Related papers: Semiparametric Functional Factor Models with Bayes…
Multivariate spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use that incorporate spatial, temporal and variable…
Functional factor analysis is an important dimension reduction method for functional and longitudinal data. Factor loadings give insight into patterns of variability of the observations, while latent factors provide a low-dimensional…
We aim to construct a class of learning algorithms that are of practical value to applied researchers in fields such as biostatistics, epidemiology and econometrics, where the need to learn from incompletely observed information is…
We extend the definition of functional data registration to encompass a larger class of registered functions. In contrast to traditional registration models, we allow for registered functions that have more than one primary direction of…
Prior specification for nonparametric Bayesian inference involves the difficult task of quantifying prior knowledge about a parameter of high, often infinite, dimension. Realistically, a statistician is unlikely to have informed opinions…
For multi-valued functions---such as when the conditional distribution on targets given the inputs is multi-modal---standard regression approaches are not always desirable because they provide the conditional mean. Modal regression…
We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…
We provide estimation methods for nonseparable panel models based on low-rank factor structure approximations. The factor structures are estimated by matrix-completion methods to deal with the computational challenges of principal component…
There is increasing interest in learning how human brain networks vary as a function of a continuous trait, but flexible and efficient procedures to accomplish this goal are limited. We develop a Bayesian semiparametric model, which…
It is often of interest to assess whether a function-valued statistical parameter, such as a density function or a mean regression function, is equal to any function in a class of candidate null parameters. This can be framed as a…
In this paper we address the problem of feature selection when the data is functional, we study several statistical procedures including classification, regression and principal components. One advantage of the blinding procedure is that it…
Functional bilevel methods estimate a lower-level function and plug it into a hypergradient, but this plug-in gradient can retain first-order bias when the lower-level problem is learned nonparametrically. To remove this bias, we develop a…
This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the true rank, our procedure is robust to rank misspecification,…
Spurred on by recent successes in causal inference competitions, Bayesian nonparametric (and high-dimensional) methods have recently seen increased attention in the causal inference literature. In this paper, we present a comprehensive…
Compared to nonparametric estimators in the multivariate setting, kernel estimators for functional data models have a larger order of bias. This is problematic for constructing confidence regions or statistical tests since the bias might…
Many selection problems are multilayered: agents first decide whether to participate and then sort among ordered or unordered categories. This paper shows that the sorting layer changes the geometry of identification. Unlike binary…
The use of principal component methods to analyze functional data is appropriate in a wide range of different settings. In studies of ``functional data analysis,'' it has often been assumed that a sample of random functions is observed…
Choice modeling is at the core of understanding how changes to the competitive landscape affect consumer choices and reshape market equilibria. In this paper, we propose a fundamental characterization of choice functions that encompasses a…
For functional data lying on an unknown nonlinear low-dimensional space, we study manifold learning and introduce the notions of manifold mean, manifold modes of functional variation and of functional manifold components. These constitute…
In this paper, we present an infinite hierarchical non-parametric Bayesian model to extract the hidden factors over observed data, where the number of hidden factors for each layer is unknown and can be potentially infinite. Moreover, the…