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相关论文: Local linear regression for functional data

200 篇论文

We propose in this work to derive a CLT in the functional linear regression model to get confidence sets for prediction based on functional linear regression. The main difficulty is due to the fact that estimation of the functional…

统计理论 · 数学 2016-08-16 Hervé Cardot , André Mas , Pascal Sarda

The function-on-function regression model is fundamental for analyzing relationships between functional covariates and responses. However, most existing function-on-function regression methodologies assume independence between observations,…

统计方法学 · 统计学 2025-12-02 Ufuk Beyaztas , Han Lin Shang , Gizel Bakicierler Sezer

We consider the problem of estimating the slope parameter in functional linear instrumental regression, where in the presence of an instrument W, i.e., an exogenous random function, a scalar response Y is modeled in dependence of an…

统计理论 · 数学 2016-03-16 Jan Johannes

We propose an estimation procedure for linear functionals based on Gaussian model selection techniques. We show that the procedure is adaptive, and we give a non asymptotic oracle inequality for the risk of the selected estimator with…

统计理论 · 数学 2008-10-27 Béatrice Laurent , Carenne Ludeña , Clémentine Prieur

We consider the model of nonregular nonparametric regression where smoothness constraints are imposed on the regression function $f$ and the regression errors are assumed to decay with some sharpness level at their endpoints. The aim of…

统计理论 · 数学 2014-10-02 Moritz Jirak , Alexander Meister , Markus Reiß

We study additive function-on-function regression where the mean response at a particular time point depends on the time point itself as well as the entire covariate trajectory. We develop a computationally efficient estimation methodology…

统计方法学 · 统计学 2016-12-15 Janet S. Kim , Ana-Maria Staicu , Arnab Maity , Raymond J. Carroll , David Ruppert

In recent years, functional linear models have attracted growing attention in statistics and machine learning, with the aim of recovering the slope function or its functional predictor. This paper considers online regularized learning…

机器学习 · 统计学 2022-11-28 Yuan Mao , Zheng-Chu Guo

Fully nonparametric methods for regression from functional data have poor accuracy from a statistical viewpoint, reflecting the fact that their convergence rates are slower than nonparametric rates for the estimation of high-dimensional…

统计理论 · 数学 2012-11-22 Dong Chen , Peter Hall , Hans-Georg Müller

In this paper, we study the estimation and inference of change points under a functional linear regression model with changes in the slope function. We present a novel Functional Regression Binary Segmentation (FRBS) algorithm which is…

统计方法学 · 统计学 2026-02-02 Shivam Kumar , Haotian Xu , Haeran Cho , Daren Wang

Locally weighted regression was created as a nonparametric learning method that is computationally efficient, can learn from very large amounts of data and add data incrementally. An interesting feature of locally weighted regression is…

机器学习 · 计算机科学 2014-02-05 Franziska Meier , Philipp Hennig , Stefan Schaal

We investigate nonparametric regression methods based on spatial depth and quantiles when the response and the covariate are both functions. As in classical quantile regression for finite dimensional data, regression techniques developed…

统计方法学 · 统计学 2018-02-14 Joydeep Chowdhury , Probal Chaudhuri

We study optimal procedures for estimating a linear functional based on observational data. In many problems of this kind, a widely used assumption is strict overlap, i.e., uniform boundedness of the importance ratio, which measures how…

统计理论 · 数学 2023-01-18 Wenlong Mou , Peng Ding , Martin J. Wainwright , Peter L. Bartlett

This paper deals with a linear model of regression on quantiles when the explanatory variable takes values in some functional space and the response is scalar. We propose a spline estimator of the functional coefficient that minimizes a…

统计理论 · 数学 2016-08-14 Hervé Cardot , Christophe Crambes , Pascal Sarda

We study parameter estimation and asymptotic inference for sparse nonlinear regression. More specifically, we assume the data are given by $y = f( x^\top \beta^* ) + \epsilon$, where $f$ is nonlinear. To recover $\beta^*$, we propose an…

机器学习 · 统计学 2015-11-17 Zhuoran Yang , Zhaoran Wang , Han Liu , Yonina C. Eldar , Tong Zhang

Functional autoregressive (FAR) models provide a fundamental framework for analyzing temporally dependent functional data. However, the infinite-dimensional nature of the underlying Hilbert space introduces intrinsic ill-posedness, as the…

统计方法学 · 统计学 2025-11-17 Ying Niu , Yuwei Zhao , Zhao Chen , Christina Dan Wang

We establish minimax convergence rates for classification of functional data and for nonparametric regression with functional design variables. The optimal rates are of logarithmic type under smoothness constraints on the functional density…

统计理论 · 数学 2016-03-31 Alexander Meister

We consider an enlarged dimension reduction space in functional inverse regression. Our operator and functional analysis based approach facilitates a compact and rigorous formulation of the functional inverse regression problem. It also…

统计理论 · 数学 2015-03-13 Ting-Li Chen , Su-Yun Huang , Yanyuan Ma , I-Ping Tu

In the last few decades, building regression models for non-scalar variables, including time series, text, image, and video, has attracted increasing interests of researchers from the data analytic community. In this paper, we focus on a…

机器学习 · 计算机科学 2020-12-01 Qiyao Wang , Haiyan Wang , Chetan Gupta , Aniruddha Rajendra Rao , Hamed Khorasgani

We prove weak convergence in a separable Hilbert space for estimators of high-dimensional regression coefficients, which yields asymptotic normality and enables direct use of standard asymptotic tools such as the continuous mapping theorem.…

统计理论 · 数学 2026-05-05 Kou Fujimori , Koji Tsukuda

In the functional linear regression model, many methods have been proposed and studied to estimate the slope function while the functional predictor was observed in the entire domain. However, works on functional linear regression models…

统计方法学 · 统计学 2021-12-21 Yafei Wang , Tingyu Lai , Bei Jiang , Linglong Kong , Zhongzhan Zhang