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Wavelets are waveform functions that describe transient and unstable variations, such as noises. In this work, we study the advantages of discrete and continuous wavelet transforms (DWT and CWT) of microlensing data to denoise them and…

Instrumentation and Methods for Astrophysics · Physics 2023-10-06 Sedighe Sajadian , Hossein Fatheddin

A conventional linear model for functional data involves expressing a response variable $Y$ in terms of the explanatory function $X(t)$, via the model: $Y=a+\int_I b(t)X(t)dt+\hbox{error}$, where $a$ is a scalar, $b$ is an unknown function…

Methodology · Statistics 2014-07-01 Peter Hall , Giles Hooker

Functional ANOVA offers a principled framework for interpretability by decomposing a model's prediction into main effects and higher-order interactions. For independent features, this decomposition is well-defined, strongly linked with SHAP…

Machine Learning · Statistics 2026-03-04 Baptiste Ferrere , Nicolas Bousquet , Fabrice Gamboa , Jean-Michel Loubes , Joseph Muré

Covariance estimation is ubiquitous in functional data analysis. Yet, the case of functional observations over multidimensional domains introduces computational and statistical challenges, rendering the standard methods effectively…

Methodology · Statistics 2022-11-02 Soham Sarkar , Victor M. Panaretos

We construct a wavelet and a generalised Fourier basis with respect to some fractal measures given by one-dimensional iterated function systems. In this paper we will not assume that these systems are given by linear contractions…

Functional Analysis · Mathematics 2010-06-30 Jana Bohnstengel , Marc Kesseböhmer

Functional principal component analysis has been shown to be invaluable for revealing variation modes of longitudinal outcomes, which serves as important building blocks for forecasting and model building. Decades of research have advanced…

Methodology · Statistics 2024-10-07 Peijun Sang , Dehan Kong , Shu Yang

In this paper, we propose a covariate-adjusted nonlinear regression model. In this model, both the response and predictors can only be observed after being distorted by some multiplicative factors. Because of nonlinearity, existing methods…

Statistics Theory · Mathematics 2009-08-14 Xia Cui , Wensheng Guo , Lu Lin , Lixing Zhu

Fault detection and diagnosis of electrical motors are of utmost importance in ensuring the safe and reliable operation of several industrial systems. Detection and diagnosis of faults at the incipient stage allows corrective actions to be…

Systems and Control · Electrical Eng. & Systems 2023-11-28 Sriram Anbalagan , Sai Shashank GP , Deepesh Agarwal , Balasubramaniam Natarajan , Babji Srinivasan

This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also supposes that valid instrumental…

Statistics Theory · Mathematics 2015-06-11 Markus Grasmair , Otmar Scherzer , Anne Vanhems

A function-on-function regression model with quadratic and interaction effects of the covariates provides a more flexible model. Despite several attempts to estimate the model's parameters, almost all existing estimation strategies are…

Methodology · Statistics 2024-10-25 Ufuk Beyaztas , Han Lin Shang , Abhijit Mandal

We introduce wavelet-based methodology for estimation of realized variance allowing its measurement in the time-frequency domain. Using smooth wavelets and Maximum Overlap Discrete Wavelet Transform, we allow for the decomposition of the…

Statistical Finance · Quantitative Finance 2015-03-20 Jozef Barunik , Lukas Vacha

Wavelet shrinkage estimators are widely applied in several fields of science for denoising data in wavelet domain by reducing the magnitudes of empirical coefficients. In nonparametric regression problem, most of the shrinkage rules are…

Methodology · Statistics 2021-09-14 Alex Rodrigo dos Santos Sousa , Nancy Lopes Garcia

Wavelet methods are widely used to decompose fMRI, EEG, or MEG signals into time series representing neurophysiological activity in fixed frequency bands. Using these time series, one can estimate frequency-band specific functional…

Neurons and Cognition · Quantitative Biology 2016-09-28 Zitong Zhang , Qawi K. Telesford , Chad Giusti , Kelvin O. Lim , Danielle S. Bassett

Modelling the extremal dependence of bivariate variables is important in a wide variety of practical applications, including environmental planning, catastrophe modelling and hydrology. The majority of these approaches are based on the…

Methodology · Statistics 2024-06-27 C. J. R. Murphy-Barltrop , J. L. Wadsworth , E. F. Eastoe

Scalar-on-function linear models are commonly used to regress functional predictors on a scalar response. However, functional models are more difficult to estimate and interpret than traditional linear models, and may be unnecessarily…

Methodology · Statistics 2019-06-13 Stephanie T. Chen , Luo Xiao , Ana-Maria Staicu

We consider a wavelet thresholding approach to adaptive variance function estimation in heteroscedastic nonparametric regression. A data-driven estimator is constructed by applying wavelet thresholding to the squared first-order differences…

Statistics Theory · Mathematics 2008-10-28 T. Tony Cai , Lie Wang

The methodological contribution in this paper is motivated by biomechanical studies where data characterizing human movement are waveform curves representing joint measures such as flexion angles, velocity, acceleration, and so on. In many…

Methodology · Statistics 2024-02-08 Christian Acal , Ana M. Aguilera

In regression analysis, associations between continuous predictors and the outcome are often assumed to be linear. However, modeling the associations as non-linear can improve model fit. Many flexible modeling techniques, like (fractional)…

In this paper, the inverse problem of reconstructing reflectivity function of a medium is examined within a blind deconvolution framework. The ultrasound pulse is estimated using higher-order statistics, and Wiener filter is used to obtain…

Computer Vision and Pattern Recognition · Computer Science 2012-02-06 Roberto Henry Herrera , Rubén Orozco , Manuel Rodríguez

Graphical models are widely used in diverse application domains to model the conditional dependencies amongst a collection of random variables. In this paper, we consider settings where the graph structure is covariate-dependent, and…

Machine Learning · Statistics 2025-04-24 Jiahe Lin , Yikai Zhang , George Michailidis