Related papers: Robust Functional Regression with Discretely Sampl…
We consider functional linear regression models where functional outcomes are associated with scalar predictors by coefficient functions with shape constraints, such as monotonicity and convexity, that apply to sub-domains of interest. To…
We consider a quadratic functional regression model in which a scalar response depends on a functional predictor; the common functional linear model is a special case. We wish to test the significance of the nonlinear term in the model. We…
In this paper, we introduce a novel method to generate interpretable regression function estimators. The idea is based on called data-dependent coverings. The aim is to extract from the data a covering of the feature space instead of a…
We present a robust framework to perform linear regression with missing entries in the features. By considering an elliptical data distribution, and specifically a multivariate normal model, we are able to conditionally formulate a…
Functional data analysis has been a growing field of study in recent decades, and one fundamental task in functional data analysis is estimating the sample location. A notion called statistical depth has been extended from multivariate data…
Robust estimation approaches are of fundamental importance for statistical modelling. To reduce susceptibility to outliers, we propose a robust estimation procedure with t-process under functional ANOVA model. Besides common mean structure…
We consider the recursive estimation of a regression functional where the explanatory variables take values in some functional space. We prove the almost sure convergence of such estimates for dependent functional data. Also we derive the…
Estimating linear regression using least squares and reporting robust standard errors is very common in financial economics, and indeed, much of the social sciences and elsewhere. For thick tailed predictors under heteroskedasticity this…
We propose an estimation approach to analyse correlated functional data which are observed on unequal grids or even sparsely. The model we use is a functional linear mixed model, a functional analogue of the linear mixed model. Estimation…
Linear regression models have been extensively considered in the literature. However, in some practical applications they may not be appropriate all over the range of the covariate. In this paper, a more flexible model is introduced by…
Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…
There has been substantial recent work on methods for estimating the slope function in linear regression for functional data analysis. However, as in the case of more conventional finite-dimensional regression, much of the practical…
Scalar-on-function logistic regression, where the response is a binary outcome and the predictor consists of random curves, has become a general framework to explore a linear relationship between the binary outcome and functional predictor.…
Penalized smoothing is a standard tool in regression analysis. Classical approaches often rely on basis or kernel expansions, which constrain the estimator to a fixed span and impose smoothness assumptions that may be restrictive for…
Tensor regression has attracted significant attention in statistical research. This study tackles the challenge of handling covariates with smooth varying structures. We introduce a novel framework, termed functional tensor regression,…
Classical finite mixture regression is useful for modeling the relationship between scalar predictors and scalar responses arising from subpopulations defined by the differing associations between those predictors and responses. Here we…
Functional linear discriminant analysis offers a simple yet efficient method for classification, with the possibility of achieving a perfect classification. Several methods are proposed in the literature that mostly address the…
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…
In this paper, we propose a novel approach to fit a functional linear regression in which both the response and the predictor are functions of a common variable such as time. We consider the case that the response and the predictor…
The problem of prediction in functional linear regression is conventionally addressed by reducing dimension via the standard principal component basis. In this paper we show that an alternative basis chosen through weighted least-squares,…