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We consider forecasting a single time series when there is a large number of predictors and a possible nonlinear effect. The dimensionality was first reduced via a high-dimensional (approximate) factor model implemented by the principal…

Statistics Theory · Mathematics 2015-12-29 Jianqing Fan , Lingzhou Xue , Jiawei Yao

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…

Methodology · Statistics 2020-10-09 Xiucai Ding , Dengdeng Yu , Zhengwu Zhang , Dehan Kong

A partial least squares regression is proposed for estimating the function-on-function regression model where a functional response and multiple functional predictors consist of random curves with quadratic and interaction effects. The…

Methodology · Statistics 2020-12-11 Ufuk Beyaztas , Han Lin Shang

In this paper, we introduce a novel statistical model for the integrative analysis of Riemannian-valued functional data and high-dimensional data. We apply this model to explore the dependence structure between each subject's dynamic…

Methodology · Statistics 2026-01-21 James Buenfil , Eardi Lila

We study nonparametric covariance function estimation for functional data observed with noise at discrete locations on a $d$-dimensional domain. Estimating the covariance function from discretely observed data is a challenging nonparametric…

Statistics Theory · Mathematics 2026-03-25 Yoshikazu Terada , Atsutomo Yara

We consider the regression problem where the dependence of the response Y on a set of predictors X is fully captured by the regression function E(Y | X)=g(B'X), for an unknown function g and low rank parameter B matrix. We combine neural…

Computation · Statistics 2021-04-21 Daniel Kapla , Lukas Fertl , Efstathia Bura

Parameter reduction can enable otherwise infeasible design and uncertainty studies with modern computational science models that contain several input parameters. In statistical regression, techniques for sufficient dimension reduction…

Numerical Analysis · Mathematics 2018-12-12 Andrew T. Glaws , Paul G. Constantine , R. Dennis Cook

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

The concept of distance covariance/correlation was introduced recently to characterize dependence among vectors of random variables. We review some statistical aspects of distance covariance/correlation function and we demonstrate its…

Methodology · Statistics 2018-07-13 Dominic Edelmann , Konstantinos Fokianos , Maria Pitsillou

The function-on-function regression model is fundamental for analyzing relationships between functional covariates and responses. However, most existing function-on-function regression methodologies assume independence between observations,…

Methodology · Statistics 2025-12-02 Ufuk Beyaztas , Han Lin Shang , Gizel Bakicierler Sezer

Measuring functional connectivity from fMRI is important in understanding processing in cortical networks. However, because brain's connection pattern is complex, currently used methods are prone to produce false connections. We introduce…

Neurons and Cognition · Quantitative Biology 2020-06-23 Tiger w. Lin , Giri P. Krishnan , Maxim Bazhenov , Terrence J. Sejnowski

This article presents a reformulation of the Theory of Functional Connections: a general methodology for functional interpolation that can embed a set of user-specified linear constraints. The reformulation presented in this paper exploits…

Numerical Analysis · Mathematics 2020-08-07 Carl Leake , Hunter Johnston , Daniele Mortari

Simultaneous variable selection and statistical inference is challenging in high-dimensional data analysis. Most existing post-selection inference methods require explicitly specified regression models, which are often linear, as well as…

Methodology · Statistics 2026-03-19 Shangyuan Ye , Shauna Rakshe , Ye Liang

Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. There is a great amount of work about linear and nonlinear QR models. Specifically, nonparametric estimation of the…

Methodology · Statistics 2020-01-13 Eliana Christou

The purpose of sufficient dimension reduction (SDR) is to find the low-dimensional subspace of input features that is sufficient for predicting output values. In this paper, we propose a novel distribution-free SDR method called sufficient…

Machine Learning · Statistics 2011-03-28 Makoto Yamada , Gang Niu , Jun Takagi , Masashi Sugiyama

We present a new approach to factor rotation for functional data. This is achieved by rotating the functional principal components toward a predefined space of periodic functions designed to decompose the total variation into components…

Applications · Statistics 2012-07-02 Chong Liu , Surajit Ray , Giles Hooker , Mark Friedl

This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penalties, we propose a likelihood-based method that regularizes…

Methodology · Statistics 2021-09-13 Jason Xu , Kenneth Lange

In genetical genomics studies, it is important to jointly analyze gene expression data and genetic variants in exploring their associations with complex traits, where the dimensionality of gene expressions and genetic variants can both be…

Methodology · Statistics 2014-04-15 Wei Lin , Rui Feng , Hongzhe Li

Sufficient dimension reduction is widely applied to help model building between the response $Y$ and covariate $X$. While the target of interest is the relationship between $(Y,X)$, in some applications we also collect additional variable…

Methodology · Statistics 2014-10-15 Hung Hung , Chih-Yen Liu , Henry Horng-Shing Lu

In this paper, we prove that functional sliced inverse regression (FSIR) achieves the optimal (minimax) rate for estimating the central space in functional sufficient dimension reduction problems. First, we provide a concentration…

Statistics Theory · Mathematics 2025-04-16 Rui Chen , Songtao Tian , Dongming Huang , Qian Lin , Jun S. Liu