Related papers: Locally Sparse Function on function Regression
Smoothing of noisy sample covariances is an important component in functional data analysis. We propose a novel covariance smoothing method based on penalized splines and associated software. The proposed method is a bivariate spline…
A new single-index model that reflects the time-dynamic effects of the single index is proposed for longitudinal and functional response data, possibly measured with errors, for both longitudinal and time-invariant covariates. With…
We propose a multivariate functional responses low rank regression model with possible high dimensional functional responses and scalar covariates. By expanding the slope functions on a set of sieve basis, we reconstruct the basis…
The functional linear model is a popular tool to investigate the relationship between a scalar/functional response variable and a scalar/functional covariate. We generalize this model to a functional linear mixed-effects model when repeated…
We develop a hierarchical Gaussian process model for forecasting and inference of functional time series data. Unlike existing methods, our approach is especially suited for sparsely or irregularly sampled curves and for curves sampled with…
Traditional functional linear regression usually takes a one-dimensional functional predictor as input and estimates the continuous coefficient function. Modern applications often generate two-dimensional covariates, which become matrices…
Data can be assumed to be continuous functions defined on an infinite-dimensional space for many phenomena. However, the infinite-dimensional data might be driven by a small number of latent variables. Hence, factor models are relevant for…
We propose a generalized functional linear regression model for a regression situation where the response variable is a scalar and the predictor is a random function. A linear predictor is obtained by forming the scalar product of the…
We study regression using functional predictors in situations where these functions contain both phase and amplitude variability. In other words, the functions are misaligned due to errors in time measurements, and these errors can…
In this paper we present a nonparametric method for extending functional regression methodology to the situation where more than one functional covariate is used to predict a functional response. Borrowing the idea from Kadri et al.…
Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…
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…
Contamination of covariates by measurement error is a classical problem in multivariate regression, where it is well known that failing to account for this contamination can result in substantial bias in the parameter estimators. The nature…
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…
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…
We propose a flexible regression framework to model the conditional distribution of multilevel generalized multivariate functional data of potentially mixed type, e.g. binary and continuous data. We make pointwise parametric distributional…
We develop a modeling framework for dynamic function-on-scalars regression, in which a time series of functional data is regressed on a time series of scalar predictors. The regression coefficient function for each predictor is allowed to…
We introduce a spatial function-on-function regression model to capture spatial dependencies in functional data by integrating spatial autoregressive techniques with functional principal component analysis. The proposed model addresses a…
The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimated by local smoothing methods, e.g. local linear estimator.…
Many conventional statistical procedures are extremely sensitive to seemingly minor deviations from modeling assumptions. This problem is exacerbated in modern high-dimensional settings, where the problem dimension can grow with and…