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Related papers: Functional Models for Time-Varying Random Objects

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Functional data analysis offers a diverse toolkit of statistical methods tailored for analyzing samples of real-valued random functions. Recently, samples of time-varying random objects, such as time-varying networks, have been increasingly…

Methodology · Statistics 2025-03-10 Jiazhen Xu , Andrew T. A. Wood , Tao Zou

Samples of dynamic or time-varying networks and other random object data such as time-varying probability distributions are increasingly encountered in modern data analysis. Common methods for time-varying data such as functional data…

Methodology · Statistics 2024-07-23 Paromita Dubey , Hans-Georg Müller

In this manuscript we consider random objects being measured in multiple metric spaces, which may arise when those objects may be measured in multiple distinct ways. In this new multivariate setting, we define a Fr\'echet covariance and…

Statistics Theory · Mathematics 2023-06-22 Alex Fout , Bailey K. Fosdick

The discussion focuses on metric covariance, a new association measure between paired random objects in a metric space, developed by Dubey and M\"uller, and on its relationship with other similar concepts which have previously appeared in…

Methodology · Statistics 2020-01-13 Dino Sejdinovic

Multivariate functional data present theoretical and practical complications which are not found in univariate functional data. One of these is a situation where the component functions of multivariate functional data are positive and are…

Methodology · Statistics 2023-03-09 Cody Carroll , Hans-Georg Müller

Fr\'echet mean and variance provide a way of obtaining mean and variance for general metric space valued random variables and can be used for statistical analysis of data objects that lie in abstract spaces devoid of algebraic structure and…

Statistics Theory · Mathematics 2019-10-22 Paromita Dubey , Hans-Georg Müller

Local Fr\'echet regression is a nonparametric regression method for metric space valued responses and Euclidean predictors, which can be utilized to obtain estimates of smooth trajectories taking values in general metric spaces from noisy…

Methodology · Statistics 2021-07-07 Yaqing Chen , Hans-Georg Müller

Analyzing the covariance structure of data is a fundamental task of statistics. While this task is simple for low-dimensional observations, it becomes challenging for more intricate objects, such as multivariate functions. Here, the…

Methodology · Statistics 2023-01-12 Holger Dette , Gauthier Dierickx , Tim Kutta

Advancements in data collection have led to increasingly common repeated observations with complex structures in biomedical studies. Treating these observations as random objects, rather than summarizing features as vectors, avoids feature…

Methodology · Statistics 2025-03-04 Jingru Zhang , Shengjie Zhang , Christopher W Jones , Mathias Basner , Haochang Shou

Estimation of the mean and covariance parameters for functional data is a critical task, with local linear smoothing being a popular choice. In recent years, many scientific domains are producing multivariate functional data for which $p$,…

Statistics Theory · Mathematics 2024-09-24 Alexander Petersen

This paper deals with two-sample tests for functional time series data, which have become widely available in conjunction with the advent of modern complex observation systems. Here, particular interest is in evaluating whether two sets of…

Statistics Theory · Mathematics 2019-09-16 Alexander Aue , Holger Dette , Gregory Rice

Across many scientific disciplines, multiple observations are collected from the same experimental units, and in modern datasets these observations often arise as non-Euclidean random objects. In such settings, the incorporation of random…

Machine Learning · Statistics 2026-05-05 Marcos Matabuena , Mateo Cámara

Datasets consisting of objects such as shapes, networks, images, or signals overlaid on such geometric objects permeate data science. Such datasets are often equipped with metrics that quantify the similarity or divergence between any pair…

Statistics Theory · Mathematics 2025-06-05 Ece Karacam , Washington Mio , Osman Berat Okutan

Spatio-temporal covariances are important for describing the spatio-temporal variability of underlying random processes in geostatistical data. For second-order stationary processes, there exist subclasses of covariance functions that…

Applications · Statistics 2017-05-05 Huang Huang , Ying Sun

Modern-day problems in statistics often face the challenge of exploring and analyzing complex non-Euclidean object data that do not conform to vector space structures or operations. Examples of such data objects include covariance matrices,…

Methodology · Statistics 2021-12-30 Satarupa Bhattacharjee , Hans-Georg Mueller

We propose a novel approximate factor model tailored for analyzing time-dependent curve data. Our model decomposes such data into two distinct components: a low-dimensional predictable factor component and an unpredictable error term. These…

Econometrics · Economics 2025-02-26 Sven Otto , Nazarii Salish

Functional Principal Component Analysis (FPCA) has become a widely-used dimension reduction tool for functional data analysis. When additional covariates are available, existing FPCA models integrate them either in the mean function or in…

Methodology · Statistics 2022-04-13 Ci-Ren Jiang , Eardi Lila , John AD Aston , Jane-Ling Wang

Many scientific and economic applications involve the statistical learning of high-dimensional functional time series, where the number of functional variables is comparable to, or even greater than, the number of serially dependent…

Statistics Theory · Mathematics 2024-04-03 Jinyuan Chang , Cheng Chen , Xinghao Qiao , Qiwei Yao

In many longitudinal settings, time-varying covariates may not be measured at the same time as responses and are often prone to measurement error. Naive last-observation-carried-forward methods incur estimation biases, and existing…

Methodology · Statistics 2023-03-10 Xinyue Chang , Yehua Li , Yi Li

We propose a new autocorrelation measure for functional time series that we term spherical autocorrelation. It is based on measuring the average angle between lagged pairs of series after having been projected onto the unit sphere. This new…

Methodology · Statistics 2022-07-14 Chi-Kuang Yeh , Gregory Rice , Joel A. Dubin
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