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We encounter a bottleneck when we try to borrow the strength of classical classifiers to classify functional data. The major issue is that functional data are intrinsically infinite dimensional, thus classical classifiers cannot be applied…
Nonparametric feature selection in high-dimensional data is an important and challenging problem in statistics and machine learning fields. Most of the existing methods for feature selection focus on parametric or additive models which may…
The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…
We present two innovative functional partial quantile regression algorithms designed to accurately and efficiently estimate the regression coefficient function within the function-on-function linear quantile regression model. Our algorithms…
This paper develops a novel spatial quantile function-on-scalar regression model, which studies the conditional spatial distribution of a high-dimensional functional response given scalar predictors. With the strength of both quantile…
It is more and more frequently the case in applications that the data we observe come from one or more random variables taking values in an infinite dimensional space, e.g. curves. The need to have tools adapted to the nature of these data…
In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…
Function-on-function linear regression is important for understanding the relationship between the response and the predictor that are both functions. In this article, we propose a reproducing kernel Hilbert space approach to…
This article is about estimation and inference methods for high dimensional sparse (HDS) regression models in econometrics. High dimensional sparse models arise in situations where many regressors (or series terms) are available and the…
We consider a sparse high-dimensional varying coefficients model with random effects, a flexible linear model allowing covariates and coefficients to have a functional dependence with time. For each individual, we observe discretely sampled…
Quantile regression is useful for characterizing the conditional distribution of a response variable and understanding heterogeneity in the covariate effects at different quantiles. The rise of high-dimensional physiological data in…
Multi-task learning is frequently used to model a set of related response variables from the same set of features, improving predictive performance and modeling accuracy relative to methods that handle each response variable separately.…
In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…
As medical devices become more complex, they routinely collect extensive and complicated data. While classical regressions typically examine the relationship between an outcome and a vector of predictors, it becomes imperative to identify…
This paper aims to front with dimensionality reduction in regression setting when the predictors are a mixture of functional variable and high-dimensional vector. A flexible model, combining both sparse linear ideas together with…
Previous analysis of regularized functional linear regression in a reproducing kernel Hilbert space (RKHS) typically requires the target function to be contained in this kernel space. This paper studies the convergence performance of…
Multidimensional function data arise from many fields nowadays. The covariance function plays an important role in the analysis of such increasingly common data. In this paper, we propose a novel nonparametric covariance function estimation…
Robust estimation has played an important role in statistical and machine learning. However, its applications to functional linear regression are still under-developed. In this paper, we focus on Huber's loss with a diverging robustness…
In this paper, we study the estimation and inference of change points under a functional linear regression model with changes in the slope function. We present a novel Functional Regression Binary Segmentation (FRBS) algorithm which is…
An increasingly important goal of psychiatry is the use of brain imaging data to develop predictive models. Here we present two contributions to statistical methodology for this purpose. First, we propose and compare a set of wavelet-domain…