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Functional ANOVA provides a nonparametric modeling framework for multivariate covariates, enabling flexible estimation and interpretation of effect functions such as main effects and interaction effects. However, effect-wise inference in…

Methodology · Statistics 2026-02-04 Youngjin Cho , Meimei Liu

We report on the status of GNA --- a new framework for fitting large-scale physical models. GNA utilizes the data flow concept within which a model is represented by a directed acyclic graph. Each node is an operation on an array (matrix…

Mathematical Software · Computer Science 2019-10-02 Anna Fatkina , Maxim Gonchar , Anastasia Kalitkina , Liudmila Kolupaeva , Dmitry Naumov , Dmitry Selivanov , Konstantin Treskov

In this research monograph, we deal with a very general asymptotic representation for statistics named GRI expressed in the functional empirical process, both one-dimensional and multidimensional, and another call residual empirical…

Economic data are often generated by stochastic processes that take place in continuous time, though observations may occur only at discrete times. For example, electricity and gas consumption take place in continuous time. Data generated…

Econometrics · Economics 2021-06-15 Federico A. Bugni , Joel L. Horowitz

Functional principal components (FPC's) provide the most important and most extensively used tool for dimension reduction and inference for functional data. The selection of the number, d, of the FPC's to be used in a specific procedure has…

Statistics Theory · Mathematics 2013-02-26 Stefan Fremdt , Lajos Horváth , Piotr Kokoszka , Josef G. Steinebach

Pini and Vantini (2017) introduced the interval-wise testing procedure which performs local inference for functional data defined on an interval domain, where the output is an adjusted p-value function that controls for type I errors. We…

Methodology · Statistics 2023-06-14 Niels Lundtorp Olsen , Alessia Pini , Simone Vantini

We discuss a new approach to functional interpretations based on uniform quantification and relativization. The uniform quantification in the background permits a more penetrating analysis of principles related to collection and…

Logic · Mathematics 2025-09-08 Fernando Ferreira , Paulo Oliva

With the ubiquity of sensors in the IoT era, statistical observations are becoming increasingly available in the form of massive (multivariate) time-series. Formulated as unsupervised anomaly detection tasks, an abundance of applications…

Machine Learning · Statistics 2020-02-14 Guillaume Staerman , Pavlo Mozharovskyi , Stephan Clémençon

Aggregation of large databases in a specific format is a frequently used process to make the data easily manageable. Interval-valued data is one of the data types that is generated by such an aggregation process. Using traditional methods…

Methodology · Statistics 2020-01-09 Ufuk Beyaztas , Han Lin Shang , Abdel-Salam G. Abdel-Salam

SHAP is a popular method for measuring variable importance in machine learning models. In this paper, we study the algorithm used to estimate SHAP scores and outline its connection to the functional ANOVA decomposition. We use this…

Methodology · Statistics 2022-11-14 Andrew Herren , P. Richard Hahn

We consider the problem of comparing several samples of stochastic processes with respect to their second-order structure, and describing the main modes of variation in this second order structure, if present. These tasks can be seen as an…

Methodology · Statistics 2022-12-12 Valentina Masarotto , Victor M. Panaretos , Yoav Zemel

Nonparametric tests for functional data are a challenging class of tests to work with because of the potentially high dimensional nature of the data. One of the main challenges for considering rank-based tests, like the Mann-Whitney or…

Methodology · Statistics 2024-07-12 Mark J. Meyer

Interpretability for machine learning models is becoming more and more important as machine learning models become more complex. The functional ANOVA model, which decomposes a high-dimensional function into a sum of lower dimensional…

Machine Learning · Statistics 2025-08-01 Seokhun Park , Insung Kong , Yongchan Choi , Chanmoo Park , Yongdai Kim

The series of papers is devoted to the study of convergence for pairs of surfaces and smooth functions thereon. We model such pairs with varifolds and multiple-valued functions to capture their limits. In the present paper, we study Young…

Functional Analysis · Mathematics 2026-02-11 Hsin-Chuang Chou

We present new results concerning the approximation of the total variation, $\int_{\Omega} |\nabla u|$, of a function $u$ by non-local, non-convex functionals of the form $$ \Lambda_\delta u = \int_{\Omega} \int_{\Omega} \frac{\delta…

Optimization and Control · Mathematics 2016-08-30 Haim Brezis , Hoai-Minh Nguyen

Data with multiple functional recordings at each observational unit are increasingly common in various fields including medical imaging and environmental sciences. To conduct inference for such observations, we develop a paired two-sample…

Methodology · Statistics 2025-06-16 Colin Decker , Dehan Kong , Stanislav Volgushev

We develop methodology for the estimation of the functional mean and the functional principal components when the functions form a spatial process. The data consist of curves $X(\mathbf{s}_k;t),t\in[0,T],$ observed at spatial locations…

Applications · Statistics 2012-06-29 Oleksandr Gromenko , Piotr Kokoszka , Lie Zhu , Jan Sojka

A functional data depth provides a center-outward ordering criterion which allows the definition of measures such as median, trimmed means, central regions or ranks in a functional framework. A functional data depth can be global or local.…

Methodology · Statistics 2018-07-06 Carlo Sguera , Rosa E. Lillo

Global sensitivity analysis is the main quantitative technique for identifying the most influential input variables in a numerical simulation model. In particular when the inputs are independent, Sobol' sensitivity indices attribute a…

Statistics Theory · Mathematics 2021-01-15 Sébastien da Veiga

We propose a new method for the construction and visualization of boxplot-type displays for functional data. We use a recent functional data analysis framework, based on a representation of functions called square-root slope functions, to…

Applications · Statistics 2017-02-07 Weiyi Xie , Sebastian Kurtek , Karthik Bharath , Ying Sun
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