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The function-on-function linear regression model in which the response and predictors consist of random curves has become a general framework to investigate the relationship between the functional response and functional predictors.…

Methodology · Statistics 2021-11-03 Ufuk Beyaztas , Han Lin Shang

In the framework of scalar-on-function regression models, in which several functional variables are employed to predict a scalar response, we propose a methodology for selecting relevant functional predictors while simultaneously providing…

Methodology · Statistics 2026-02-19 Hedayat Fathi , Marzia A. Cremona , Federico Severino

Functional quantile regression (FQR) is a useful alternative to mean regression for functional data as it provides a comprehensive understanding of how scalar predictors influence the conditional distribution of functional responses. In…

Methodology · Statistics 2023-11-08 Yusha Liu , Meng Li , Jeffrey S. Morris

We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of…

Methodology · Statistics 2017-03-09 Jing Lei , Max G'Sell , Alessandro Rinaldo , Ryan J. Tibshirani , Larry Wasserman

Functional data analysis tools, such as function-on-function regression models, have received considerable attention in various scientific fields because of their observed high-dimensional and complex data structures. Several statistical…

Methodology · Statistics 2020-09-22 Ufuk Beyaztas , Han Lin Shang

We focus on the distribution regression problem: regressing to vector-valued outputs from probability measures. Many important machine learning and statistical tasks fit into this framework, including multi-instance learning and point…

Statistics Theory · Mathematics 2016-10-24 Zoltan Szabo , Bharath Sriperumbudur , Barnabas Poczos , Arthur Gretton

In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…

Machine Learning · Statistics 2022-08-29 Yuan Mao , Lei Shi , Zheng-Chu Guo

In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…

Statistics Theory · Mathematics 2021-11-01 Keli Guo , Jun Fan , Lixing Zhu

This paper proposes a new nonlinear approach for additive functional regression with functional response based on kernel methods along with some slight reformulation and implementation of the linear regression and the spectral additive…

The functional generalized additive model (FGAM) provides a more flexible nonlinear functional regression model than the well-studied functional linear regression model. This paper restricts attention to the FGAM with identity link and…

Statistics Theory · Mathematics 2013-01-22 Xiao Wang , David Ruppert

This paper proposes a new approach to obtain uniformly valid inference for linear functionals or scalar subvectors of a partially identified parameter defined by linear moment inequalities. The procedure amounts to bootstrapping the value…

Econometrics · Economics 2023-05-09 JoonHwan Cho , Thomas M. Russell

We propose a general approach for change-point detection in dynamic networks. The proposed method is model-free and covers a wide range of dynamic networks. The key idea behind our approach is to effectively utilize the network structure in…

Methodology · Statistics 2019-08-07 Zifeng Zhao , Li Chen , Lizhen Lin

We consider the joint estimation of change point locations and the sparsity pattern of the variance covariance matrix, which is assumed to evolve in a piecewise constant manner. By applying Group Fused LASSO and LASSO penalties to the…

Methodology · Statistics 2026-05-14 Ying Lin , Benjamin Poignard

We propose a pointwise inference algorithm for high-dimensional linear models with time-varying coefficients. The method is based on a novel combination of the nonparametric kernel smoothing technique and a Lasso bias-corrected ridge…

Methodology · Statistics 2017-03-17 Xiaohui Chen , Yifeng He

We propose a functional linear model to predict a response using multiple functional and longitudinal predictors and to estimate the effect lags of predictors. The coefficient functions are written as the expansion of a basis system (e.g.…

Methodology · Statistics 2019-07-24 Haiyan Liu , Georgios Aivaliotis , Jeanine Houwing-Duistermaat

We introduce and study a family of robust estimators for the functional logistic regression model whose robustness automatically adapts to the data thereby leading to estimators with high efficiency in clean data and a high degree of…

Methodology · Statistics 2023-05-03 Ioannis Kalogridis

This paper addresses the problem of localizing change points in high-dimensional linear regression models with piecewise constant regression coefficients. We develop a dynamic programming approach to estimate the locations of the change…

Methodology · Statistics 2020-10-21 Alessandro Rinaldo , Daren Wang , Qin Wen , Rebecca Willett , Yi Yu

The problem of error density estimation for a functional single index model with dependent errors is studied. A Bayesian method is utilized to simultaneously estimate the bandwidths in the kernel-form error density and regression function,…

Applications · Statistics 2018-10-23 Han Lin Shang

The perspective of developing trustworthy AI for critical applications in science and engineering requires machine learning techniques that are capable of estimating their own uncertainty. In the context of regression, instead of estimating…

Machine Learning · Computer Science 2026-05-14 Quentin Duchemin , Guillaume Obozinski

Functional logistic regression is a popular model to capture a linear relationship between binary response and functional predictor variables. However, many methods used for parameter estimation in functional logistic regression are…

Methodology · Statistics 2025-10-15 Berkay Akturk , Ufuk Beyaztas , Han Lin Shang