相关论文: Local linear regression for functional data
In this study, we develop an asymptotic theory of nonparametric regression for a locally stationary functional time series. First, we introduce the notion of a locally stationary functional time series (LSFTS) that takes values in a…
Functional regression is very crucial in functional data analysis and a linear relationship between scalar response and functional predictor is often assumed. However, the linear assumption may not hold in practice, which makes the methods…
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…
The main purpose is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of…
We consider the problem of estimating the value of a linear functional in nonparametric instrumental regression, where in the presence of an instrument W a response Y is modeled in dependence of an endogenous explanatory variable Z. The…
We propose a generalized functional linear regression model for a regression situation where the response variable is a scalar and the predictor is a random function. A linear predictor is obtained by forming the scalar product of the…
We consider the problem of estimating the slope parameter in functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of second order stationary random functions X1,...,Xn. An orthogonal series estimator of…
To address functional-output regression, we introduce projection learning (PL), a novel dictionary-based approach that learns to predict a function that is expanded on a dictionary while minimizing an empirical risk based on a functional…
This paper develops a general asymptotic theory of local polynomial (LP) regression for spatial data observed at irregularly spaced locations in a sampling region $R_n \subset \mathbb{R}^d$. We adopt a stochastic sampling design that can…
We study the non-parametric estimation of the value ${\theta}(f )$ of a linear functional evaluated at an unknown density function f with support on $R_+$ based on an i.i.d. sample with multiplicative measurement errors. The proposed…
Nonparametric regression is a standard statistical tool with increased importance in the Big Data era. Boundary points pose additional difficulties but local polynomial regression can be used to alleviate them. Local linear regression, for…
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…
A partial least squares regression is proposed for estimating the function-on-function regression model where a functional response and multiple functional predictors consist of random curves with quadratic and interaction effects. The…
In this study, we develop an asymptotic theory of nonparametric regression for locally stationary random fields (LSRFs) $\{{\bf X}_{{\bf s}, A_{n}}: {\bf s} \in R_{n} \}$ in $\mathbb{R}^{p}$ observed at irregularly spaced locations in…
Samples of curves, or functional data, usually present phase variability in addition to amplitude variability. Existing functional regression methods do not handle phase variability in an efficient way. In this paper we propose a functional…
In this paper, we built a new nonparametric regression estimator with the local linear method by using the mean squared relative error as a loss function when the data are subject to random right censoring. We establish the uniform almost…
Location estimation is a central problem in functional data analysis. In this paper, we investigate penalized spline estimators of location for discretely sampled functional data under a broad class of convex loss functions. Our framework…
In this paper we investigate the problem of estimating the regression function in models with correlated observations. The data is obtained from several experimental units each of them forms a time series. We propose a new estimator based…
We study in this paper a smoothness regularization method for functional linear regression and provide a unified treatment for both the prediction and estimation problems. By developing a tool on simultaneous diagonalization of two positive…
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…