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Conditional copula models allow dependence structures to vary with observed covariates while preserving a separation between marginal behavior and association. We study the uniform asymptotic behavior of kernel-weighted local likelihood…
In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…
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…
Longitudinal Dispersion(LD) is the dominant process of scalar transport in natural streams. An accurate prediction on LD coefficient(Dl) can produce a performance leap in related simulation. The emerging machine learning(ML) techniques…
This study develops a functional Liu-type shrinkage estimator (fLiu) for scalar-on-function regression in the presence of strong multicollinearity and high-dimensional functional predictors. The approach extends the classical Liu estimator…
Newton's method has been thoroughly studied for the class of self-concordant functions. However, a local analysis specific to strongly self-concordant functions (a subclass of the former) is missing from the literature. The local quadratic…
This paper introduces a novel spatial scalar-on-function quantile regression model that extends classical scalar-on-function models to account for spatial dependence and heterogeneous conditional distributions. The proposed model…
We introduce inferential methods for prediction based on functional random effects in generalized functional mixed effects models. This is similar to the inference for random effects in generalized linear mixed effects models (GLMMs), but…
In this paper, we introduce a novel method to generate interpretable regression function estimators. The idea is based on called data-dependent coverings. The aim is to extract from the data a covering of the feature space instead of a…
In this study, we focus on the analysis of financial data in a federated setting, wherein data is distributed across multiple clients or locations, and the raw data never leaves the local devices. Our primary focus is not only on the…
The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimated by local smoothing methods, e.g. local linear estimator.…
Finite mixture distributions arise in sampling a heterogeneous population. Data drawn from such a population will exhibit extra variability relative to any single subpopulation. Statistical models based on finite mixtures can assist in the…
This paper is concerned with inference on the regression function of a high-dimensional linear model when outcomes are missing at random. We propose an estimator which combines a Lasso pilot estimate of the regression function with a bias…
We tackle estimation and prediction at non-visted sites in a spatial semi-functional linear regression model with derivatives that combines a functional linear model with a nonparametric regression one. The parametric part is estimated by a…
In this paper, we consider a single-index mixed model with longitudinal data. A new set of estimating equations is proposed to estimate the single-index coefficient. The link function is estimated by using the local linear smoothing.…
This paper discusses minimum distance estimation method in the linear regression model with dependent errors which are strongly mixing. The regression parameters are estimated through the minimum distance estimation method, and asymptotic…
Electric load forecasting is essential for power management and stability in smart grids. This is mainly achieved via advanced metering infrastructure, where smart meters (SMs) record household energy data. Traditional machine learning (ML)…
The federated learning (FL) framework trains a machine learning model using decentralized data stored at edge client devices by periodically aggregating locally trained models. Popular optimization algorithms of FL use vanilla (stochastic)…
Recent technological developments have enabled us to collect complex and high-dimensional data in many scientific fields, such as population health, meteorology, econometrics, geology, and psychology. It is common to encounter such datasets…
Meta federated learning (FL) is a personalized variant of FL, where multiple agents collaborate on training an initial shared model without exchanging raw data samples. The initial model should be trained in a way that current or new agents…