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We propose an estimation approach to analyse correlated functional data which are observed on unequal grids or even sparsely. The model we use is a functional linear mixed model, a functional analogue of the linear mixed model. Estimation…
The analysis of multivariate functional curves has the potential to yield important scientific discoveries in domains such as healthcare, medicine, economics and social sciences. However, it is common for real-world settings to present…
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.…
A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…
Functional data analysis is a fast evolving branch of modern statistics and the functional linear model has become popular in recent years. However, most estimation methods for this model rely on generalized least squares procedures and…
We present a new mixture model-based discriminant analysis approach for functional data using a specific hidden process regression model. The approach allows for fitting flexible curve-models to each class of complex-shaped curves…
The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…
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…
Regularized regression models are well studied and, under appropriate conditions, offer fast and statistically interpretable results. However, large data in many applications are heterogeneous in the sense of harboring distributional…
Irregular functional data in which densely sampled curves are observed over different ranges pose a challenge for modeling and inference, and sensitivity to outlier curves is a concern in applications. Motivated by applications in…
In many applications, data can be heterogeneous in the sense of spanning latent groups with different underlying distributions. When predictive models are applied to such data the heterogeneity can affect both predictive performance and…
As an effective nonparametric method, empirical likelihood (EL) is appealing in combining estimating equations flexibly and adaptively for incorporating data information. To select important variables and estimating equations in the sparse…
We consider the statistical analysis of heterogeneous data for prediction in situations where the observations include functions, typically time series. We extend the modeling with Mixtures-of-Experts (ME), as a framework of choice in…
Many clustering algorithms when the data are curves or functions have been recently proposed. However, the presence of contamination in the sample of curves can influence the performance of most of them. In this work we propose a robust,…
Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known…
While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…
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…
The expectation-maximization (EM) algorithm and its variants are widely used in statistics. In high-dimensional mixture linear regression, the model is assumed to be a finite mixture of linear regression and the number of predictors is much…
This paper examines robust functional data analysis for discretely observed data, where the underlying process encompasses various distributions, such as heavy tail, skewness, or contaminations. We propose a unified robust concept of…
The aim of this paper is to present a mixture composite regression model for claim severity modelling. Claim severity modelling poses several challenges such as multimodality, heavy-tailedness and systematic effects in data. We tackle this…