Related papers: Asynchronous and Error-prone Longitudinal Data Ana…
We propose a post-hoc adaptive conformal anomaly detection method for monitoring time series that leverages predictions from pre-trained foundation models without requiring additional fine-tuning. Our method yields an interpretable anomaly…
We consider inference for the mean and covariance functions of covariate adjusted functional data using Local Linear Kernel (LLK) estimators. By means of a double asymptotic, we differentiate between sparse and dense covariate adjusted…
Increased use of sensor signals from wearable devices as rich sources of physiological data has sparked growing interest in developing health monitoring systems to identify changes in an individual's health profile. Indeed, machine learning…
Two important considerations in clinical research studies are proper evaluations of internal and external validity. While randomized clinical trials can overcome several threats to internal validity, they may be prone to poor external…
We introduce Longitudinal Predictive Conformal Inference (LPCI), a novel distribution-free conformal prediction algorithm for longitudinal data. Current conformal prediction approaches for time series data predominantly focus on the…
We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…
Motivated by the pressing request of methods able to create prediction sets in a general regression framework for a multivariate functional response and pushed by new methodological advancements in non-parametric prediction for functional…
Biomechanics and human movement research often involves measuring multiple kinematic or kinetic variables regularly throughout a movement, yielding data that present as smooth, multivariate, time-varying curves and are naturally amenable to…
In demographic literature, forecast uncertainty is often quantified with a statistical model. This model-based approach may potentially suffer from drawbacks, namely model misspecification, selection effect, and lack of finite-sample…
Sparse functional data arise when measurements are observed infrequently and at irregular time points for each subject, often in the presence of measurement error. These characteristics introduce additional challenges for functional…
Measurement error arises commonly in clinical research settings that rely on data from electronic health records or large observational cohorts. In particular, self-reported outcomes are typical in cohort studies for chronic diseases such…
We carry out ANOVA comparisons of multiple treatments for longitudinal studies with missing values. The treatment effects are modeled semiparametrically via a partially linear regression which is flexible in quantifying the time effects of…
In functional data analysis, functional linear regression has attracted significant attention recently. Herein, we consider the case where both the response and covariates are functions. There are two available approaches for addressing…
Inferring causal effects of a treatment, intervention or policy from observational data is central to many applications. However, state-of-the-art methods for causal inference seldom consider the possibility that covariates have missing…
Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate…
The entrainment between weakly-coupled nonlinear oscillators, as well as between complex signals such as those representing physiological activity, is frequently assessed in terms of whether a stable relationship is detectable between the…
We consider analysis of dependent functional data that are correlated because of a longitudinal-based design: each subject is observed at repeated time visits and for each visit we record a functional variable. We propose a novel…
Nonparametric estimators for the mean and the covariance functions of functional data are proposed. The setup covers a wide range of practical situations. The random trajectories are, not necessarily differentiable, have unknown regularity,…
This paper proposes a new formulation of functional Gaussian Process regression in manifolds, based on an Empirical Bayes approach, in the spatiotemporal random field context. We apply the machinery of tight Gaussian measures in separable…
We investigate minimax results for the anisotropic functional deconvolution model when observations are affected by the presence of long-memory. Under specific conditions about the covariance matrices of the errors, we follow a standard…