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We consider the sampling problem for functional PCA (fPCA), where the simplest example is the case of taking time samples of the underlying functional components. More generally, we model the sampling operation as a continuous linear map…

Statistics Theory · Mathematics 2013-02-14 Arash A. Amini , Martin J. Wainwright

Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…

Information Theory · Computer Science 2019-10-02 Hangjin Liu , You , Zhou , Ahmad Beirami , Dror Baron

We propose an $L_{2}$-based penalization algorithm for functional linear regression models, where the coefficient function is shrunk towards a data-driven shape template $\gamma$, which is constrained to belong to a class of piecewise…

Methodology · Statistics 2020-11-03 Edoardo Belli , Simone Vantini

In this paper, we study an additive model where the response variable is Hilbert-space-valued and predictors are multivariate Euclidean, and both are possibly imperfectly observed. Considering Hilbert-space-valued responses allows to cover…

Statistics Theory · Mathematics 2022-12-13 Jeong Min Jeon , Germain Van Bever

Concerning bivariate least squares linear regression, the classical approach pursued for functional models in earlier attempts is reviewed using a new formalism in terms of deviation (matrix) traces. Within the framework of classical error…

Instrumentation and Methods for Astrophysics · Physics 2011-03-08 R. Caimmi

This paper derives error bounds for regression in continuous time over subsets of certain types of Riemannian manifolds.The regression problem is typically driven by a nonlinear evolution law taking values on the manifold, and it is cast as…

Dynamical Systems · Mathematics 2022-09-09 Nathan Powell , Jia Guo , Sai Tej Parachuri , John Burns , Boone Estes , Andrew Kurdila

The classical kernel ridge regression problem aims to find the best fit for the output $Y$ as a function of the input data $X\in \mathbb{R}^d$, with a fixed choice of regularization term imposed by a given choice of a reproducing kernel…

Machine Learning · Statistics 2025-06-10 Yang Li , Feng Ruan

Semi-functional linear regression models postulate a linear relationship between a scalar response and a functional covariate, and also include a non-parametric component involving a univariate explanatory variable. It is of practical…

Methodology · Statistics 2023-08-08 Graciela Boente , Matias Salibian-Barrera , Pablo Vena

Kernel mean embeddings, a widely used technique in machine learning, map probability distributions to elements of a reproducing kernel Hilbert space (RKHS). For supervised learning problems, where input-output pairs are observed, the…

Machine Learning · Statistics 2024-10-24 Ambrus Tamás , Balázs Csanád Csáji

Modal linear regression (MLR) is a method for obtaining a conditional mode predictor as a linear model. We study kernel selection for MLR from two perspectives: "which kernel achieves smaller error?" and "which kernel is computationally…

Machine Learning · Statistics 2020-01-31 Ryoya Yamasaki , Toshiyuki Tanaka

We study the problem of choosing the best subset of p features in linear regression given n observations. This problem naturally contains two objective functions including minimizing the amount of bias and minimizing the number of…

Methodology · Statistics 2018-04-24 Hadi Charkhgard , Ali Eshragh

We propose a tree-based algorithm for classification and regression problems in the context of functional data analysis, which allows to leverage representation learning and multiple splitting rules at the node level, reducing…

Machine Learning · Statistics 2020-11-03 Edoardo Belli , Simone Vantini

Contamination of covariates by measurement error is a classical problem in multivariate regression, where it is well known that failing to account for this contamination can result in substantial bias in the parameter estimators. The nature…

Methodology · Statistics 2017-12-13 Anirvan Chakraborty , Victor M. Panaretos

This short technical report presents some learning theory results on vector-valued reproducing kernel Hilbert space (RKHS) regression, where the input space is allowed to be non-compact and the output space is a (possibly…

Machine Learning · Statistics 2022-02-17 Junhyunng Park , Krikamol Muandet

This paper studies the inference of the regression coefficient matrix under multivariate response linear regressions in the presence of hidden variables. A novel procedure for constructing confidence intervals of entries of the coefficient…

Methodology · Statistics 2022-01-21 Xin Bing , Wei Cheng , Huijie Feng , Yang Ning

We propose nonparametric methods for functional linear regression which are designed for sparse longitudinal data, where both the predictor and response are functions of a covariate such as time. Predictor and response processes have smooth…

Statistics Theory · Mathematics 2016-08-16 Fang Yao , Hans-Georg Müller , Jane-Ling Wang

We investigate statistical properties for a broad class of modern kernel-based regression (KBR) methods. These kernel methods were developed during the last decade and are inspired by convex risk minimization in infinite-dimensional Hilbert…

Statistics Theory · Mathematics 2009-09-29 Andreas Christmann , Ingo Steinwart

Estimation and inference with modern longitudinal data from wearable devices, which consist of biological signals at high-frequency time points, is burdened by massive computational costs. We propose a distributed estimation and inference…

Methodology · Statistics 2023-09-13 Cole Manschot , Emily C. Hector

The existing Fr\'echet regression is actually defined within a linear framework, since the weight function in the Fr\'echet objective function is linearly defined, and the resulting Fr\'echet regression function is identified to be a linear…

Methodology · Statistics 2024-03-28 Lu Lin , Ze Chen

We study the estimation and prediction of functional autoregressive~(FAR) processes, a statistical tool for modeling functional time series data. Due to the infinite-dimensional nature of FAR processes, the existing literature addresses its…

Methodology · Statistics 2020-12-01 Daren Wang , Zifeng Zhao , Rebecca Willett , Chun Yip Yau
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