Related papers: A Linear Model for Interval-valued Data
We propose to address the common problem of linear estimation in linear statistical models by using a model selection approach via penalization. Depending then on the framework in which the linear statistical model is considered namely the…
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…
This article proposes a novel estimator for regression coefficients in clustered data that explicitly accounts for within-cluster dependence. We study the asymptotic properties of the proposed estimator under both finite and infinite…
We study estimation and prediction in linear models where the response and the regressor variable both take values in some Hilbert space. Our main objective is to obtain consistency of a principal components based estimator for the…
Regression models are used in a wide range of applications providing a powerful scientific tool for researchers from different fields. Linear, or simple parametric, models are often not sufficient to describe complex relationships between…
This paper develops a new framework, called modular regression, to utilize auxiliary information -- such as variables other than the original features or additional data sets -- in the training process of linear models. At a high level, our…
Machine learning is used more and more often for sensitive applications, sometimes replacing humans in critical decision-making processes. As such, interpretability of these algorithms is a pressing need. One popular algorithm to provide…
Inspired by the complexity of certain real-world datasets, this article introduces a novel flexible linear spline index regression model. The model posits piecewise linear effects of an index on the response, with continuous changes…
We study estimation of a multivariate function $f:{\bf R}^d \to {\bf R}$ when the observations are available from function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are studied.…
Traditionally regression analysis answers questions about the relationships among variables based on the assumption that the observation values of variables are precise numbers. It has long been dominated by least squares techniques, mostly…
In longitudinal study, it is common that response and covariate are not measured at the same time, which complicates the analysis to a large extent. In this paper, we take into account the estimation of generalized varying coefficient model…
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…
We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…
This paper discusses the problem of determining optimal designs for regression models, when the observations are dependent and taken on an interval. A complete solution of this challenging optimal design problem is given for a broad class…
We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…
This paper investigates a partially linear spatial autoregressive panel data model that incorporates fixed effects, constant and time-varying regression coefficients, and a time-varying spatial lag coefficient. A two-stage least squares…
We consider functional linear regression models where functional outcomes are associated with scalar predictors by coefficient functions with shape constraints, such as monotonicity and convexity, that apply to sub-domains of interest. To…
Sparse covariance matrices play crucial roles by encoding the interdependencies between variables in numerous fields such as genetics and neuroscience. Despite substantial studies on sparse covariance matrices, existing methods face several…
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…
Many applications of generalised linear models (GLMs) can be improved by applying constraints that impose assumptions on the associations or improve consistency of the estimators. Yet, there are still barriers to the implementation and…