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We study sparse linear regression over a network of agents, modeled as an undirected graph (with no centralized node). The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic…

Machine Learning · Computer Science 2023-06-23 Yao Ji , Gesualdo Scutari , Ying Sun , Harsha Honnappa

We study functional regression with random subgaussian design and real-valued response. The focus is on the problems in which the regression function can be well approximated by a functional linear model with the slope function being…

Statistics Theory · Mathematics 2014-09-16 Vladimir Koltchinskii , Stanislav Minsker

In this paper we investigate the problem of estimating the regression function in models with correlated observations. The data is obtained from several experimental units each of them forms a time series. We propose a new estimator based…

Statistics Theory · Mathematics 2019-06-13 Djihad Benelmadani , Karim Benhenni , Sana Louhichi

Previous analysis of regularized functional linear regression in a reproducing kernel Hilbert space (RKHS) typically requires the target function to be contained in this kernel space. This paper studies the convergence performance of…

Machine Learning · Statistics 2024-02-20 Jiading Liu , Lei Shi

We consider the problem of constructing a regression model with a functional predictor and a functional response. We extend the functional linear model to the quadratic model, where the quadratic term also takes the interaction between the…

Methodology · Statistics 2020-06-01 Hidetoshi Matsui

We introduce a general framework for the reconstruction of periodic multivariate functions from finitely many and possibly noisy linear measurements. The reconstruction task is formulated as a penalized convex optimization problem, taking…

Optimization and Control · Mathematics 2020-12-02 Julien Fageot , Matthieu Simeoni

We consider the problem of estimating the slope parameter in functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of second order stationary random functions X1,...,Xn. An orthogonal series estimator of…

Statistics Theory · Mathematics 2009-01-28 Jan Johannes

This paper considers the partially functional linear model (PFLM) where all predictive features consist of a functional covariate and a high dimensional scalar vector. Over an infinite dimensional reproducing kernel Hilbert space, the…

Statistics Theory · Mathematics 2021-10-19 Shaogao Lv , Xin He , Junhui Wang

The necessary and sufficient conditions for existence of a generalized representer theorem are presented for learning Hilbert space-valued functions. Representer theorems involving explicit basis functions and Reproducing Kernels are a…

Machine Learning · Computer Science 2018-09-21 Sanket Diwale , Colin Jones

This paper is concerned with functional learning by utilizing two-stage sampled distribution regression. We study a multi-penalty regularization algorithm for distribution regression under the framework of learning theory. The algorithm…

Machine Learning · Computer Science 2023-11-30 Zhan Yu , Daniel W. C. Ho

Penalization procedures often suffer from their dependence on multiplying factors, whose optimal values are either unknown or hard to estimate from the data. We propose a completely data-driven calibration algorithm for this parameter in…

Statistics Theory · Mathematics 2010-07-02 Sylvain Arlot , Pascal Massart

Robust estimation has played an important role in statistical and machine learning. However, its applications to functional linear regression are still under-developed. In this paper, we focus on Huber's loss with a diverging robustness…

Statistics Theory · Mathematics 2024-09-18 Ling Peng , Xiaohui Liu , Heng Lian

We study additive function-on-function regression where the mean response at a particular time point depends on the time point itself as well as the entire covariate trajectory. We develop a computationally efficient estimation methodology…

Methodology · Statistics 2016-12-15 Janet S. Kim , Ana-Maria Staicu , Arnab Maity , Raymond J. Carroll , David Ruppert

In this article, we study the convergence behavior of the regularization-based algorithm for solving the polynomial regression model when both input data and responses are from infinite-dimensional Hilbert spaces. We derive convergence…

Statistics Theory · Mathematics 2025-12-02 Naveen Gupta , Sivananthan Sampath

Under the reproducing kernel Hilbert spaces (RKHS), we consider the penalized least-squares of the partially functional linear models (PFLM), whose predictor contains both functional and traditional multivariate parts, and the multivariate…

Statistics Theory · Mathematics 2022-10-03 Huiming Zhang , Xiaoyu Lei

The scalar-on-function regression model has become a popular analysis tool to explore the relationship between a scalar response and multiple functional predictors. Most of the existing approaches to estimate this model are based on the…

Methodology · Statistics 2022-03-11 Ufuk Beyaztas , Han Lin Shang

We consider the estimation of the slope function in functional linear regression, where scalar responses are modeled in dependence of random functions. Cardot and Johannes [J. Multivariate Anal. 101 (2010) 395-408] have shown that a…

Statistics Theory · Mathematics 2013-02-19 Fabienne Comte , Jan Johannes

In this work we propose a generalized additive functional regression model for partially observed functional data. Our approach accommodates functional predictors of varying dimensions without requiring imputation of missing observations.…

Methodology · Statistics 2025-11-03 Pavel Hernández-Amaro , Maria Durban , M. Carmen Aguilera-Morillo

In this article, we extend predictor envelope models to settings with multivariate outcomes and multiple, functional predictors. We propose a two-step estimation strategy, which first projects the function onto a finite-dimensional…

Methodology · Statistics 2025-05-22 Minxuan Wu , Joseph Antonelli , Zhihua Su

We consider the estimation of the value of a linear functional of the slope parameter in functional linear regression, where scalar responses are modeled in dependence of random functions. The theory in this paper covers in particular…

Statistics Theory · Mathematics 2011-12-19 J. Johannes , R. Schenk