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In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…

Statistics Theory · Mathematics 2021-11-01 Keli Guo , Jun Fan , Lixing Zhu

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

The problem of nonparametric functional data classification and bandwidth selection is considered when the response variable, also called the class label, might be missing but not at random (MNAR). This setup is broadly acknowledged to be…

Methodology · Statistics 2025-09-12 Majid Mojirsheibani

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

We consider nonparametric estimation of the mean and covariance functions for functional/longitudinal data. Strong uniform convergence rates are developed for estimators that are local-linear smoothers. Our results are obtained in a unified…

Statistics Theory · Mathematics 2012-11-12 Yehua Li , Tailen Hsing

We consider the problem of estimating the value of a linear functional in nonparametric instrumental regression, where in the presence of an instrument W a response Y is modeled in dependence of an endogenous explanatory variable Z. The…

Statistics Theory · Mathematics 2009-02-13 Christoph Breunig , Jan Johannes

A central topic in functional data analysis is how to design an optimaldecision rule, based on training samples, to classify a data function. We exploit the optimal classification problem when data functions are Gaussian processes. Sharp…

Methodology · Statistics 2021-09-14 Shuoyang Wang , Zuofeng Shang , Guanqun Cao , Jun Liu

We consider nonparametric functional regression when both predictors and responses are functions. More specifically, we let $(X_1,Y_1),...,(X_n,Y_n)$ be random elements in $\mathcal{F}\times\mathcal{H}$ where $\mathcal{F}$ is a semi-metric…

Statistics Theory · Mathematics 2011-11-29 Heng Lian

Functional data that are nonnegative and have a constrained integral can be considered as samples of one-dimensional density functions. Such data are ubiquitous. Due to the inherent constraints, densities do not live in a vector space and,…

Statistics Theory · Mathematics 2016-01-13 Alexander Petersen , Hans-Georg Müller

Previous analysis of regularized functional linear regression in a reproducing kernel Hilbert space (RKHS) typically requires the target function to be contained in this kernel space. This paper studies the convergence performance of…

Machine Learning · Statistics 2024-02-20 Jiading Liu , Lei Shi

The data functions that are studied in the course of functional data analysis are assembled from discrete data, and the level of smoothing that is used is generally that which is appropriate for accurate approximation of the conceptually…

Statistics Theory · Mathematics 2013-12-19 Raymond J. Carroll , Aurore Delaigle , Peter Hall

Penalties that induce smoothness are common in nonparametric regression. In many settings, the amount of smoothness in the data generating function will not be known. Simon and Shojaie (2021) derived convergence rates for nonparametric…

Statistics Theory · Mathematics 2023-08-04 Marlena S. Bannick , Noah Simon

In this paper, in a multivariate setting we derive near optimal rates of convergence in the minimax sense for estimating partial derivatives of the mean function for functional data observed under a fixed synchronous design over H\"older…

Statistics Theory · Mathematics 2025-08-25 Max Berger , Hajo Holzmann

We study optimal procedures for estimating a linear functional based on observational data. In many problems of this kind, a widely used assumption is strict overlap, i.e., uniform boundedness of the importance ratio, which measures how…

Statistics Theory · Mathematics 2023-01-18 Wenlong Mou , Peng Ding , Martin J. Wainwright , Peter L. Bartlett

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

Statistics Theory · Mathematics 2025-08-04 Jelena Bradic , Victor Chernozhukov , Whitney K. Newey , Yinchu Zhu

In this paper, we consider a functional linear regression model, where both the covariate and the response variable are functional random variables. We address the problem of optimal nonparametric estimation of the conditional expectation…

Statistics Theory · Mathematics 2022-03-02 Gaëlle Chagny , Anouar Meynaoui , Angelina Roche

Suppose that $n$ statistical units are observed, each following the model $Y(x_j)=m(x_j)+ \epsilon(x_j),\, j=1,...,N,$ where $m$ is a regression function, $0 \leq x_1 <...<x_N \leq 1$ are observation times spaced according to a sampling…

Statistics Theory · Mathematics 2011-07-21 Karim Benhenni , David Degras

We address the problem of learning an unknown smooth function and its derivatives from noisy pointwise evaluations under the supremum norm. While classical nonparametric regression provides a strong theoretical foundation, traditional…

Machine Learning · Computer Science 2026-03-10 Davide Maran , Marcello Restelli

There has been substantial recent work on methods for estimating the slope function in linear regression for functional data analysis. However, as in the case of more conventional finite-dimensional regression, much of the practical…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Peter Hall

Functional covariates are common in many medical, biodemographic, and neuroimaging studies. The aim of this paper is to study functional Cox models with right-censored data in the presence of both functional and scalar covariates. We study…

Methodology · Statistics 2016-01-28 Simeng Qu , Jane-Ling Wang , Xiao Wang
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