Related papers: Nonlinear global Fr\'echet regression for random o…
We consider the prediction problem of a continuous-time stochastic process on an entire time-interval in terms of its recent past. The approach we adopt is based on functional kernel nonparametric regression estimation techniques where…
Data consisting of samples of probability density functions are increasingly prevalent, necessitating the development of methodologies for their analysis that respect the inherent nonlinearities associated with densities. In many…
We propose a novel Bayesian methodology for inference in functional linear and logistic regression models based on the theory of reproducing kernel Hilbert spaces (RKHS's). We introduce general models that build upon the RKHS generated by…
Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…
A companion paper develops a framework in which probability measures are represented by distribution-kernel pairs (T,phi) with T a tempered distribution and phi a Schwartz kernel, so that weak moments of all orders exist unconditionally.…
Functional data analysis offers a diverse toolkit of statistical methods tailored for analyzing samples of real-valued random functions. Recently, samples of time-varying random objects, such as time-varying networks, have been increasingly…
A key challenge in probabilistic regression is ensuring that predictive distributions accurately reflect true empirical uncertainty. Minimizing overall prediction error often encourages models to prioritize informativeness over calibration,…
Regression is an essential and fundamental methodology in statistical analysis. The majority of the literature focuses on linear and nonlinear regression in the context of the Euclidean space. However, regression models in non-Euclidean…
Fr\'echet regression is becoming a mainstay in modern data analysis for analyzing non-traditional data types belonging to general metric spaces. This novel regression method is especially useful in the analysis of complex health data such…
In this paper we investigate the problem of estimating the regression function in models with correlated observations. The data is obtained from several experimental units each of them forms a time series. We propose a new estimator based…
Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…
In a general context of positive definite kernels $k$, we develop tools and algorithms for sampling in reproducing kernel Hilbert space $\mathscr{H}$ (RKHS). With reference to these RKHSs, our results allow inference from samples; more…
We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the…
High-dimensional functional data have become increasingly prevalent in modern applications such as high-frequency financial data and neuroimaging data analysis. We investigate a class of high-dimensional linear regression models, where each…
In many remote sensing applications one wants to estimate variables or parameters of interest from observations. When the target variable is available at a resolution that matches the remote sensing observations, standard algorithms such as…
We propose a novel adaptive kernel based regression method for complex-valued signals: the generalized complex-valued kernel least-mean-square (gCKLMS). We borrow from the new results on widely linear reproducing kernel Hilbert space…
In this work, we develop and study an empirical projection operator scheme for solving nonparametric regression problems. This scheme is based on an approximate projection of the regression function over a suitable reproducing kernel…
We encounter a bottleneck when we try to borrow the strength of classical classifiers to classify functional data. The major issue is that functional data are intrinsically infinite dimensional, thus classical classifiers cannot be applied…
In this article, we consider convergence rates in functional linear regression with functional responses, where the linear coefficient lies in a reproducing kernel Hilbert space (RKHS). Without assuming that the reproducing kernel and the…
Development of metrics for structural data-generating mechanisms is fundamental in machine learning and the related fields. In this paper, we give a general framework to construct metrics on random nonlinear dynamical systems, defined with…