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In this paper we consider a regression model that allows for time series covariates as well as heteroscedasticity with a regression function that is modelled nonparametrically. We assume that the regression function changes at some unknown…

Statistics Theory · Mathematics 2019-09-17 Maria Mohr , Leonie Selk

Functional linear regression analysis aims to model regression relations which include a functional predictor. The analog of the regression parameter vector or matrix in conventional multivariate or multiple-response linear regression…

Statistics Theory · Mathematics 2011-02-28 Yichao Wu , Jianqing Fan , Hans-Georg Müller

This paper focuses on the analysis of spatially correlated functional data. The between-curve correlation is modeled by correlating functional principal component scores of the functional data. We propose a Spatial Principal Analysis by…

Statistics Theory · Mathematics 2014-11-19 Chong Liu , Surajit Ray , Giles Hooker

Ubiquitous linear Gaussian exploratory tools such as principle component analysis (PCA) and factor analysis (FA) remain widely used as tools for: exploratory analysis, pre-processing, data visualization and related tasks. However, due to…

Machine Learning · Computer Science 2021-03-02 Adam Farooq , Yordan P. Raykov , Petar Raykov , Max A. Little

We introduce a new compositional framework for generalized variational inference, clarifying the different parts of a model, how they interact, and how they compose. We explain that both exact Bayesian inference and the loss functions…

Machine Learning · Statistics 2025-03-26 Toby St Clere Smithe , Marco Perin

We introduce a spatial function-on-function regression model to capture spatial dependencies in functional data by integrating spatial autoregressive techniques with functional principal component analysis. The proposed model addresses a…

We develop new flexible univariate models for light-tailed and heavy-tailed data, which extend a hierarchical representation of the generalized Pareto (GP) limit for threshold exceedances. These models can accommodate departure from…

Methodology · Statistics 2020-09-14 Rishikesh Yadav , Raphaël Huser , Thomas Opitz

We develop a Fisher-consistent redescending robust estimator for the spatial scalar-on-function regression model, where a scalar response depends on both a functional predictor and a spatial autoregressive lag. Existing estimation…

Methodology · Statistics 2026-05-04 Muge Mutis , Ufuk Beyaztas , Han Lin Shang

In this article, we consider the problem of estimating the index parameter $\alpha_0$ in the single index model $E[Y |X] = f_0(\alpha_0^T X)$ with $f_0$ the unknown ridge function defined on $\mathbb{R}$, $X$ a d-dimensional covariate and…

Statistics Theory · Mathematics 2017-12-19 Fadoua Balabdaoui , Gian-Andrea Thanei

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

We study the semiparametric efficient estimation of a class of linear functionals in settings where a complete multivariate dataset is supplemented by additional datasets recording subsets of the variables of interest. These datasets are…

Statistics Theory · Mathematics 2025-06-19 Thomas B. Berrett

This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…

Machine Learning · Computer Science 2020-11-26 Talal Ahmed , Haroon Raja , Waheed U. Bajwa

In this paper we analyze a budgeted learning setting, in which the learner can only choose and observe a small subset of the attributes of each training example. We develop efficient algorithms for ridge and lasso linear regression, which…

Machine Learning · Computer Science 2014-10-24 Doron Kukliansky , Ohad Shamir

We propose a method for adaptive nonlinear sequential modeling of vector-time series data. Data is modeled as a nonlinear function of past values corrupted by noise, and the underlying non-linear function is assumed to be approximately…

Methodology · Statistics 2017-10-11 Qiuyi Han , Jie Ding , Edoardo Airoldi , Vahid Tarokh

In this paper, we propose a covariate-adjusted nonlinear regression model. In this model, both the response and predictors can only be observed after being distorted by some multiplicative factors. Because of nonlinearity, existing methods…

Statistics Theory · Mathematics 2009-08-14 Xia Cui , Wensheng Guo , Lu Lin , Lixing Zhu

The restricted polynomially-tilted pairwise interaction (RPPI) distribution gives a flexible model for compositional data. It is particularly well-suited to situations where some of the marginal distributions of the components of a…

Methodology · Statistics 2023-05-15 Janice L. Scealy , Kassel L. Hingee , John T. Kent , Andrew T. A. Wood

Heterogeneity is an unwanted variation when analyzing aggregated datasets from multiple sources. Though different methods have been proposed for heterogeneity adjustment, no systematic theory exists to justify these methods. In this work,…

Methodology · Statistics 2016-02-18 Jianqing Fan , Han Liu , Weichen Wang , Ziwei Zhu

One important problem in microbiome analysis is to identify the bacterial taxa that are associated with a response, where the microbiome data are summarized as the composition of the bacterial taxa at different taxonomic levels. This paper…

Applications · Statistics 2016-03-04 Pixu Shi , Anru Zhang , Hongzhe Li

Constrained radial basis function (RBF) regression has recently emerged as a powerful meshless tool for reconstructing continuous velocity fields from scattered flow measurements, particularly in image-based velocimetry. However, existing…

Fluid Dynamics · Physics 2026-03-27 Damien Rigutto , Manuel Ratz , Miguel A. Mendez

The spatial random-effects model is flexible in modeling spatial covariance functions, and is computationally efficient for spatial prediction via fixed rank kriging. However, the success of this model depends on an appropriate set of basis…

Methodology · Statistics 2015-04-23 ShengLi Tzeng , Hsin-Cheng Huang
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