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We propose a novel Bayesian methodology for inference in functional linear and logistic regression models based on the theory of reproducing kernel Hilbert spaces (RKHS's). We introduce general models that build upon the RKHS generated by…

Methodology · Statistics 2025-09-09 José R. Berrendero , Antonio Coín , Antonio Cuevas

In the last few decades, building regression models for non-scalar variables, including time series, text, image, and video, has attracted increasing interests of researchers from the data analytic community. In this paper, we focus on a…

Machine Learning · Computer Science 2020-12-01 Qiyao Wang , Haiyan Wang , Chetan Gupta , Aniruddha Rajendra Rao , Hamed Khorasgani

In this paper, we study a functional SAR model in which explanatory variables are sampling points of a continuous-time process. We propose a procedure for the maximum likelihood estimation for the spatial parameter dependence and the…

Statistics Theory · Mathematics 2016-09-14 Wilmer Pineda-Ríos , Ramón Giraldo

This paper deals with a linear model of regression on quantiles when the explanatory variable takes values in some functional space and the response is scalar. We propose a spline estimator of the functional coefficient that minimizes a…

Statistics Theory · Mathematics 2016-08-14 Hervé Cardot , Christophe Crambes , Pascal Sarda

A scalar-response functional model describes the association between a scalar response and a set of functional covariates. An important problem in the functional data literature is to test the nullity or linearity of the effect of the…

Methodology · Statistics 2017-10-17 Merve Yasemin Tekbudak , Marcela Alfaro Córdoba , Arnab Maity , Ana-Maria Staicu

We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…

Statistics Theory · Mathematics 2022-08-24 Daren Wang , Zifeng Zhao , Yi Yu , Rebecca Willett

Given data $y$ and $k$ covariates $x$ the problem is to decide which covariates to include when approximating $y$ by a linear function of the covariates. The decision is based on replacing subsets of the covariates by i.i.d. normal random…

Statistics Theory · Mathematics 2016-05-09 Laurie Davies

Functional linear models are one of the most fundamental tools to assess the relation between two random variables of a functional or scalar nature. This contribution proposes a goodness-of-fit test for the functional linear model with…

In practice functional data are sampled on a discrete set of observation points and often susceptible to noise. We consider in this paper the setting where such data are used as explanatory variables in a regression problem. If the primary…

Methodology · Statistics 2021-12-14 Siegfried Hörmann , Fatima Jammoul

We say that a random vector $X=(X_1,...,X_n)$ in $R^n$ is an $n$-dimensional version of a random variable $Y$ if for any $a\in R^n$ the random variables $\sum a_iX_i$ and $\gamma(a) Y$ are identically distributed, where $\gamma:R^n\to…

Probability · Mathematics 2009-03-10 Alexander Koldobsky

The paper considers linear regression problems where the number of predictor variables is possibly larger than the sample size. The basic motivation of the study is to combine the points of view of model selection and functional regression…

Statistics Theory · Mathematics 2012-02-24 Alois Kneip , Pascal Sarda

We consider the problem of consistently estimating the conditional distribution $P(Y \in A |X)$ of a functional data object $Y=(Y(t): t\in[0,1])$ given covariates $X$ in a general space, assuming that $Y$ and $X$ are related by a functional…

Statistics Theory · Mathematics 2021-05-05 Siegfried Hörmann , Thomas Kuenzer , Gregory Rice

Roughly speaking, functional analysis is the study of vector spaces of arbitrary dimension over the field of real or complex numbers, and the continuous linear mappings between such spaces. Naturally, the notion of continuity requires a…

Functional Analysis · Mathematics 2025-10-09 Christoph Bock

When observations are curves over some natural time interval, the field of functional data analysis comes into play. Functional linear processes account for temporal dependence in the data. The prediction problem for functional linear…

Methodology · Statistics 2023-12-12 Johannes Klepsch , Claudia Klüppelberg

We develop a model-free theory of general types of parametric regression for iid observations. The theory replaces the parameters of parametric models with statistical functionals, to be called "regression functionals'', defined on large…

Statistics Theory · Mathematics 2019-07-09 Andreas Buja , Lawrence Brown , Arun Kumar Kuchibhotla , Richard Berk , Ed George , Linda Zhao

Classical regression analysis relates the expectation of a response variable to a linear combination of explanatory variables. In this article, we propose a covariance regression model that parameterizes the covariance matrix of a…

Methodology · Statistics 2011-03-01 Peter D. Hoff , Xiaoyue Niu

A linear multiple regression model in function spaces is formulated, under temporal correlated errors. This formulation involves kernel regressors. A generalized least-squared regression parameter estimator is derived. Its asymptotic…

Statistics Theory · Mathematics 2018-08-07 M. D. Ruiz-Medina , D. Miranda , R. M. Espejo

We consider the problem of constructing a regression model with a functional predictor and a functional response. We extend the functional linear model to the quadratic model, where the quadratic term also takes the interaction between the…

Methodology · Statistics 2020-06-01 Hidetoshi Matsui

We study a non linear regression model with functional data as inputs and scalar response. We propose a pointwise estimate of the regression function that maps a Hilbert space onto the real line by a local linear method. We provide the…

Statistics Theory · Mathematics 2013-02-20 Alain Berlinet , Abdallah Elamine , André Mas

Concerning bivariate least squares linear regression, the classical approach pursued for functional models in earlier attempts is reviewed using a new formalism in terms of deviation (matrix) traces. Within the framework of classical error…

Instrumentation and Methods for Astrophysics · Physics 2011-03-08 R. Caimmi