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Classical functional linear regression models the relationship between a scalar response and a functional covariate, where the coefficient function is assumed to be identical for all subjects. In this paper, the classical model is extended…

Methodology · Statistics 2022-11-29 Yifan Sun , Ziyi Liu , Wu Wang

The general linear model is a universally accepted method to conduct and test multiple linear regression models. Using this model one has the ability to simultaneously regress covariates among different groups of data. Moreover, there are…

Methodology · Statistics 2024-10-15 Gavin T. Kress

As with classic statistics, functional regression models are invaluable in the analysis of functional data. While there are now extensive tools with accompanying theory available for linear models, there is still a great deal of work to be…

Statistics Theory · Mathematics 2018-06-25 Matthew Reimherr , Bharath Sriperumbudur , Bahaeddine Taoufik

Multiple linear regression is a basic statistical tool, yielding a prediction formula with the input variables, slopes, and an intercept. But is it really easy to see which terms have the largest effect, or to explain why the prediction of…

Methodology · Statistics 2025-07-23 Peter J. Rousseeuw

There are many uses for linear fitting; the context here is interpolation and denoising of data, as when you have calibration data and you want to fit a smooth, flexible function to those data. Or you want to fit a flexible function to…

Data Analysis, Statistics and Probability · Physics 2021-09-22 David W. Hogg , Soledad Villar

Functional linear regression is an important topic in functional data analysis. It is commonly assumed that samples of the functional predictor are independent realizations of an underlying stochastic process, and are observed over a grid…

Methodology · Statistics 2020-09-15 Cheng Chen , Shaojun Guo , Xinghao Qiao

We present a linear functional calculus with both the safety guarantees expressible with linear types and the rich language of combinators and composition provided by functional programming. Unlike previous combinations of linear typing and…

Programming Languages · Computer Science 2017-03-17 J. Garrett Morris

We introduce inferential methods for prediction based on functional random effects in generalized functional mixed effects models. This is similar to the inference for random effects in generalized linear mixed effects models (GLMMs), but…

Methodology · Statistics 2025-01-15 Xinkai Zhou , Erjia Cui , Joseph Sartini , Ciprian Crainiceanu

We consider the error distribution in functional linear models with scalar response and functional covariate. Different asymptotic expansions of the empirical distribution function and the empirical characteristic function based on…

Methodology · Statistics 2025-12-01 Natalie Neumeyer , Leonie Selk

We propose in this work to derive a CLT in the functional linear regression model to get confidence sets for prediction based on functional linear regression. The main difficulty is due to the fact that estimation of the functional…

Statistics Theory · Mathematics 2016-08-16 Hervé Cardot , André Mas , Pascal Sarda

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

In supervised learning, the output variable to be predicted is often represented as a function, such as a spectrum or probability distribution. Despite its importance, functional output regression remains relatively unexplored. In this…

Machine Learning · Statistics 2025-03-19 Minoru Kusaba , Megumi Iwayama , Ryo Yoshida

Functional linear regression is one of the fundamental and well-studied methods in functional data analysis. In this work, we investigate the functional linear regression model within the context of reproducing kernel Hilbert space by…

Statistics Theory · Mathematics 2024-12-12 Naveen Gupta , S. Sivananthan , Bharath K. Sriperumbudur

This paper considers linear rational expectations models in the frequency domain. The paper characterizes existence and uniqueness of solutions to particular as well as generic systems. The set of all solutions to a given system is shown to…

Econometrics · Economics 2024-11-20 Majid M. Al-Sadoon

This paper reviews the functional aspects of statistical learning theory. The main point under consideration is the nature of the hypothesis set when no prior information is available but data. Within this framework we first discuss about…

Machine Learning · Statistics 2016-11-25 Stephane Canu , Xavier Mary , Alain Rakotomamonjy

In functional data analysis, functional linear regression has attracted significant attention recently. Herein, we consider the case where both the response and covariates are functions. There are two available approaches for addressing…

Methodology · Statistics 2021-09-28 Mauro Bernardi , Antonio Canale , Marco Stefanucci

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

We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a…

Econometrics · Economics 2024-01-15 Chenlei Leng , Degui Li , Hanlin Shang , Yingcun Xia

We consider regression models with parametric (linear or nonlinear) regression function and allow responses to be ``missing at random.'' We assume that the errors have mean zero and are independent of the covariates. In order to estimate…

Statistics Theory · Mathematics 2009-08-24 Ursula U. Müller

Functional integrals are defined in terms of locally compact topological groups and their associated Banach-valued Haar integrals. This approach generalizes the functional integral scheme of Cartier and DeWitt-Morette. The definition allows…

Mathematical Physics · Physics 2015-01-08 J. LaChapelle
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