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Motivated by risk assessment of coastal flooding, we consider time-consuming simulators with a spatial output. The aim is to perform sensitivity analysis (SA), quantifying the influence of input parameters on the output. There are three…

Functional principal component analysis (FPCA) is a key tool in the study of functional data, driving both exploratory analyses and feature construction for use in formal modeling and testing procedures. However, existing methods for FPCA…

Methodology · Statistics 2026-03-24 Caitrin Murphy , Eric Laber , Rhonda Merwin , Brian Reich , Jake Koerner

Modern biomedical studies frequently collect complex, high-dimensional physiological signals using wearables and sensors along with time-to-event outcomes, making efficient variable selection methods crucial for interpretation and improving…

Methodology · Statistics 2026-04-22 Yuanzhen Yue , Stella Self , Yichao Wu , Jiajia Zhang , Rahul Ghosal

Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…

Statistics Theory · Mathematics 2022-01-14 Qin Fang , Shaojun Guo , Xinghao Qiao

Establishing causality is a fundamental goal in fields like medicine and social sciences. While randomized controlled trials are the gold standard for causal inference, they are not always feasible or ethical. Observational studies can…

Statistics Theory · Mathematics 2024-12-03 Andrew Ying

In the age of digital healthcare, passively collected physical activity profiles from wearable sensors are a preeminent tool for evaluating health outcomes. In order to fully leverage the vast amounts of data collected through wearable…

We propose a function-on-function linear regression model for time-dependent curve data that is consistently estimated by imposing factor structures on the regressors. An integral operator based on cross-covariances identifies two…

Econometrics · Economics 2025-08-08 Sven Otto , Luis Winter

The functional linear model is a popular tool to investigate the relationship between a scalar/functional response variable and a scalar/functional covariate. We generalize this model to a functional linear mixed-effects model when repeated…

Methodology · Statistics 2016-01-07 Baisen Liu , Jiguo Cao

We propose Fractional Policy Gradients (FPG), a reinforcement learning framework incorporating fractional calculus for long-term temporal modeling in policy optimization. Standard policy gradient approaches face limitations from Markovian…

Machine Learning · Computer Science 2025-07-02 Urvi Pawar , Kunal Telangi

Functional magnetic resonance imaging or functional MRI (fMRI) is a non-invasive way to assess brain activity by detecting changes associated with blood flow. In this work, we propose a full Bayesian procedure to analyze fMRI data for…

We consider the functional regression model with multivariate response and functional predictors. Compared to fitting each individual response variable separately, taking advantage of the correlation between the response variables can…

Methodology · Statistics 2026-02-04 Ruiyan Luo , Xin Qi

Functional Principal Components Analysis (FPCA) provides a parsimonious, semi-parametric model for multivariate, sparsely-observed functional data. Frequentist FPCA approaches estimate principal components (PCs) from the data, then…

Methodology · Statistics 2026-05-11 Joseph Sartini , Scott Zeger , Ciprian Crainiceanu

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…

Causal inference is paramount for understanding the effects of interventions, yet extracting personalized insights from increasingly complex data remains a significant challenge for modern machine learning. This is the case, in particular,…

Methodology · Statistics 2026-02-12 Filippo Salmaso , Lorenzo Testa , Francesca Chiaromonte

Functional time series have become an integral part of both functional data and time series analysis. Important contributions to methodology, theory and application for the prediction of future trajectories and the estimation of functional…

Methodology · Statistics 2017-01-04 Alexander Aue , Johannes Klepsch

Since many physical laws -- from classical mechanics to electromagnetism -- are formulated as two-body interactions, the same perspective naturally extends to biological and social dynamics. Here we focus on rhythmic phenomena, where phase…

Adaptation and Self-Organizing Systems · Physics 2025-08-26 Ryosuke Yoneda , Haruma Furukawa , Daigo Fujiwara , Toshio Aoyagi

This paper investigates a partially linear spatial autoregressive panel data model that incorporates fixed effects, constant and time-varying regression coefficients, and a time-varying spatial lag coefficient. A two-stage least squares…

Statistics Theory · Mathematics 2024-10-15 Lingling Tian , Chuanhua Wei , Mixia Wu

Bootstrap methods for estimating the long-run covariance of stationary functional time series are considered. We introduce a versatile bootstrap method that relies on functional principal component analysis, where principal component scores…

Computation · Statistics 2016-10-05 Han Lin Shang

Online Passive-Aggressive (PA) learning is a class of online margin-based algorithms suitable for a wide range of real-time prediction tasks, including classification and regression. PA algorithms are formulated in terms of deterministic…

Machine Learning · Statistics 2015-09-09 Arnold Salas , Stephen J. Roberts , Michael A. Osborne

This study introduces an inverse behavioral optimization framework that integrates QALY-based health outcomes, ROI-driven incentives, and adaptive behavioral learning to quantify how policy design shapes national healthcare performance.…

Mathematical Finance · Quantitative Finance 2025-10-28 Jinho Cha , Justin Yu , Junyeol Ryu , Eunchan Daniel Cha , Hyeyoung Hwang