Related papers: Optimal Function-on-Scalar Regression over Complex…
In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…
Convex regression is the problem of fitting a convex function to a data set consisting of input-output pairs. We present a new approach to this problem called spectrahedral regression, in which we fit a spectrahedral function to the data,…
Spatial functional data arise in many settings, such as particulate matter curves observed at monitoring stations and age population curves at each areal unit. Most existing functional regression models have limited applicability because…
We prove rates of convergence in the statistical sense for kernel-based least squares regression using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is directly related…
We study the functional linear regression model with a scalar response and a Hilbert space-valued predictor, a canonical example of an ill-posed inverse problem. We show that the functional partial least squares (PLS) estimator attains…
We consider multi-agent stochastic optimization problems over reproducing kernel Hilbert spaces (RKHS). In this setting, a network of interconnected agents aims to learn decision functions, i.e., nonlinear statistical models, that are…
Multidimensional function data arise from many fields nowadays. The covariance function plays an important role in the analysis of such increasingly common data. In this paper, we propose a novel nonparametric covariance function estimation…
The minimax theory for estimating linear functionals is extended to the case of a finite union of convex parameter spaces. Upper and lower bounds for the minimax risk can still be described in terms of a modulus of continuity. However in…
Optimal experimental design seeks to determine the most informative allocation of experiments to infer an unknown statistical quantity. In this work, we investigate the optimal design of experiments for {\em estimation of linear functionals…
We propose a framework for computing, optimizing and integrating with respect to a smooth marginal likelihood in statistical models that involve high-dimensional parameters/latent variables and continuous low-dimensional hyperparameters.…
This paper addresses the problem of regression to reconstruct functions, which are observed with superimposed errors at random locations. We address the problem in reproducing kernel Hilbert spaces. It is demonstrated that the estimator,…
The paper considers functional linear regression, where scalar responses $Y_1,...,Y_n$ are modeled in dependence of random functions $X_1,...,X_n$. We propose a smoothing splines estimator for the functional slope parameter based on a…
The function-on-function regression model is fundamental for analyzing relationships between functional covariates and responses. However, most existing function-on-function regression methodologies assume independence between observations,…
Supervised dimensionality reduction has emerged as an important theme in the last decade. Despite the plethora of models and formulations, there is a lack of a simple model which aims to project the set of patterns into a space defined by…
Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…
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…
We consider a distributed learning approach in supervised learning for a large class of spectral regularization methods in an RKHS framework. The data set of size n is partitioned into $m=O(n^\alpha)$ disjoint subsets. On each subset, some…
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…
We establish minimax optimal rates of convergence for nonparametric estimation in functional ANOVA models when data from first-order partial derivatives are available. Our results reveal that partial derivatives can improve convergence…
This short technical report presents some learning theory results on vector-valued reproducing kernel Hilbert space (RKHS) regression, where the input space is allowed to be non-compact and the output space is a (possibly…