within the context of reproducing kernel Hilbert space by…

Statistics Theory · Mathematics 2024-12-12 Naveen Gupta , S. Sivananthan , Bharath K. Sriperumbudur

Nonlinear regression problem is one of the most popular and important statistical tasks. The first methods like least squares estimation go back to Gauss and Legendre. Recent models and developments in statistics and machine learning like…

Statistics Theory · Mathematics 2025-02-20 Vladimir Spokoiny

This paper studies a very flexible model that can be used widely to analyze the relation between a response and multiple covariates. The model is nonparametric, yet renders easy interpretation for the effects of the covariates. The model…

Statistics Theory · Mathematics 2012-10-18 Young K. Lee , Enno Mammen , Byeong U. Park

The spatial random-effects model is flexible in modeling spatial covariance functions, and is computationally efficient for spatial prediction via fixed rank kriging. However, the success of this model depends on an appropriate set of basis…

Methodology · Statistics 2015-04-23 ShengLi Tzeng , Hsin-Cheng Huang

Compositional data arise in many real-life applications and versatile methods for properly analyzing this type of data in the regression context are needed. When parametric assumptions do not hold or are difficult to verify, non-parametric…

Methodology · Statistics 2023-09-07 Michail Tsagris , Abdulaziz Alenazi , Connie Stewart

Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

Methodology · Statistics 2024-08-20 Xiaowu Dai

We forecast a single time series using a high-dimensional set of predictors. When these predictors share common underlying dynamics, an approximate latent factor model provides a powerful characterization of their co-movements Bai(2003).…

Econometrics · Economics 2025-12-11 Rajveer Jat , Daanish Padha