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The classical functional linear regression model (FLM) and its extensions, which are based on the assumption that all individuals are mutually independent, have been well studied and are used by many researchers. This independence…

Computation · Statistics 2018-11-02 Tingting Huang , Gilbert Saporta , Huiwen Wang , Shanshan Wang

The problem of estimating a linear functional based on observational data is canonical in both the causal inference and bandit literatures. We analyze a broad class of two-stage procedures that first estimate the treatment effect function,…

Statistics Theory · Mathematics 2022-09-28 Wenlong Mou , Martin J. Wainwright , Peter L. Bartlett

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

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

We consider the problem of estimating the slope parameter in functional linear instrumental regression, where in the presence of an instrument W, i.e., an exogenous random function, a scalar response Y is modeled in dependence of an…

Statistics Theory · Mathematics 2016-03-16 Jan Johannes

We propose a functional linear model to predict a response using multiple functional and longitudinal predictors and to estimate the effect lags of predictors. The coefficient functions are written as the expansion of a basis system (e.g.…

Methodology · Statistics 2019-07-24 Haiyan Liu , Georgios Aivaliotis , Jeanine Houwing-Duistermaat

The scalar-on-function regression model has become a popular analysis tool to explore the relationship between a scalar response and multiple functional predictors. Most of the existing approaches to estimate this model are based on the…

Methodology · Statistics 2022-03-11 Ufuk Beyaztas , Han Lin Shang

A nonparametric regression setting is considered with a real-valued covariate and responses from a metric space. One may approach this setting via Fr\'echet regression, where the value of the regression function at each point is estimated…

Statistics Theory · Mathematics 2022-05-17 Christof Schötz

Nonlinear regression analysis is a popular and important tool for scientists and engineers. In this article, we introduce theories and methods of nonlinear regression and its statistical inferences using the frequentist and Bayesian…

Methodology · Statistics 2024-02-09 Hsin-Hsiung Huang , Qing He

We study a linear observation model with an unknown permutation called \textit{permuted/shuffled linear regression}, where responses and covariates are mismatched and the permutation forms a discrete, factorial-size parameter. The…

Statistics Theory · Mathematics 2026-01-23 Hirofumi Ota , Masaaki Imaizumi

We study additive function-on-function regression where the mean response at a particular time point depends on the time point itself as well as the entire covariate trajectory. We develop a computationally efficient estimation methodology…

Methodology · Statistics 2016-12-15 Janet S. Kim , Ana-Maria Staicu , Arnab Maity , Raymond J. Carroll , David Ruppert

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

For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…

Statistics Theory · Mathematics 2021-05-18 Arun Kumar Kuchibhotla , Lawrence D. Brown , Andreas Buja , Edward I. George , Linda Zhao

Functional linear regression is an important topic in functional data analysis. It is commonly assumed that samples of the functional predictor are independent realizations of an underlying stochastic process, and are observed over a grid…

Methodology · Statistics 2020-09-15 Cheng Chen , Shaojun Guo , Xinghao Qiao

Semi-functional linear regression models postulate a linear relationship between a scalar response and a functional covariate, and also include a non-parametric component involving a univariate explanatory variable. It is of practical…

Methodology · Statistics 2023-08-08 Graciela Boente , Matias Salibian-Barrera , Pablo Vena

This paper is concerned with inference on the regression function of a high-dimensional linear model when outcomes are missing at random. We propose an estimator which combines a Lasso pilot estimate of the regression function with a bias…

Methodology · Statistics 2024-12-11 Yikun Zhang , Alexander Giessing , Yen-Chi Chen

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

The estimation of regression parameters in spatially referenced data plays a crucial role across various scientific domains. A common approach involves employing an additive regression model to capture the relationship between observations…

Statistics Theory · Mathematics 2024-03-29 David Bolin , Jonas Wallin

A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…

Statistics Theory · Mathematics 2026-03-05 Gianluca Finocchio , Tatyana Krivobokova

Functional variables are often used as predictors in regression problems. A commonly-used parametric approach, called {\it scalar-on-function regression}, uses the $\ltwo$ inner product to map functional predictors into scalar responses.…

Methodology · Statistics 2020-06-02 Kyungmin Ahn , J. Derek Tucker , Wei Wu , Anuj Srivastava
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