A reproducing kernel Hilbert space approach to functional linear regression

DOI10.1214/09-AOS772MaRDI QIDQ620554zbMATH OpenOpenAlexFDO

Authors Ming Yuan, T. Tony Cai

Publication date 19 January 2011

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.2607

zbMATH Keywords

covarianceeigenfunctioneigenvaluefunctional linear regressionminimaxoptimal convergence rateprincipal component analysisreproducing kernel Hilbert spaceSacks-Ylvisaker conditionssimultaneous diagonalizationslope functionSobolev space

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

Abstract: 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 definite kernels, we obtain shaper results on the minimax rates of convergence and show that smoothness regularized estimators achieve the optimal rates of convergence for both prediction and estimation under conditions weaker than those for the functional principal components based methods developed in the literature. Despite the generality of the method of regularization, we show that the procedure is easily implementable. Numerical results are obtained to illustrate the merits of the method and to demonstrate the theoretical developments.

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Cited in

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• Stochastic functional linear models and Malliavin calculus
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• A two-sample test for mean functions with increasing number of projections
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• \(L_1\)-penalization in functional linear regression with subgaussian design
• Reproducing kernel Hilbert spaces and local polynomial estimation of smooth functionals
• Minimax prediction for functional linear regression with functional responses in reproducing kernel Hilbert spaces
• Adaptive global testing for functional linear models
• Nonparametric random effects functional regression model using Gaussian process priors
• Partial functional partially linear single-index models
• Hypothesis testing in large-scale functional linear regression
• Physics information aided kriging using stochastic simulation models
• Estimation for Functional Single Index Models with Unknown Link Functions
• Estimation and Model Selection for Nonparametric Function-on-Function Regression
• Coefficient regularizer based simultaneous regression estimation
• Estimating Truncated Functional Linear Models With a Nested Group Bridge Approach
• Functional Regression for Densely Observed Data With Novel Regularization
• Test for the parametric part in partial functional linear regression based on B-spline
• Smooth predictive model fitting in regression
• Predicting clinical outcomes in glioblastoma: an application of topological and functional data analysis
• Inference for generalized partial functional linear regression
• Bayesian scalar on image regression with nonignorable nonresponse
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