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This paper focuses on the analysis of spatially correlated functional data. The between-curve correlation is modeled by correlating functional principal component scores of the functional data. We propose a Spatial Principal Analysis by…

Statistics Theory · Mathematics 2014-11-19 Chong Liu , Surajit Ray , Giles Hooker

We develop a predictive inference procedure that combines conformal prediction (CP) with unconditional quantile regression (QR) -- a commonly used tool in econometrics that involves regressing the recentered influence function (RIF) of the…

Machine Learning · Computer Science 2023-04-05 Ahmed M. Alaa , Zeshan Hussain , David Sontag

Gaussian Process Regression (GPR) is a popular regression method, which unlike most Machine Learning techniques, provides estimates of uncertainty for its predictions. These uncertainty estimates however, are based on the assumption that…

Machine Learning · Computer Science 2024-08-29 Harris Papadopoulos

General predictive models do not provide a measure of confidence in predictions without Bayesian assumptions. A way to circumvent potential restrictions is to use conformal methods for constructing non-parametric confidence regions, that…

Machine Learning · Statistics 2016-09-21 Evgeny Burnaev , Ivan Nazarov

Principal Component Analysis (PCA) is a transform for finding the principal components (PCs) that represent features of random data. PCA also provides a reconstruction of the PCs to the original data. We consider an extension of PCA which…

Methodology · Statistics 2021-11-05 Pablo Soto-Quiros , Anatoli Torokhti

Functional principal component analysis has become the most important dimension reduction technique in functional data analysis. Based on B-spline approximation, functional principal components (FPCs) can be efficiently estimated by the…

Methodology · Statistics 2022-11-10 Shiyuan He , Hanxuan Ye , Kejun He

The paper proposes and optimizes a partial recovery training system, CPR, for recommendation models. CPR relaxes the consistency requirement by enabling non-failed nodes to proceed without loading checkpoints when a node fails during…

Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based…

Methodology · Statistics 2021-12-09 Martin Schlather , Felix Reinbott

Conformal prediction methodologies have significantly advanced the quantification of uncertainties in predictive models. Yet, the construction of confidence regions for model parameters presents a notable challenge, often necessitating…

Machine Learning · Statistics 2024-05-30 Charles Guille-Escuret , Eugene Ndiaye

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

Given a data matrix $\mathbf{A} \in \mathbb{R}^{n \times d}$, principal component projection (PCP) and principal component regression (PCR), i.e. projection and regression restricted to the top-eigenspace of $\mathbf{A}$, are fundamental…

Data Structures and Algorithms · Computer Science 2019-10-16 Yujia Jin , Aaron Sidford

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

A goodness-of-fit test for the Functional Linear Model with Scalar Response (FLMSR) with responses Missing at Random (MAR) is proposed in this paper. The test statistic relies on a marked empirical process indexed by the projected…

We propose a principal components regression method based on maximizing a joint pseudo-likelihood for responses and predictors. Our method uses both responses and predictors to select linear combinations of the predictors relevant for the…

Methodology · Statistics 2021-08-10 Karl Oskar Ekvall

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…

Machine Learning · Computer Science 2024-04-15 Etash Guha , Shlok Natarajan , Thomas Möllenhoff , Mohammad Emtiyaz Khan , Eugene Ndiaye

Happ and Greven (2018) developed a methodology for principal components analysis of multivariate functional data observed on different dimensional domains. Their approach relies on an estimation of univariate functional principal components…

Methodology · Statistics 2025-01-28 Steven Golovkine , Edward Gunning , Andrew J. Simpkin , Norma Bargary

Partial Least Square (PLS) is a dimension reduction method used to remove multicollinearities in a regression model. However contrary to Principal Components Analysis (PCA) the PLS components are also choosen to be optimal for predicting…

Statistics Theory · Mathematics 2014-05-26 Mélanie Blazère , Fabrice Gamboa , Jean-Michel Loubes

This paper is motivated by modeling the cycle-to-cycle variability associated with the resistive switching operation behind memristors. As the data are by nature curves, functional principal component analysis is a suitable candidate to…

Statistics Theory · Mathematics 2024-11-20 C. Acal , A. M. Aguilera , F. J. Alonso , J. E. Ruiz-Castro , J. B. Roldán

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

Optimization and Control · Mathematics 2025-12-02 Ryan Cory-Wright , Jean Pauphilet

Analyzing longitudinal data in health studies is challenging due to sparse and error-prone measurements, strong within-individual correlation, missing data and various trajectory shapes. While mixed-effect models (MM) effectively address…

Methodology · Statistics 2024-07-11 Corentin Ségalas , Catherine Helmer , Robin Genuer , Cécile Proust-Lima