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This work focuses on the issue of variable selection in functional regression. Unlike most work in this framework, our approach does not select isolated points in the definition domain of the predictors, nor does it rely on the expansion of…

Statistics Theory · Mathematics 2018-03-05 Victor Picheny , Rémi Servien , Nathalie Villa-Vialaneix

We propose a novel spike and slab prior specification with scaled beta prime marginals for the importance parameters of regression coefficients to allow for general effect selection within the class of structured additive distributional…

Methodology · Statistics 2020-06-30 Nadja Klein , Manuel Carlan , Thomas Kneib , Stefan Lang , Helga Wagner

We introduce a novel function-on-function linear quantile regression model to characterize the entire conditional distribution of a functional response for a given functional predictor. Tensor cubic $B$-splines expansion is used to…

Methodology · Statistics 2025-04-01 Ufuk Beyaztas , Han Lin Shang , Semanur Saricam

The regression of a functional response on a set of scalar predictors can be a challenging task, especially if there is a large number of predictors, or the relationship between those predictors and the response is nonlinear. In this work,…

Machine Learning · Statistics 2023-08-24 Sidi Wu , Cédric Beaulac , Jiguo Cao

Considering the context of functional data analysis, we developed and applied a new Bayesian approach via Gibbs sampler to select basis functions for a finite representation of functional data. The proposed methodology uses Bernoulli latent…

Methodology · Statistics 2023-02-13 Pedro Henrique T. O. Sousa , Camila P. E. de Souza , Ronaldo Dias

Recent technological developments have enabled us to collect complex and high-dimensional data in many scientific fields, such as population health, meteorology, econometrics, geology, and psychology. It is common to encounter such datasets…

Methodology · Statistics 2020-03-16 Ufuk Beyaztas , Han Lin Shang

The scalar-on-image regression model examines the association between a scalar response and a bivariate function (e.g., images) through the estimation of a bivariate coefficient function. Existing approaches often impose smoothness…

Methodology · Statistics 2025-09-11 Sijia Liao , Xiaoxiao Sun , Ning Hao , Hao Helen Zhang

Variable selection in the linear regression model takes many apparent faces from both frequentist and Bayesian standpoints. In this paper we introduce a variable selection method referred to as a rescaled spike and slab model. We study the…

Statistics Theory · Mathematics 2007-06-13 Hemant Ishwaran , J. Sunil Rao

In this paper, we study a functional regression setting where the random response curve is unobserved, and only its dichotomized version observed at a sequence of correlated binary data is available. We propose a practical computational…

Methodology · Statistics 2020-12-07 Fatemeh Asgari , Mohammad Hossein Alamatsaz , Valeria Vitelli , Saeed Hayati

Variable selection over a potentially large set of covariates in a linear model is quite popular. In the Bayesian context, common prior choices can lead to a posterior expectation of the regression coefficients that is a sparse (or nearly…

Methodology · Statistics 2025-12-02 Debamita Kundu , Riten Mitra , Jeremy T. Gaskins

We propose Bayesian Univariate-Guided Sparse Regression (BUGS), a novel global-local shrinkage framework that incorporates marginal association information directly into the prior through a continuous modulation of shrinkage. Unlike…

Methodology · Statistics 2026-04-27 Priyam Das

The application of the lasso is espoused in high-dimensional settings where only a small number of the regression coefficients are believed to be nonzero. Moreover, statistical properties of high-dimensional lasso estimators are often…

Methodology · Statistics 2015-01-07 Bala Rajaratnam , Steven Roberts , Doug Sparks , Onkar Dalal

This article develops flexible methodology to study the association between scalar outcomes and functional predictors observed over time, at many instances, in longitudinal studies. We propose a parsimonious modeling framework to study…

Applications · Statistics 2018-01-25 Md Nazmul Islam , Ana-Maria Staicu , Eric van Heugten

Recently, considerable interest has focused on variable selection methods in regression situations where the number of predictors, $p$, is large relative to the number of observations, $n$. Two commonly applied variable selection approaches…

Applications · Statistics 2011-04-19 Peter Radchenko , Gareth M. James

Isotonic regression or monotone function estimation is a problem of estimating function values under monotonicity constraints, which appears naturally in many scientific fields. This paper proposes a new Bayesian method with global-local…

Methodology · Statistics 2024-02-07 Ryo Okano , Yasuyuki Hamura , Kaoru Irie , Shonosuke Sugasawa

We propose a flexible class of models based on scale mixture of uniform distributions to construct shrinkage priors for covariance matrix estimation. This new class of priors enjoys a number of advantages over the traditional scale mixture…

Methodology · Statistics 2011-10-07 Hao Wang , Natesh S. Pillai

Functional data analysis tools, such as function-on-function regression models, have received considerable attention in various scientific fields because of their observed high-dimensional and complex data structures. Several statistical…

Methodology · Statistics 2020-09-22 Ufuk Beyaztas , Han Lin Shang

Functional variables are often used as predictors in regression problems. A commonly-used parametric approach, called {\it scalar-on-function regression}, uses the $\ltwo$ inner product to map functional predictors into scalar responses.…

Methodology · Statistics 2020-06-02 Kyungmin Ahn , J. Derek Tucker , Wei Wu , Anuj Srivastava

Modern approaches to perform Bayesian variable selection rely mostly on the use of shrinkage priors. That said, an ideal shrinkage prior should be adaptive to different signal levels, ensuring that small effects are ruled out, while keeping…

Methodology · Statistics 2024-11-14 Santiago Marin , Bronwyn Loong , Anton H. Westveld

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

Econometrics · Economics 2021-12-23 Dimitris Korobilis , Kenichi Shimizu