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A multivariate quantile regression model with a factor structure is proposed to study data with many responses of interest. The factor structure is allowed to vary with the quantile levels, which makes our framework more flexible than the…

Methodology · Statistics 2020-01-22 Shih-Kang Chao , Wolfgang Karl Härdle , Ming Yuan

Quantile regression (QR) is now widely used to analyze the effect of covariates on the conditional distribution of a response variable. It provides a more comprehensive picture of the relationship between a response and covariates compared…

Methodology · Statistics 2025-12-16 Wenwu Gao , Dongyi Zheng , Hanbing Zhu

A partial least squares regression is proposed for estimating the function-on-function regression model where a functional response and multiple functional predictors consist of random curves with quadratic and interaction effects. The…

Methodology · Statistics 2020-12-11 Ufuk Beyaztas , Han Lin Shang

Censored quantile regression (CQR) has become a valuable tool to study the heterogeneous association between a possibly censored outcome and a set of covariates, yet computation and statistical inference for CQR have remained a challenge…

Statistics Theory · Mathematics 2022-10-25 Xuming He , Xiaoou Pan , Kean Ming Tan , Wen-Xin Zhou

Partial least squares (PLS) is a dimensionality reduction technique used as an alternative to ordinary least squares (OLS) in situations where the data is colinear or high dimensional. Both PLS and OLS provide mean based estimates, which…

Methodology · Statistics 2021-10-18 Alvaro Mendez Civieta , M. Carmen Aguilera-Morillo , Rosa E. Lillo

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Statistics Theory · Mathematics 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

Quantile regression is an effective technique to quantify uncertainty, fit challenging underlying distributions, and often provide full probabilistic predictions through joint learnings over multiple quantile levels. A common drawback of…

Machine Learning · Computer Science 2022-02-24 Youngsuk Park , Danielle Maddix , François-Xavier Aubet , Kelvin Kan , Jan Gasthaus , Yuyang Wang

Quantile regression is a powerful tool for learning the relationship between a response variable and a multivariate predictor while exploring heterogeneous effects. In this paper, we consider statistical inference for quantile regression…

Statistics Theory · Mathematics 2021-05-19 Xuming He , Xiaoou Pan , Kean Ming Tan , Wen-Xin Zhou

Considering the case where the response variable is a categorical variable and the predictor is a random function, two novel functional sufficient dimensional reduction (FSDR) methods are proposed based on mutual information and square loss…

Machine Learning · Statistics 2024-02-28 Xinyu Li , Jianjun Xu , Wenquan Cui , Haoyang Cheng

Quantile regression is a powerful tool capable of offering a richer view of the data as compared to least-squares regression. Quantile regression is typically performed individually on a few quantiles or a grid of quantiles without…

Methodology · Statistics 2026-03-26 Ta-Hsin Li , Nimrod Megiddo

We consider the functional regression model with multivariate response and functional predictors. Compared to fitting each individual response variable separately, taking advantage of the correlation between the response variables can…

Methodology · Statistics 2026-02-04 Ruiyan Luo , Xin Qi

Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. However, application of QR can become very challenging when dealing with high-dimensional data, making it necessary to use…

Methodology · Statistics 2019-12-11 Eliana Christou

The function-on-function linear regression model in which the response and predictors consist of random curves has become a general framework to investigate the relationship between the functional response and functional predictors.…

Methodology · Statistics 2021-11-03 Ufuk Beyaztas , Han Lin Shang

We address the problem of how to achieve optimal inference in distributed quantile regression without stringent scaling conditions. This is challenging due to the non-smooth nature of the quantile regression (QR) loss function, which…

Methodology · Statistics 2022-08-24 Kean Ming Tan , Heather Battey , Wen-Xin Zhou

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

Function-on-function regression has been a topic of substantial interest due to its broad applicability, where the relation between functional predictor and response is concerned. In this article, we propose a new framework for modeling the…

Methodology · Statistics 2025-06-04 Tongyu Li , Fang Yao

We develop a fully Bayesian framework for function-on-scalars regression with many predictors. The functional data response is modeled nonparametrically using unknown basis functions, which produces a flexible and data-adaptive functional…

Methodology · Statistics 2018-10-25 Daniel R. Kowal , Daniel C. Bourgeois

Wearable devices collect time-varying biobehavioral data, offering opportunities to investigate how behaviors influence health outcomes. However, these data often contain measurement error and excess zeros (due to nonwear, sedentary…

Methodology · Statistics 2026-02-06 Caihong Qin , Lan Xue , Ufuk Beyaztas , Roger S. Zoh , Mark Benden , Jeff Goldsmith , Carmen D. Tekwe

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric…

Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…

Methodology · Statistics 2024-05-16 Raphael Rossellini , Rina Foygel Barber , Rebecca Willett