English
Related papers

Related papers: Identifiability in penalized function-on-function …

200 papers

We propose inferential tools for functional linear quantile regression where the conditional quantile of a scalar response is assumed to be a linear functional of a functional covariate. In contrast to conventional approaches, we employ…

Statistics Theory · Mathematics 2022-02-25 Peijun Sang , Zuofeng Shang , Pang Du

We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…

Statistics Theory · Mathematics 2025-04-09 Moritz Jirak , Alois Kneip , Alexander Meister , Mario Pahl

This paper presents a functional linear Cox regression model with frailty to tackle unobserved heterogeneity in survival data with functional covariates. While traditional Cox models are common, they struggle to incorporate frailty effects…

Methodology · Statistics 2025-01-14 Deniz Inan , Ufuk Beyaztas , Carmen D. Tekwe , Xiwei Chen , Roger S. Zoh

We present estimators for smooth Hilbert-valued parameters, where smoothness is characterized by a pathwise differentiability condition. When the parameter space is a reproducing kernel Hilbert space, we provide a means to obtain efficient,…

Statistics Theory · Mathematics 2023-09-28 Alex Luedtke , Incheoul Chung

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

Learning the unknown causal parameters of a linear structural causal model is a fundamental task in causal analysis. The task, known as the problem of identification, asks to estimate the parameters of the model from a combination of…

Artificial Intelligence · Computer Science 2024-07-18 Julian Dörfler , Benito van der Zander , Markus Bläser , Maciej Liskiewicz

In the last few decades, building regression models for non-scalar variables, including time series, text, image, and video, has attracted increasing interests of researchers from the data analytic community. In this paper, we focus on a…

Machine Learning · Computer Science 2020-12-01 Qiyao Wang , Haiyan Wang , Chetan Gupta , Aniruddha Rajendra Rao , Hamed Khorasgani

We study nonparametric covariance function estimation for functional data observed with noise at discrete locations on a $d$-dimensional domain. Estimating the covariance function from discretely observed data is a challenging nonparametric…

Statistics Theory · Mathematics 2026-03-25 Yoshikazu Terada , Atsutomo Yara

The non-identifiability issue has been frequently reported in social simulation works, where different parameters of an agent-based simulation model yield indistinguishable simulated time series data under certain discrepancy metrics. This…

Computational Finance · Quantitative Finance 2025-06-24 Chenkai Wang , Junji Ren , Peng Yang

We consider spline estimates which preserve prescribed piecewise convex properties of the unknown function. A robust version of the penalized likelihood is given and shown to correspond to a variable halfwidth kernel smoother where the…

Methodology · Statistics 2019-11-19 Kurt S. Riedel

Conformal prediction provides a distribution-free framework for uncertainty quantification. This study explores the application of conformal prediction in scenarios where covariates are missing, which introduces significant challenges for…

Methodology · Statistics 2025-09-09 Jingsen Kong , YIming Liu , Guangren Yang

In nonparametric regression analysis, errors are possibly correlated in practice, and neglecting error correlation can undermine most bandwidth selection methods. When no prior knowledge or parametric form of the correlation structure is…

Methodology · Statistics 2025-04-29 Sisheng Liu , Xiaoli Kong

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

We study hypothesis testing for penalized estimators in settings where the full marginal distribution of a multivariate response is difficult to specify, such as longitudinal data with correlated measurements or high-dimensional…

Methodology · Statistics 2026-04-08 Jing Zhou , Zhe Zhang

Although randomized experiments are widely regarded as the gold standard for estimating causal effects, missing data of the pretreatment covariates makes it challenging to estimate the subgroup causal effects. When the missing data…

Statistics Theory · Mathematics 2014-01-08 Peng Ding , Zhi Geng

A mathematical model is identifiable if its parameters can be recovered from data. Here, we focus on a particular class of model, linear compartmental models, which are used to represent the transfer of substances in a system. We analyze…

Dynamical Systems · Mathematics 2021-06-22 Patrick Chan , Katherine Johnston , Anne Shiu , Aleksandra Sobieska , Clare Spinner

In generalized regression models the effect of continuous covariates is commonly assumed to be linear. This assumption, however, may be too restrictive in applications and may lead to biased effect estimates and decreased predictive…

Methodology · Statistics 2023-11-01 Nikolai Spuck , Matthias Schmid , Moritz Berger

In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…

Statistics Theory · Mathematics 2018-01-04 Andrea Ghiglietti , Francesca Ieva , Anna Maria Paganoni , Giacomo Aletti

Mathematical models are invaluable for understanding and predicting how biological systems behave, although their construction requires specifying mechanisms and relationships that are often not perfectly known. In the presence of multiple…

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