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Measurement error is an important problem that has not been very well studied in the context of Functional Data Analysis. To the best of our knowledge, there are no existing methods that address the presence of functional measurement errors…

Statistics Theory · Mathematics 2018-09-19 Sneha Jadhav , Shuangge Ma

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

Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…

Statistics Theory · Mathematics 2022-01-14 Qin Fang , Shaojun Guo , Xinghao Qiao

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…

Methodology · Statistics 2026-03-25 Yuanzhen Yue , Stella Self , Yichao Wu , Jiajia Zhang , Rahul Ghosal

Sparsity promoting norms are frequently used in high dimensional regression. A limitation of such Lasso-type estimators is that the optimal regularization parameter depends on the unknown noise level. Estimators such as the concomitant…

Machine Learning · Statistics 2020-09-04 Quentin Bertrand , Mathurin Massias , Alexandre Gramfort , Joseph Salmon

Recent studies in the literature have paid much attention to the sparsity in linear classification tasks. One motivation of imposing sparsity assumption on the linear discriminant direction is to rule out the noninformative features, making…

Machine Learning · Statistics 2015-01-13 Dong Xia

We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a…

Econometrics · Economics 2024-01-15 Chenlei Leng , Degui Li , Hanlin Shang , Yingcun Xia

Multitask learning can be effective when features useful in one task are also useful for other tasks, and the group lasso is a standard method for selecting a common subset of features. In this paper, we are interested in a less restrictive…

Machine Learning · Computer Science 2013-11-25 Nikhil Rao , Christopher Cox , Robert Nowak , Timothy Rogers

Our research proposes a novel method for reducing the dimensionality of functional data, specifically for the case where the response is a scalar and the predictor is a random function. Our method utilizes distance covariance, and has…

Statistics Theory · Mathematics 2023-09-26 Xing Yang , Jianjun Xu

In high dimension, it is customary to consider Lasso-type estimators to enforce sparsity. For standard Lasso theory to hold, the regularization parameter should be proportional to the noise level, yet the latter is generally unknown in…

Machine Learning · Statistics 2017-10-19 Mathurin Massias , Olivier Fercoq , Alexandre Gramfort , Joseph Salmon

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…

Methodology · Statistics 2018-10-25 Daniel R. Kowal

While extensive work has been done to correct for biases due to measurement error in scalar-valued covariates prone to errors in generalized linear regression models, limited work has been done to address biases associated with functional…

Methodology · Statistics 2023-05-16 Yuanyuan Luan , Roger S. Zoh , Sneha Jadhav , Lan Xue , Carmen D. Tekwe

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

Wearable devices enable the continuous monitoring of physical activity (PA) but generate complex functional data with poorly characterized errors. Most work on functional data views the data as smooth, latent curves obtained at discrete…

Methodology · Statistics 2024-04-17 Xiwei Chen , Yuanyuan Luan , Roger S. Zoh , Lan Xue , Sneha Jadhav , Carmen D. Tekwe

Lasso is a popular and efficient approach to simultaneous estimation and variable selection in high-dimensional regression models. In this paper, a robust LAD-lasso method for multiple outcomes is presented that addresses the challenges of…

Methodology · Statistics 2022-12-02 Jyrki Möttönen , Tero Lähderanta , Janne Salonen , Mikko J. Sillanpää

Function-on-function regression has been a topic of substantial interest due to its broad applicability, where the relation between functional predictor and response is concerned. In this article, we propose a new framework for modeling the…

Methodology · Statistics 2025-06-04 Tongyu Li , Fang Yao

In oversampled adaptive sensing (OAS), noisy measurements are collected in multiple subframes. The sensing basis in each subframe is adapted according to some posterior information exploited from previous measurements. The framework is…

Information Theory · Computer Science 2019-12-11 Ali Bereyhi , Ralf R. Müller

Object-oriented data analysis is a fascinating and evolving field in modern statistical science, with the potential to make significant contributions to biomedical applications. This statistical framework facilitates the development of new…

Methodology · Statistics 2025-03-11 Marcos Matabuena , Aritra Ghosal , Wendy Meiring , Alexander Petersen

In the functional linear regression model, many methods have been proposed and studied to estimate the slope function while the functional predictor was observed in the entire domain. However, works on functional linear regression models…

Methodology · Statistics 2021-12-21 Yafei Wang , Tingyu Lai , Bei Jiang , Linglong Kong , Zhongzhan Zhang

Massive data bring the big challenges of memory and computation for analysis. These challenges can be tackled by taking subsamples from the full data as a surrogate. For functional data, it is common to collect multiple measurements over…

Methodology · Statistics 2021-07-07 Hua Liu , Jinhong You , Jiguo Cao