Related papers: Elastic Functional Principal Component Regression
This paper develops a new framework, called modular regression, to utilize auxiliary information -- such as variables other than the original features or additional data sets -- in the training process of linear models. At a high level, our…
The paper considers linear regression problems where the number of predictor variables is possibly larger than the sample size. The basic motivation of the study is to combine the points of view of model selection and functional regression…
Estimation and inference with modern longitudinal data from wearable devices, which consist of biological signals at high-frequency time points, is burdened by massive computational costs. We propose a distributed estimation and inference…
Functional data analysis almost always involves smoothing discrete observations into curves, because they are never observed in continuous time and rarely without error. Although smoothing parameters affect the subsequent inference,…
We study a non linear regression model with functional data as inputs and scalar response. We propose a pointwise estimate of the regression function that maps a Hilbert space onto the real line by a local linear method. We provide the…
We propose modeling raw functional data as a mixture of a smooth function and a highdimensional factor component. The conventional approach to retrieving the smooth function from the raw data is through various smoothing techniques.…
For multivariate nonparametric regression, functional analysis-of-variance (ANOVA) modeling aims to capture the relationship between a response and covariates by decomposing the unknown function into various components, representing main…
We propose simultaneous mean-variance regression for the linear estimation and approximation of conditional mean functions. In the presence of heteroskedasticity of unknown form, our method accounts for varying dispersion in the regression…
Sparse linear regression is one of the classic problems in the field of statistics, which has deep connections and high intersections with optimization, computation, and machine learning. To address the effective handling of…
We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a…
Isotonic regression provides a flexible, tuning-free approach to estimating monotonic functions without imposing global curvature constraints, yet the estimated regression function is inherently a step function. This paper addresses a key…
In this manuscript, we study quantile regression in partial functional linear model where response is scalar and predictors include both scalars and multiple functions. Wavelet basis are adopted to better approximate functional slopes while…
Concerning bivariate least squares linear regression, the classical approach pursued for functional models in earlier attempts is reviewed using a new formalism in terms of deviation (matrix) traces. Within the framework of classical error…
Functional data analysis is concerned with the analysis of infinite-dimensional data functions. Functional principal component analysis (FPCA) is a key method to obtain finite-dimensional summaries. Consistency of FPCA has been…
Semi-functional linear regression models postulate a linear relationship between a scalar response and a functional covariate, and also include a non-parametric component involving a univariate explanatory variable. It is of practical…
Regression analysis under the assumption of monotonicity is a well-studied statistical problem and has been used in a wide range of applications. However, there remains a lack of a broadly applicable methodology that permits information…
We study principal components regression (PCR) in an asymptotic high-dimensional regression setting, where the number of data points is proportional to the dimension. We derive exact limiting formulas for the estimation and prediction…
The functional linear model is a popular tool to investigate the relationship between a scalar/functional response variable and a scalar/functional covariate. We generalize this model to a functional linear mixed-effects model when repeated…
Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…
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…