Related papers: Localization processes for functional data analysi…
We consider settings where data are available on a nonparametric function and various partial derivatives. Such circumstances arise in practice, for example in the joint estimation of cost and input functions in economics. We show that when…
We consider the problem of classification of functional data into two groups by linear classifiers based on one-dimensional projections of functions. We reformulate the task to find the best classifier as an optimization problem and solve…
In the context of functional data analysis, probability density functions as non-negative functions are characterized by specific properties of scale invariance and relative scale which enable to represent them with the unit integral…
We develop a functional analytic approach for the study of nonlocal minimal graphs. Through this, we establish existence and uniqueness results, a priori estimates, comparison principles, rearrangement inequalities, and the equivalence of…
One of the basic principles of Approximation Theory is that the quality of approximations increase with the smoothness of the function to be approximated. Functions that are smooth in certain subdomains will have good approximations in…
This paper presents a general notion of Mahalanobis distance for functional data that extends the classical multivariate concept to situations where the observed data are points belonging to curves generated by a stochastic process. More…
In this monograph, we prove an asymptotic approximation for integrals of probability densities over sets in finite dimensional euclidean space, which are far away from the origin (asymptotic sets). We use this approximation to investigate…
We conduct cluster analysis on a class of locally asymptotically self-similar stochastic processes, which includes multifractional Brownian motion as a representative. When the true number of clusters is supposed to be known, a new…
We apply Bayesian statistics to the estimation of correlation functions. We give the probability distributions of auto- and cross-correlations as functions of the data. Our procedure uses the measured data optimally and informs about the…
Upper semicontinuous (usc) functions arise in the analysis of maximization problems, distributionally robust optimization, and function identification, which includes many problems of nonparametric statistics. We establish that every usc…
We propose a local Legendre frame (LLF) method for function approximation from equispaced data on a finite interval. Motivated by the difficulty of stable high-order polynomial approximation at equispaced points, especially in the presence…
A rational approximation by a ratio of polynomial functions is a flexible alternative to polynomial approximation. In particular, rational functions exhibit accurate estimations to nonsmooth and non- Lipschitz functions, where polynomial…
This paper is concerned with inference based on the mean function of a functional time series, which is defined as a collection of curves obtained by splitting a continuous time record, e.g. into daily or annual curves. We develop a normal…
Motivated by extending the functional stochastic calculus, to important functionals to which it does not apply, a notion of functional derivative along a curve is introduced. This new setting is developed by incorporating path-dependent…
This paper considers an estimation of semiparametric functional (varying)-coefficient quantile regression with spatial data. A general robust framework is developed that treats quantile regression for spatial data in a natural…
Modelling a large bundle of curves arises in a broad spectrum of real applications. However, existing literature relies primarily on the critical assumption of independent curve observations. In this paper, we provide a general theory for…
This paper considers non-smooth optimization problems where we seek to minimize the pointwise maximum of a continuously parameterized family of functions. Since the objective function is given as the solution to a maximization problem,…
We develop asymptotic approximations that can be applied to sequential estimation and inference problems, adaptive randomized controlled trials, and related settings. In batched adaptive settings where the decision at one stage can affect…
In some real world applications, such as spectrometry, functional models achieve better predictive performances if they work on the derivatives of order m of their inputs rather than on the original functions. As a consequence, the use of…
A significant problem with most functional data analyses is that of misaligned curves. Without adjustment, even an analysis as simple as estimation of the mean will fail. One common method to synchronize a set of curves involves equating…