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We propose a penalized likelihood method to jointly estimate multiple precision matrices for use in quadratic discriminant analysis and model based clustering. A ridge penalty and a ridge fusion penalty are used to introduce shrinkage and…

Machine Learning · Statistics 2014-05-06 Bradley S. Price , Charles J. Geyer , Adam J. Rothman

Within the field of hierarchical modelling, little attention is paid to micro-macro models: those in which group-level outcomes are dependent on covariates measured at the level of individuals within groups. Although such models are perhaps…

Methodology · Statistics 2024-11-06 Shaun McDonald , Alexandre Leblanc , Saman Muthukumarana , David Campbell

We develop a model-free theory of general types of parametric regression for iid observations. The theory replaces the parameters of parametric models with statistical functionals, to be called "regression functionals'', defined on large…

Statistics Theory · Mathematics 2019-07-09 Andreas Buja , Lawrence Brown , Arun Kumar Kuchibhotla , Richard Berk , Ed George , Linda Zhao

We establish statistical properties of random-weighting methods in LASSO regression under different regularization parameters $\lambda_n$ and suitable regularity conditions. The random-weighting methods in view concern repeated optimization…

Methodology · Statistics 2022-05-25 Tun Lee Ng , Michael A. Newton

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

Generalized linear and additive models are very efficient regression tools but the selection of relevant terms becomes difficult if higher order interactions are needed. In contrast, tree-based methods also known as recursive partitioning…

Methodology · Statistics 2015-04-21 Gerhard Tutz , Moritz Berger

We study functional regression with random subgaussian design and real-valued response. The focus is on the problems in which the regression function can be well approximated by a functional linear model with the slope function being…

Statistics Theory · Mathematics 2014-09-16 Vladimir Koltchinskii , Stanislav Minsker

We study identifying and estimating the causal effect of a treatment variable on a long-term outcome using data from an observational and an experimental domain. The observational data are subject to unobserved confounding. Furthermore,…

Motivated by the need for accurate traffic flow prediction in transportation management, we propose a functional data method to analyze traffic flow patterns and predict future traffic flow. In this study we approach the problem by sampling…

Applications · Statistics 2013-01-14 Jeng-Min Chiou

We consider the problem of constructing nonparametric undirected graphical models for high-dimensional functional data. Most existing statistical methods in this context assume either a Gaussian distribution on the vertices or linear…

Statistics Theory · Mathematics 2021-03-22 Eftychia Solea , Holger Dette

As high-dimensional and high-frequency data are being collected on a large scale, the development of new statistical models is being pushed forward. Functional data analysis provides the required statistical methods to deal with large-scale…

Statistics Theory · Mathematics 2020-07-08 Israel Martínez-Hernández , Marc G. Genton

In this article we investigate consistency of selection in regression models via the popular Lasso method. Here we depart from the traditional linear regression assumption and consider approximations of the regression function $f$ with…

Statistics Theory · Mathematics 2008-12-18 Florentina Bunea

For multivariate nonparametric regression, functional analysis-of-variance (ANOVA) modeling aims to capture the relationship between a response and covariates by decomposing the unknown function into various components, representing main…

Methodology · Statistics 2019-06-20 Ting Yang , Zhiqiang Tan

Pattern similarity-based methods are widely used in classification and regression problems. Repeated, similar-shaped cycles observed in seasonal time series encourage to apply these methods for forecasting. In this paper we use the pattern…

Machine Learning · Computer Science 2020-04-29 Grzegorz Dudek , Paweł Pełka

In the analysis of binary longitudinal data, it is of interest to model a dynamic relationship between a response and covariates as a function of time, while also investigating similar patterns of time-dependent interactions. We present a…

Methodology · Statistics 2023-04-11 Jinwon Sohn , Seonghyun Jeong , Young Min Cho , Taeyoung Park

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

Multivariate functional data that are cross-sectionally compositional data are attracting increasing interest in the statistical modeling literature, a major example being trajectories over time of compositions derived from cause-specific…

Methodology · Statistics 2023-11-21 Emanuele Giovanni Depaoli , Marco Stefanucci , Stefano Mazzuco

A linear multiple regression model in function spaces is formulated, under temporal correlated errors. This formulation involves kernel regressors. A generalized least-squared regression parameter estimator is derived. Its asymptotic…

Statistics Theory · Mathematics 2018-08-07 M. D. Ruiz-Medina , D. Miranda , R. M. Espejo

We propose a new variable selection procedure for a functional linear model with multiple scalar responses and multiple functional predictors. This method is based on basis expansions of the involved functional predictors and coefficients…

Statistics Theory · Mathematics 2023-11-03 Alban Mina Mbina , Guy Martial Nkiet

We develop methodology for valid inference after variable selection in logistic regression when the responses are partially observed, that is, when one observes a set of error-prone testing outcomes instead of the true values of the…

Methodology · Statistics 2025-04-17 Qinyan Shen , Karl Gregory , Xianzheng Huang