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We consider functional data which are measured on a discrete set of observation points. Often such data are measured with additional noise. We explore in this paper the factor structure underlying this type of data. We show that the latent…

Methodology · Statistics 2021-11-23 Siegfried Hörmann , Fatima Jammoul

Data-driven algorithm design automates hyperparameter tuning, but its statistical foundations remain limited because model performance can depend on hyperparameters in implicit and highly non-smooth ways. Existing guarantees focus on the…

Machine Learning · Statistics 2026-05-13 Tung Quoc Le , Anh Tuan Nguyen , Viet Anh Nguyen

This paper proposes an imputation procedure that uses the factors estimated from a tall block along with the re-rotated loadings estimated from a wide block to impute missing values in a panel of data. Assuming that a strong factor…

Econometrics · Economics 2021-08-13 Jushan Bai , Serena Ng

Factor analysis is a widely used statistical tool in many scientific disciplines, such as psychology, economics, and sociology. As observations linked by networks become increasingly common, incorporating network structures into factor…

Methodology · Statistics 2024-03-27 Jinming Li , Gongjun Xu , Ji Zhu

The Efficient Market Hypothesis (EMH) highlights the essence of financial news in stock price movement. Financial news comes in the form of corporate announcements, news titles, and other forms of digital text. The generation of insights…

Machine Learning · Computer Science 2024-12-16 Abraham Atsiwo

We consider a novel backward-compatible paradigm of general data analytics over a recently-reported semisimple algebra (called t-algebra). We study the abstract algebraic framework over the t-algebra by representing the elements of…

Computer Vision and Pattern Recognition · Computer Science 2021-05-04 Liang Liao , Stephen John Maybank

Shape-constrained functional data encompass a wide array of application fields, such as activity profiling, growth curves, healthcare and mortality. Most existing methods for general functional data analysis often ignore that such data are…

Methodology · Statistics 2024-08-13 Poorbita Kundu , Hans-Georg Müller

Functional data analysis is becoming increasingly popular to study data from real-valued random functions. Nevertheless, there is a lack of multiple testing procedures for such data. These are particularly important in factorial designs to…

Methodology · Statistics 2024-06-04 Merle Munko , Marc Ditzhaus , Markus Pauly , Łukasz Smaga

While there exists several inferential methods for analyzing functional data in factorial designs, there is a lack of statistical tests that are valid (i) in general designs, (ii) under non-restrictive assumptions on the data generating…

Methodology · Statistics 2023-06-28 Merle Munko , Marc Ditzhaus , Markus Pauly , Łukasz Smaga , Jin-Ting Zhang

Missing data theory deals with the statistical methods in the occurrence of missing data. Missing data occurs when some values are not stored or observed for variables of interest. However, most of the statistical theory assumes that data…

We define and construct a new data structure, the tables, this structure generalizes the (finite) $k$-sets sets of Eilenberg \cite{Ei}, it is versatile (one can vary the letters, the words and the coefficients). We derive from this…

Multiagent Systems · Computer Science 2016-08-16 Cyrille Bertelle , Gérard Henry Edmond Duchamp , Khalaf Khatatneh

Functional data analysis (FDA) is a statistical framework that allows for the analysis of curves, images, or functions on higher dimensional domains. The goals of FDA, such as descriptive analyses, classification, and regression, are…

Methodology · Statistics 2023-12-12 Jan Gertheiss , David Rügamer , Bernard X. W. Liew , Sonja Greven

The notion of data depth has long been in use to obtain robust location and scale estimates in a multivariate setting. The depth of an observation is a measure of its centrality, with respect to a data set or a distribution. The data depths…

Methodology · Statistics 2009-09-29 Sara López-Pintado , Rebecka Jornsten

We present a discussion of generalized statistics based on Renyi's, Fisher's and Tsallis's measures of information. The unifying conceptual framework which we employ here is provided by information theory. Important applications of…

Statistical Mechanics · Physics 2015-06-24 Petr Jizba

When analyzing empirical data, we often find that global linear models overestimate the number of parameters required. In such cases, we may ask whether the data lies on or near a manifold or a set of manifolds (a so-called multi-manifold)…

Machine Learning · Statistics 2018-07-03 F. Patricia Medina , Linda Ness , Melanie Weber , Karamatou Yacoubou Djima

The proliferation of deep learning techniques led to a wide range of advanced analytics applications in important business areas such as predictive maintenance or product recommendation. However, as the effectiveness of advanced analytics…

Machine Learning · Computer Science 2022-12-07 Peter Kowalczyk , Giacomo Welsch , Frédéric Thiesse

We introduce generalized filtration with which we can represent situations such as some agents forget information at some specific time. The filtration is defined as a functor to a category Prob whose objects are all probability spaces and…

Mathematical Finance · Quantitative Finance 2020-11-18 Takanori Adachi , Katsushi Nakajima , Yoshihiro Ryu

In a world increasingly awash with data, the need to extract meaningful insights from data has never been more crucial. Functional Data Analysis (FDA) goes beyond traditional data points, treating data as dynamic, continuous functions,…

Statistics Theory · Mathematics 2024-04-26 Sophie Dabo-Niang , Camille Frévent

Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…

Methodology · Statistics 2021-08-27 Ioannis Kalogridis , Stefan Van Aelst

Social scientists are increasingly turning to unstructured datasets to unlock new empirical insights, e.g., estimating descriptive statistics of or causal effects on quantitative measures derived from text, audio, or video data. In many…

Econometrics · Economics 2026-05-06 Jacob Carlson