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This paper focuses on a semiparametric regression model in which the response variable is explained by the sum of two components. One of them is parametric (linear), the corresponding explanatory variable is measured with additive error and…

Methodology · Statistics 2024-11-20 Silvia Novo , Germán Aneiros , Philippe Vieu

Feature learning in neural networks is crucial for their expressive power and inductive biases, motivating various theoretical approaches. Some approaches describe network behavior after training through a change in kernel scale from…

Disordered Systems and Neural Networks · Physics 2025-05-29 Noa Rubin , Kirsten Fischer , Javed Lindner , David Dahmen , Inbar Seroussi , Zohar Ringel , Michael Krämer , Moritz Helias

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Statistics Theory · Mathematics 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

Predicting the value of a function $f$ at a new point given its values at old points is an ubiquitous scientific endeavor, somewhat less developed when $f$ produces multiple values that depend on one another, e.g. when it outputs…

Optimization and Control · Mathematics 2024-12-16 Simon Foucart

Multivariate functional data can be intrinsically multivariate like movement trajectories in 2D or complementary like precipitation, temperature, and wind speeds over time at a given weather station. We propose a multivariate functional…

Methodology · Statistics 2021-10-06 Alexander Volkmann , Almond Stöcker , Fabian Scheipl , Sonja Greven

We propose statistical inferential procedures for panel data models with interactive fixed effects in a kernel ridge regression framework.Compared with traditional sieve methods, our method is automatic in the sense that it does not require…

Statistics Theory · Mathematics 2017-03-10 Shunan Zhao , Ruiqi Liu , Zuofeng Shang

We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of…

Methodology · Statistics 2017-03-09 Jing Lei , Max G'Sell , Alessandro Rinaldo , Ryan J. Tibshirani , Larry Wasserman

Robust estimation approaches are of fundamental importance for statistical modelling. To reduce susceptibility to outliers, we propose a robust estimation procedure with t-process under functional ANOVA model. Besides common mean structure…

Methodology · Statistics 2018-12-19 Chen Zhang , Zimu Chen , Zhanfeng Wang , Yaohua Wu

In many modern applications, a dependent functional response is observed for each subject over repeated time, leading to longitudinal functional data. In this paper, we propose a novel statistical procedure to test whether the mean function…

Methodology · Statistics 2024-01-17 Salil Koner , So Young Park , Ana-Maria Staicu

We propose a new variable selection procedure for a functional linear model with multiple scalar responses and multiple functional predictors. This method is based on basis expansions of the involved functional predictors and coefficients…

Statistics Theory · Mathematics 2023-11-03 Alban Mina Mbina , Guy Martial Nkiet

We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a…

Methodology · Statistics 2025-03-13 Zhuowei Sun , Hongyuan Cao

The paper describes an application of Aggregating Algorithm to the problem of regression. It generalizes earlier results concerned with plain linear regression to kernel techniques and presents an on-line algorithm which performs nearly as…

Machine Learning · Computer Science 2012-07-19 Alex Gammerman , Yuri Kalnishkan , Vladimir Vovk

We consider a flexible semiparametric quantile regression model for analyzing high dimensional heterogeneous data. This model has several appealing features: (1) By considering different conditional quantiles, we may obtain a more complete…

Statistics Theory · Mathematics 2016-01-25 Ben Sherwood , Lan Wang

Contamination of covariates by measurement error is a classical problem in multivariate regression, where it is well known that failing to account for this contamination can result in substantial bias in the parameter estimators. The nature…

Methodology · Statistics 2017-12-13 Anirvan Chakraborty , Victor M. Panaretos

Motivated by spectral analysis of replicated brain signal time series, we propose a functional mixed effects approach to model replicate-specific spectral densities as random curves varying about a deterministic population-mean spectrum. In…

Methodology · Statistics 2016-09-14 Joris Chau , Rainer von Sachs

We propose a method for feature selection that employs kernel-based measures of independence to find a subset of covariates that is maximally predictive of the response. Building on past work in kernel dimension reduction, we show how to…

Machine Learning · Statistics 2018-10-23 Jianbo Chen , Mitchell Stern , Martin J. Wainwright , Michael I. Jordan

Functional regression analysis is an established tool for many contemporary scientific applications. Regression problems involving large and complex data sets are ubiquitous, and feature selection is crucial for avoiding overfitting and…

Methodology · Statistics 2024-10-18 Tobia Boschi , Lorenzo Testa , Francesca Chiaromonte , Matthew Reimherr

A new single-index model that reflects the time-dynamic effects of the single index is proposed for longitudinal and functional response data, possibly measured with errors, for both longitudinal and time-invariant covariates. With…

Statistics Theory · Mathematics 2011-03-10 Ci-Ren Jiang , Jane-Ling Wang

We consider regression models with parametric (linear or nonlinear) regression function and allow responses to be ``missing at random.'' We assume that the errors have mean zero and are independent of the covariates. In order to estimate…

Statistics Theory · Mathematics 2009-08-24 Ursula U. Müller

Classical multivariate principal component analysis has been extended to functional data and termed functional principal component analysis (FPCA). Most existing FPCA approaches do not accommodate covariate information, and it is the goal…

Statistics Theory · Mathematics 2010-03-02 Ci-Ren Jiang , Jane-Ling Wang