Related papers: CLT in Functional Linear Regression Models
Predicting simple function classes has been widely used as a testbed for developing theory and understanding of the trained Transformer's in-context learning (ICL) ability. In this paper, we revisit the training of Transformers on linear…
Measurement error is an important problem that has not been very well studied in the context of Functional Data Analysis. To the best of our knowledge, there are no existing methods that address the presence of functional measurement errors…
Continual learning (CL) is concerned with learning multiple tasks sequentially without forgetting previously learned tasks. Despite substantial empirical advances over recent years, the theoretical development of CL remains in its infancy.…
Large language models (LLMs) have exhibited impressive zero-shot performance on inference tasks. However, LLMs may suffer from spurious correlations between input texts and output labels, which limits LLMs' ability to reason based purely on…
In machine learning it is common to interpret each data point as a vector in Euclidean space. However the data may actually be functional i.e.\ each data point is a function of some variable such as time and the function is discretely…
Functional linear regression has recently attracted considerable interest. Many works focus on asymptotic inference. In this paper we consider in a non asymptotic framework a simple estimation procedure based on functional Principal…
Given a functional central limit (fCLT) for an estimator and a parameter transformation, we construct random processes, called functional delta residuals, which asymptotically have the same covariance structure as the limit process of the…
We prove the Central Limit Theorem (CLT) from the definition of weak convergence using the Haar wavelet basis, calculus, and elementary probability. The use of the Haar basis pinpoints the role of $L^{2}([0,1])$ in the CLT as well as the…
The linear regression model is widely used in empirical work in Economics, Statistics, and many other disciplines. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We…
Functional logistic regression is a popular model to capture a linear relationship between binary response and functional predictor variables. However, many methods used for parameter estimation in functional logistic regression are…
We consider a quadratic functional regression model in which a scalar response depends on a functional predictor; the common functional linear model is a special case. We wish to test the significance of the nonlinear term in the model. We…
This paper deals simultaneously with linear structural and functional error-in-variables models (SEIVM and FEIVM), revisiting in this context generalized and modified least squares estimators of the slope and intercept, and some methods of…
Classical finite mixture regression is useful for modeling the relationship between scalar predictors and scalar responses arising from subpopulations defined by the differing associations between those predictors and responses. Here we…
In machine learning it is common to interpret each data point as a vector in Euclidean space. However the data may actually be functional i.e.\ each data point is a function of some variable such as time and the function is discretely…
In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…
We produce a series of Central Limit Theorems (CLTs) associated to compact metric measure spaces $(K,d,\eta)$, with $\eta$ a reasonable probability measure. For the first CLT, we can ignore $\eta$ by isometrically embedding $K$ into…
In this paper, we develop a quantile functional regression modeling framework that models the distribution of a set of common repeated observations from a subject through the quantile function, which is regressed on a set of covariates to…
This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the true rank, our procedure is robust to rank misspecification,…
Functional data that are nonnegative and have a constrained integral can be considered as samples of one-dimensional density functions. Such data are ubiquitous. Due to the inherent constraints, densities do not live in a vector space and,…
The conditional logit model is a standard workhorse approach to estimating customers' product feature preferences using choice data. Using these models at scale, however, can result in numerical imprecision and optimization failure due to a…