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Optimal experimental design seeks to determine the most informative allocation of experiments to infer an unknown statistical quantity. In this work, we investigate the optimal design of experiments for {\em estimation of linear functionals…

Artificial Intelligence · Computer Science 2023-01-18 Mojmír Mutný , Andreas Krause

We propose a new variable selection procedure for a functional linear model with multiple scalar responses and multiple functional predictors. This method is based on basis expansions of the involved functional predictors and coefficients…

Statistics Theory · Mathematics 2023-11-03 Alban Mina Mbina , Guy Martial Nkiet

This paper develops a frequentist solution to the functional calibration problem, where the value of a calibration parameter in a computer model is allowed to vary with the value of control variables in the physical system. The need of…

Methodology · Statistics 2021-07-20 Rui Tuo , Shiyuan He , Arash Pourhabib , Yu Ding , Jianhua Z. Huang

Motivated by the abundance of functional data such as time series and images, there has been a growing interest in integrating such data into neural networks and learning maps from function spaces to R (i.e., functionals). In this paper, we…

Machine Learning · Statistics 2024-03-20 Tian-Yi Zhou , Namjoon Suh , Guang Cheng , Xiaoming Huo

A linear multiple regression model in function spaces is formulated, under temporal correlated errors. This formulation involves kernel regressors. A generalized least-squared regression parameter estimator is derived. Its asymptotic…

Statistics Theory · Mathematics 2018-08-07 M. D. Ruiz-Medina , D. Miranda , R. M. Espejo

We propose a novel adaptive learning algorithm based on iterative orthogonal projections in the Cartesian product of multiple reproducing kernel Hilbert spaces (RKHSs). The task is estimating/tracking nonlinear functions which are supposed…

Machine Learning · Computer Science 2015-10-28 Masahiro Yukawa

Estimating the dissipativity of nonlinear systems from empirical data is useful for the analysis and control of nonlinear systems, especially when an accurate model is unavailable. Based on a Koopman operator model of the nonlinear system…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Xiuzhen Ye , Wentao Tang

In this paper, we propose methods for functional predictor selection and the estimation of smooth functional coefficients simultaneously in a scalar-on-function regression problem under high-dimensional multivariate functional data setting.…

Methodology · Statistics 2022-05-04 Ali Mahzarnia , Jun Song

Variable selection is central to high-dimensional data analysis, and various algorithms have been developed. Ideally, a variable selection algorithm shall be flexible, scalable, and with theoretical guarantee, yet most existing algorithms…

Machine Learning · Statistics 2021-02-04 Xin He , Junhui Wang , Shaogao Lv

Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build on the theory of learning vector-valued functions in the…

Machine Learning · Computer Science 2017-06-28 Magda Gregorová , Alexandros Kalousis , Stéphane Marchand-Maillet

In the multivariate regression, also referred to as multi-task learning in machine learning, the goal is to recover a vector-valued function based on noisy observations. The vector-valued function is often assumed to be of low rank.…

Statistics Theory · Mathematics 2020-05-05 Wenjia Wang , Yi-Hui Zhou

Multiscale Models are known to be successful in uncovering and analyzing the structures in data at different resolutions. In the current work we propose a feature driven Reproducing Kernel Hilbert space (RKHS), for which the associated…

Machine Learning · Computer Science 2022-08-24 Prashant Shekhar , Abani Patra

In statistical learning, identifying underlying structures of true target functions based on observed data plays a crucial role to facilitate subsequent modeling and analysis. Unlike most of those existing methods that focus on some…

Machine Learning · Statistics 2021-05-04 Xin He , Yeheng Ge , Xingdong Feng

This paper investigates a general regularization framework for unsupervised domain adaptation in vector-valued regression under the covariate shift assumption, utilizing vector-valued reproducing kernel Hilbert spaces (vRKHS). Covariate…

Statistics Theory · Mathematics 2026-01-30 Markus Holzleitner , Sergiy Pereverzyev , Sergei V. Pereverzyev , Vaibhav Silmana , S. Sivananthan

Under the reproducing kernel Hilbert spaces (RKHS), we consider the penalized least-squares of the partially functional linear models (PFLM), whose predictor contains both functional and traditional multivariate parts, and the multivariate…

Statistics Theory · Mathematics 2022-10-03 Huiming Zhang , Xiaoyu Lei

Many scientific studies collect data where the response and predictor variables are both functions of time, location, or some other covariate. Understanding the relationship between these functional variables is a common goal in these…

Methodology · Statistics 2019-02-12 Xiaoxiao Sun , Pang Du , Xiao Wang , Ping Ma

We consider nonparametric prediction with multiple covariates, in particular categorical or functional predictors, or a mixture of both. The method proposed bases on an extension of the Nadaraya-Watson estimator where a kernel function is…

Methodology · Statistics 2022-08-05 Leonie Selk , Jan Gertheiss

In this paper we consider the problems of supervised classification and regression in the case where attributes and labels are functions: a data is represented by a set of functions, and the label is also a function. We focus on the use of…

Machine Learning · Computer Science 2016-11-03 Hachem Kadri , Emmanuel Duflos , Philippe Preux , Stéphane Canu , Alain Rakotomamonjy , Julien Audiffren

This paper extends a conventional, general framework for online adaptive estimation problems for systems governed by unknown nonlinear ordinary differential equations. The central feature of the theory introduced in this paper represents…

Systems and Control · Computer Science 2017-07-11 Parag Bobade , Suprotim Majumdar , Savio Pereira , Andrew J. Kurdila , John B. Ferris

We describe a method to perform functional operations on probability distributions of random variables. The method uses reproducing kernel Hilbert space representations of probability distributions, and it is applicable to all operations…

Machine Learning · Statistics 2016-09-14 Bernhard Schölkopf , Krikamol Muandet , Kenji Fukumizu , Jonas Peters