Related papers: A novel generalized additive scalar-on-function re…
We propose a method to detect model misspecifications in nonlinear causal additive and potentially heteroscedastic noise models. We aim to identify predictor variables for which we can infer the causal effect even in cases of such…
Many modern datasets, from areas such as neuroimaging and geostatistics, come in the form of a random sample of tensor-valued data which can be understood as noisy observations of a smooth multidimensional random function. Most of the…
Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and…
We propose novel methods for predictive (sparse) PCA with spatially misaligned data. These methods identify principal component loading vectors that explain as much variability in the observed data as possible, while also ensuring the…
In supervised learning, the output variable to be predicted is often represented as a function, such as a spectrum or probability distribution. Despite its importance, functional output regression remains relatively unexplored. In this…
Transformations of covariates are widely used in applied statistics to improve interpretability and to satisfy assumptions required for valid inference. More broadly, feature engineering encompasses a wider set of practices aimed at…
We discuss scalar-on-function regression models where all parameters of the assumed response distribution can be modeled depending on covariates. We thus combine signal regression models with generalized additive models for location, scale…
The generalized linear model is widely used in all areas of applied statistics and while correct asymptotic inference can be achieved under misspecification of the distributional assumptions, a correctly specified mean structure is crucial…
Our research proposes a novel method for reducing the dimensionality of functional data, specifically for the case where the response is a scalar and the predictor is a random function. Our method utilizes distance covariance, and has…
Longitudinal binary or count functional data are common in neuroscience, but are often too large to analyze with existing functional regression methods. We propose one-step penalized generalized estimating equations that supports…
Motivated by regression analysis for microbiome compositional data, this paper considers generalized linear regression analysis with compositional covariates, where a group of linear constraints on regression coefficients are imposed to…
This paper introduces a new kind of seasonal fractional autoregressive process (SFAR) driven by fractional Gaussian noise (fGn). The new model includes a standard seasonal AR model and fGn. {The estimation of the parameters of this new…
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…
Blockwise missing data occurs frequently when we integrate multisource or multimodality data where different sources or modalities contain complementary information. In this paper, we consider a high-dimensional linear regression model with…
Mixed membership models, or partial membership models, are a flexible unsupervised learning method that allows each observation to belong to multiple clusters. In this paper, we propose a Bayesian mixed membership model for functional data.…
In this paper, we will outline a novel data-driven method for estimating functions in a multivariate nonparametric regression model based on an adaptive knot selection for B-splines. The underlying idea of our approach for selecting knots…
A recent development in extreme value modeling uses the geometry of the dataset to perform inference on the multivariate tail. A key quantity in this inference is the gauge function, whose values define this geometry. Methodology proposed…
The problem of estimating missing fragments of curves from a functional sample has been widely considered in the literature. However, a majority of the reconstruction methods rely on estimating the covariance matrix or the components of its…
We propose a nonlinear function-on-function regression model where both the covariate and the response are random functions. The nonlinear regression is carried out in two steps: we first construct Hilbert spaces to accommodate the…
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…