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In this paper we propose a computationally efficient algorithm for on-line variable selection in multivariate regression problems involving high dimensional data streams. The algorithm recursively extracts all the latent factors of a…

Machine Learning · Statistics 2009-02-10 Brian McWilliams , Giovanni Montana

In the paper we consider the problem of multivariate function approximation in polynomial basis. In order to solve this problem, we adjust the least squares method (LSM) by adding information about derivatives of the function. This…

Numerical Analysis · Mathematics 2018-02-06 Gleb Ryzhakov , Ivan Oseledets

We suggest a new method, called Functional Additive Regression, or FAR, for efficiently performing high-dimensional functional regression. FAR extends the usual linear regression model involving a functional predictor, $X(t)$, and a scalar…

Statistics Theory · Mathematics 2015-10-15 Yingying Fan , Gareth M. James , Peter Radchenko

Many biomedical studies have identified important imaging biomarkers that are associated with both repeated clinical measures and a survival outcome. The functional joint model (FJM) framework, proposed in Li and Luo (2017), investigates…

Methodology · Statistics 2021-09-24 Yue Wang , Joseph Ibrahim , Hongtu Zhu

We study regression using functional predictors in situations where these functions contain both phase and amplitude variability. In other words, the functions are misaligned due to errors in time measurements, and these errors can…

Applications · Statistics 2019-04-26 J. Derek Tucker , John Lewis , Anuj Srivastava

With a rapid increase in volume and complexity of data sets, there is a need for methods that can extract useful information, for example the relationship between two data sets measured for the same persons. The Partial Least Squares (PLS)…

Iterative Krylov projection methods have become widely used for solving large-scale linear inverse problems. However, methods based on orthogonality include the computation of inner-products, which become costly when the number of…

Numerical Analysis · Mathematics 2025-02-06 Malena Sabaté Landman , Ariana N. Brown , Julianne Chung , James G. Nagy

The least squares method provides the best-fit curve by minimizing the total squares error. In this work, we provide the modified least squares method based on the fractional orthogonal polynomials that belong to the space $M_{n}^{\lambda}…

Numerical Analysis · Mathematics 2024-05-02 Abhishek Kumar Singh , Mani Mehra , Anatoly A. Alikhanov

Functional principal component regression (PCR) can fail to provide good prediction if the response is highly correlated with some excluded functional principal component(s). This situation is common since the construction of functional…

Methodology · Statistics 2026-01-27 Zhiyang Zhou

We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine dimension reduction and thresholding. The introduction of a threshold rule…

Methodology · Statistics 2009-12-19 Herve Cardot , Jan Johannes

We consider the task of low-multilinear-rank functional regression, i.e., learning a low-rank parametric representation of functions from scattered real-valued data. Our first contribution is the development and analysis of an efficient…

Computation · Statistics 2018-09-26 Alex A. Gorodetsky , John D. Jakeman

While dealing with matching shapes to their parts, we often apply a tool known as functional maps. The idea is to translate the shape matching problem into "convenient" spaces by which matching is performed algebraically by solving a least…

Computer Vision and Pattern Recognition · Computer Science 2024-10-31 Amit Bracha , Thomas Dagès , Ron Kimmel

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Methodology · Statistics 2024-01-29 Silvia Novo , Philippe Vieu , Germán Aneiros

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

Three methods of least squares are examined for fitting a line to points in the plane. Two well known methods are to minimize sums of squares of vertical or horizontal distances to the line. Less known is to minimize sums of squares of…

Classical Analysis and ODEs · Mathematics 2020-11-11 Erik Talvila

In this paper we present a nonparametric method for extending functional regression methodology to the situation where more than one functional covariate is used to predict a functional response. Borrowing the idea from Kadri et al.…

Machine Learning · Statistics 2013-01-16 Hachem Kadri , Philippe Preux , Emmanuel Duflos , Stéphane Canu

The procedure of Least Square-Errors curve fitting is extensively used in many computer applications for fitting a polynomial curve of a given degree to approximate a set of data. Although various methodologies exist to carry out curve…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-12-29 Poorna Banerjee Dasgupta

In machine learning it is common to interpret each data point as a vector in Euclidean space. However the data may actually be functional i.e.\ each data point is a function of some variable such as time and the function is discretely…

Computer Vision and Pattern Recognition · Computer Science 2016-01-07 Stephen Tierney , Junbin Gao , Yi Guo , Zhengwu Zhang

Partial Least-Squares (PLS) Regression is a widely used tool in chemometrics for performing multivariate regression. PLS is a bi-linear method that has a limited capacity of modelling non-linear relations between the predictor variables and…

Motivated by renal imaging studies that combine renogram curves with pharmacokinetic and demographic covariates, we propose Hybrid partial least squares (Hybrid PLS) for simultaneous supervised dimension reduction and regression in the…

Methodology · Statistics 2026-01-26 Jongmin Mun , Jeong Hoon Jang
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