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In this paper an additive regression model for a symmetric positive-definite matrix valued response and multiple scalar predictors is proposed. The model exploits the abelian group structure inherited from either the Log-Cholesky metric or…

统计方法学 · 统计学 2020-09-21 Zhenhua Lin , Hans-Georg Müller , Byeong U. Park

We extend Generalized Additive Models for Location, Scale, and Shape (GAMLSS) to regression with functional response. This allows us to simultaneously model point-wise mean curves, variances and other distributional parameters of the…

Additive models form a widely popular class of regression models which represent the relation between covariates and response variables as the sum of low-dimensional transfer functions. Besides flexibility and accuracy, a key benefit of…

机器学习 · 统计学 2015-05-20 Alhussein Fawzi , Mathieu Sinn , Pascal Frossard

We discuss scalar-on-function regression models where all parameters of the assumed response distribution can be modeled depending on covariates. We thus combine signal regression models with generalized additive models for location, scale…

统计计算 · 统计学 2016-05-16 Sarah Brockhaus , Andreas Fuest , Andreas Mayr , Sonja Greven

We propose an extensive framework for additive regression models for correlated functional responses, allowing for multiple partially nested or crossed functional random effects with flexible correlation structures for, e.g., spatial,…

统计方法学 · 统计学 2013-11-26 Fabian Scheipl , Ana-Maria Staicu , Sonja Greven

Rigby & Stasinopoulos (2005) introduced generalized additive models for location, scale and shape (GAMLSS) where the response distribution is not restricted to belong to the exponential family and its parameters can be specified as…

统计方法学 · 统计学 2016-05-25 Giampiero Marra , Rosalba Radice

We extend the varying coefficient functional linear model to the nonlinear model and propose a varying coefficient functional additive model. The proposed method can represent the relationship between functional predictors and a scalar…

统计方法学 · 统计学 2020-05-27 Hidetoshi Matsui

In this paper, we study an additive model where the response variable is Hilbert-space-valued and predictors are multivariate Euclidean, and both are possibly imperfectly observed. Considering Hilbert-space-valued responses allows to cover…

统计理论 · 数学 2022-12-13 Jeong Min Jeon , Germain Van Bever

Generalized additive models for location, scale and shape (GAMLSS) are a popular extension to mean regression models where each parameter of an arbitrary distribution is modelled through covariates. While such models have been developed for…

统计方法学 · 统计学 2024-12-02 Lucas Kock , Nadja Klein

In the statistical analysis of shape a goal beyond the analysis of static shapes lies in the quantification of `same' deformation of different shapes. Typically, shape spaces are modelled as Riemannian manifolds on which parallel transport…

统计方法学 · 统计学 2010-02-04 Stephan Huckemann

We propose a novel class of flexible latent-state time series regression models which we call Markov-switching generalized additive models for location, scale and shape. In contrast to conventional Markov-switching regression models, the…

统计方法学 · 统计学 2018-05-18 Timo Adam , Andreas Mayr , Thomas Kneib

We propose a comprehensive framework for additive regression models for non-Gaussian functional responses, allowing for multiple (partially) nested or crossed functional random effects with flexible correlation structures for, e.g.,…

统计方法学 · 统计学 2016-05-09 Fabian Scheipl , Jan Gertheiss , Sonja Greven

Regression analysis for responses taking values in general metric spaces has received increasing attention, particularly for settings with Euclidean predictors $X \in \mathbb{R}^p$ and non-Euclidean responses $Y$ in metric spaces. While…

统计方法学 · 统计学 2025-12-16 Wookyeong Song , Hans-Georg Müller

Generalized additive models for location, scale and shape (GAMLSS) are a flexible class of regression models that allow to model multiple parameters of a distribution function, such as the mean and the standard deviation, simultaneously.…

统计计算 · 统计学 2014-07-08 Benjamin Hofner , Andreas Mayr , Matthias Schmid

As with classic statistics, functional regression models are invaluable in the analysis of functional data. While there are now extensive tools with accompanying theory available for linear models, there is still a great deal of work to be…

统计理论 · 数学 2018-06-25 Matthew Reimherr , Bharath Sriperumbudur , Bahaeddine Taoufik

The popular generalized additive model framework is extended to allow both the mean curves and the response distribution to be nonparametric. The approach is demonstrated to be a flexible yet parsimonious tool for data analysis in its own…

统计方法学 · 统计学 2017-09-18 Alan Huang , Nanxi Zhang

We propose a flexible regression framework to model the conditional distribution of multilevel generalized multivariate functional data of potentially mixed type, e.g. binary and continuous data. We make pointwise parametric distributional…

统计方法学 · 统计学 2024-07-31 Alexander Volkmann , Nikolaus Umlauf , Sonja Greven

This paper develops a new framework, called modular regression, to utilize auxiliary information -- such as variables other than the original features or additional data sets -- in the training process of linear models. At a high level, our…

统计方法学 · 统计学 2023-11-27 Ying Jin , Dominik Rothenhäusler

Generalized additive models have been popular among statisticians and data analysts in multivariate nonparametric regression with non-Gaussian responses including binary and count data. In this paper, a new likelihood approach for fitting…

统计理论 · 数学 2008-12-18 Kyusang Yu , Byeong U. Park , Enno Mammen

We propose an $L_{2}$-based penalization algorithm for functional linear regression models, where the coefficient function is shrunk towards a data-driven shape template $\gamma$, which is constrained to belong to a class of piecewise…

统计方法学 · 统计学 2020-11-03 Edoardo Belli , Simone Vantini
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