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For sequentially observed functional data exhibiting multiple change points in the mean function, we establish consistency results for the estimated number and locations of the change points based on the norm of the functional CUSUM process…

Statistics Theory · Mathematics 2020-01-03 Gregory Rice , Chi Zhang

We study the problem of change-point detection and localisation for functional data sequentially observed on a general d-dimensional space, where we allow the functional curves to be either sparsely or densely sampled. Data of this form…

Methodology · Statistics 2022-05-20 Carlos Misael Madrid Padilla , Daren Wang , Zifeng Zhao , Yi Yu

We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…

Statistics Theory · Mathematics 2024-11-08 Natalie Neumeyer , Leonie Selk

We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…

Statistics Theory · Mathematics 2022-08-24 Daren Wang , Zifeng Zhao , Yi Yu , Rebecca Willett

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

We study the problem of change point localisation and inference for sequentially collected fragmented functional data, where each curve is observed only over discrete grids randomly sampled over a short fragment. The sequence of underlying…

Methodology · Statistics 2024-05-10 Gengyu Xue , Haotian Xu , Yi Yu

Functional linear regression is one of the fundamental and well-studied methods in functional data analysis. In this work, we investigate the functional linear regression model within the context of reproducing kernel Hilbert space by…

Statistics Theory · Mathematics 2024-12-12 Naveen Gupta , S. Sivananthan , Bharath K. Sriperumbudur

We propose inferential tools for functional linear quantile regression where the conditional quantile of a scalar response is assumed to be a linear functional of a functional covariate. In contrast to conventional approaches, we employ…

Statistics Theory · Mathematics 2022-02-25 Peijun Sang , Zuofeng Shang , Pang Du

In this paper we consider the linear regression model $Y =S X+\varepsilon $ with functional regressors and responses. We develop new inference tools to quantify deviations of the true slope $S$ from a hypothesized operator $S_0$ with…

Statistics Theory · Mathematics 2021-08-17 Tim Kutta , Gauthier Dierickx , Holger Dette

The paper considers functional linear regression, where scalar responses $Y_1,\ldots,Y_n$ are modeled in dependence of i.i.d. random functions $X_1,\ldots,X_n$. We study a generalization of the classical functional linear regression model.…

Statistics Theory · Mathematics 2016-01-13 Alois Kneip , Dominik Poß , Pascal Sarda

Functional data analysis is a fast evolving branch of modern statistics and the functional linear model has become popular in recent years. However, most estimation methods for this model rely on generalized least squares procedures and…

Methodology · Statistics 2020-06-24 Ioannis Kalogridis , Stefan Van Aelst

A mathematical model for variable selection in functional regression models with scalar response is proposed. By "variable selection" we mean a procedure to replace the whole trajectories of the functional explanatory variables with their…

Methodology · Statistics 2017-04-21 José R. Berrendero , Beatriz Bueno-Larraz , Antonio Cuevas

Robust estimation has played an important role in statistical and machine learning. However, its applications to functional linear regression are still under-developed. In this paper, we focus on Huber's loss with a diverging robustness…

Statistics Theory · Mathematics 2024-09-18 Ling Peng , Xiaohui Liu , Heng Lian

Tests for structural breaks in time series should ideally be sensitive to breaks in the parameter of interest, while being robust to nuisance changes. Statistical analysis thus needs to allow for some form of nonstationarity under the null…

Methodology · Statistics 2022-12-02 Fabian Mies

We develop algorithms for detecting multiple changepoints in functional data when the number of changepoints is unknown (unsupervised case), when it is specified apriori (supervised case), and when certain bounds are available…

Methodology · Statistics 2025-11-19 Sourav Chakrabarty , Anirvan Chakraborty , Shyamal K. De

In this paper, we propose a Network-Weighted Functional Regression (NWFR) model, an extension of Spatially Weighted Functional Regression (SWFR) to functional data defined on network-structured settings. To asses predictive uncertainity, we…

Methodology · Statistics 2025-06-02 Elvira Romano , Antonio Irpino , Claire Miller

The functional linear regression model with points of impact is a recent augmentation of the classical functional linear model with many practically important applications. In this work, however, we demonstrate that the existing data-driven…

Applications · Statistics 2020-01-14 Dominik Liebl , Stefan Rameseder , Christoph Rust

Traditional functional linear regression usually takes a one-dimensional functional predictor as input and estimates the continuous coefficient function. Modern applications often generate two-dimensional covariates, which become matrices…

Methodology · Statistics 2024-11-26 Dan Yang , Jianlong Shao , Haipeng Shen , Hongtu Zhu

Predicting scalar outcomes using functional predictors is a classic problem in functional data analysis. In many applications, however, only specific locations or time-points of the functional predictors have an impact on the outcome. Such…

Statistics Theory · Mathematics 2020-07-14 Dominik Poß , Dominik Liebl , Alois Kneip , Hedwig Eisenbarth , Tor D. Wager , Lisa Feldman Barrett

We study additive function-on-function regression where the mean response at a particular time point depends on the time point itself as well as the entire covariate trajectory. We develop a computationally efficient estimation methodology…

Methodology · Statistics 2016-12-15 Janet S. Kim , Ana-Maria Staicu , Arnab Maity , Raymond J. Carroll , David Ruppert
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