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Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

Statistics Theory · Mathematics 2017-04-25 Zhiqiang Tan , Cun-Hui Zhang

In this paper we review existing methods for robust functional principal component analysis (FPCA) and propose a new method for FPCA that can be applied to longitudinal data where only a few observations per trajectory are available. This…

Methodology · Statistics 2020-12-04 Graciela Boente , Matias Salibian-Barrera

Performative prediction is an emerging paradigm in machine learning that addresses scenarios where the model's prediction may induce a shift in the distribution of the data it aims to predict. Current works in this field often rely on…

Machine Learning · Computer Science 2025-09-03 Guangzheng Zhong , Yang Liu , Jiming Liu

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…

Methodology · Statistics 2026-02-02 Shivam Kumar , Haotian Xu , Haeran Cho , Daren Wang

We present a general framework for classifying partially observed dynamical systems based on the idea of learning in the model space. In contrast to the existing approaches using model point estimates to represent individual data items, we…

Machine Learning · Statistics 2017-04-19 Yuan Shen , Peter Tino , Krasimira Tsaneva-Atanasova

In this paper, we propose new semiparametric procedures for making inference on linear functionals and their functions of two semicontinuous populations. The distribution of each population is usually characterized by a mixture of a…

Methodology · Statistics 2020-12-21 Meng Yuan , Chunlin Wang , Boxi Lin , Pengfei Li

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

Functional data analysis, which handles data arising from curves, surfaces, volumes, manifolds and beyond in a variety of scientific fields, is a rapidly developing area in modern statistics and data science in the recent decades. The…

Methodology · Statistics 2020-08-21 Xiaoke Zhang , Wu Xue , Qiyue Wang

Time-series analysis is fundamental for modeling and predicting dynamical behaviors from time-ordered data, with applications in many disciplines such as physics, biology, finance, and engineering. Measured time-series data, however, are…

Chaotic Dynamics · Physics 2023-01-11 Arthur N. Montanari , Leandro Freitas , Daniele Proverbio , Jorge Gonçalves

The paper considers functional linear regression, where scalar responses $Y_1,...,Y_n$ are modeled in dependence of random functions $X_1,...,X_n$. We propose a smoothing splines estimator for the functional slope parameter based on a…

Statistics Theory · Mathematics 2009-02-26 Christophe Crambes , Alois Kneip , Pascal Sarda

With the rise of Industry 4.0, huge amounts of data are now generated that are apt to be modelled as functional data. In this setting, standard profile monitoring methods aim to assess the stability over time of a completely observed…

Applications · Statistics 2022-05-13 Fabio Centofanti , Antonio Lepore , Murat Kulahci , Max Peter Spooner

Under a partially linear models we study a family of robust estimates for the regression parameter and the regression function when some of the predictor variables take values on a Riemannian manifold. We obtain the consistency and the…

Statistics Theory · Mathematics 2011-05-26 Guillermo Henry , Daniela Rodriguez

When measurements fall below or above a detection threshold, the resulting data are missing not at random (MNAR), posing challenges for statistical analysis. For example, in longitudinal biomarker studies, observations may be subject to…

Methodology · Statistics 2025-10-21 Haiyan Liu , Jeanine Houwing-Duistermaat

This paper proposes econometric methods for studying how economic variables respond to function-valued shocks. Our methods are developed based on linear projection estimation of predictive regression models with a function-valued predictor…

Econometrics · Economics 2025-04-09 Won-Ki Seo , Dakyung Seong

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

Functional data analysis is proved to be useful in many scientific applications. The physical process is observed as curves and often there are several curves observed due to multiple subjects, providing the replicates in statistical sense.…

Methodology · Statistics 2018-01-30 Tapabrata Maiti , Abolfazl Safikhani , Ping-Shou Zhong

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…

Statistics Theory · Mathematics 2011-03-10 Ci-Ren Jiang , Jane-Ling Wang

The partially linear binary choice model can be used for estimating structural equations where nonlinearity may appear due to diminishing marginal returns, different life cycle regimes, or hectic physical phenomena. The inference procedure…

Econometrics · Economics 2023-12-01 Wenzheng Gao , Zhenting Sun

This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…

Econometrics · Economics 2022-01-11 Ruoxuan Xiong , Markus Pelger

We describe and analyze efficient algorithms for learning a linear predictor from examples when the learner can only view a few attributes of each training example. This is the case, for instance, in medical research, where each patient…

Machine Learning · Computer Science 2010-04-29 Nicolò Cesa-Bianchi , Shai Shalev-Shwartz , Ohad Shamir