Functional linear regression that's interpretable

DOI10.1214/08-AOS641MaRDI QIDQ834333zbMATH OpenOpenAlexFDO

Authors Gareth M. James, Jing Wang, Ji Zhu

Publication date 19 August 2009

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

Full work available at URL https://arxiv.org/abs/0908.2918

zbMATH Keywords

Canadian weather dataDantzig selectorfunctional linear regressioninterpretable regressionlasso

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Linear inference, regression (62J99) Applications of statistics to environmental and related topics (62P12)

Abstract: Regression models to relate a scalar $Y$ to a functional predictor $X(t)$ are becoming increasingly common. Work in this area has concentrated on estimating a coefficient function, $$, with $Y$ related to $X(t)$ through $$. Regions where $$ correspond to places where there is a relationship between $X(t)$ and $Y$. Alternatively, points where $$ indicate no relationship. Hence, for interpretation purposes, it is desirable for a regression procedure to be capable of producing estimates of $$ that are exactly zero over regions with no apparent relationship and have simple structures over the remaining regions. Unfortunately, most fitting procedures result in an estimate for $$ that is rarely exactly zero and has unnatural wiggles making the curve hard to interpret. In this article we introduce a new approach which uses variable selection ideas, applied to various derivatives of $$, to produce estimates that are both interpretable, flexible and accurate. We call our method "Functional Linear Regression That's Interpretable" (FLiRTI) and demonstrate it on simulated and real-world data sets. In addition, non-asymptotic theoretical bounds on the estimation error are presented. The bounds provide strong theoretical motivation for our approach.

Recommendations

• Functional linear regression with derivatives
• Varying-coefficient functional linear regression
• Interpretable sparse SIR for functional data
• scientific article; zbMATH DE number 2015204
• Functional linear regression with points of impact

Cites work

• A generalized Dantzig selector with shrinkage tuning
• A Statistical View of Some Chemometrics Regression Tools
• Applied functional data analysis. Methods and case studies
• Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
• Atomic Decomposition by Basis Pursuit
• Curves discrimination: a nonparametric functional approach
• DASSO: Connections Between the Dantzig Selector and Lasso
• Decoding by Linear Programming
• Functional Adaptive Model Estimation
• Functional data analysis.
• Functional linear discriminant analysis for irregularly sampled curves
• Generalized functional linear models
• Generalized Linear Models with Functional Predictors
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Least angle regression. (With discussion)
• Longitudinal data analysis using generalized linear models
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Regression Analysis for a Functional Response
• Regularization and Variable Selection Via the Elastic Net
• Semiparametric and Nonparametric Regression Analysis of Longitudinal Data
• Sparsity and Smoothness Via the Fused Lasso
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• The functional nonparametric model and applications to spectrometric data
• Variable inclusion and shrinkage algorithms
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(only showing first 100 items - show all)

• Truncated estimation in functional generalized linear regression models
• Estimator selection and combination in scalar-on-function regression
• Identification of local sparsity and variable selection for varying coefficient additive hazards models
• PCA-based estimation for functional linear regression with functional responses
• Learning bounds of ERM principle for sequences of time-dependent samples
• Estimation and testing for partially functional linear errors-in-variables models
• Bayesian functional linear regression with sparse step functions
• Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
• Functional regression via variational Bayes
• Regularised forecasting via smooth-rough partitioning of the regression coefficients
• Variable selection in classification for multivariate functional data
• Scalar-on-function regression for predicting distal outcomes from intensively gathered longitudinal data: interpretability for applied scientists
• A faster U-statistic for testing independence in the functional linear models
• Smoothly adaptively centered ridge estimator
• Functional linear regression with truncated signatures
• Penalized relative error estimation of functional multiplicative regression models with locally sparse properties
• Statistical inference for the slope parameter in functional linear regression
• Robust penalized estimators for functional linear regression
• An adaptive group Lasso approach for domain selection in functional generalized linear models
• Sparse functional partial least squares regression with a locally sparse slope function
• Checking the adequacy of functional linear quantile regression model
• Function-on-scalar quantile regression with application to mass spectrometry proteomics data
• Posterior concentration for a misspecified Bayesian regression model with functional covariates
• Interpretable dimension reduction for classifying functional data
• Adaptive estimation in circular functional linear models
• Functional linear regression for functional response via sparse basis selection
• Selection of time instants and intervals with support vector regression for multivariate functional data
• Smooth LASSO estimator for the function-on-function linear regression model
• Consistent variable selection for functional regression models
• Feature selection for functional data
• Interpretable functional principal component analysis
• Local wavelet-vaguelette-based functional classification of gene expression data
• A note on application of Nesterov's method in solving lasso-type problems
• Penalized and Constrained Optimization: An Application to High-Dimensional Website Advertising
• Regularized 3D functional regression for brain image data via Haar wavelets
• \(L_1\)-penalization in functional linear regression with subgaussian design
• A semiparametric change-point regression model for longitudinal observations
• Functional linear model with zero-value coefficient function at sub-regions
• Functional logistic regression: a comparison of three methods
• Elastic functional principal component regression
• Cox regression models with functional covariates for survival data
• The functional linear array model
• Adaptive global testing for functional linear models
• Estimating Truncated Functional Linear Models With a Nested Group Bridge Approach
• A Functional Information Criterion for Region Selection in Functional Linear Models
• Smooth and locally sparse estimation for multiple-output functional linear regression
• Resampling techniques for estimating the distribution of descriptive statistics of functional data
• Estimation in functional lagged regression
• Dynamic single-index model for functional data
• Interval-wise testing for functional data
• Heterogeneous spatial dynamical regression in a Hilbert-valued context
• Linear Regression Models for Functional Data
• Elucidating Age and Sex-Dependent Association Between Frontal EEG Asymmetry and Depression: An Application of Multiple Imputation in Functional Regression
• Functional linear regression with points of impact
• Functional Group Bridge for Simultaneous Regression and Support Estimation
• Functional Principal Component Regression and Functional Partial Least‐squares Regression: An Overview and a Comparative Study
• Restricted function‐on‐function linear regression model
• Functional Data Analysis with Covariate-Dependent Mean and Covariance Structures
• Methods for Scalar‐on‐Function Regression
• Sparse clustering of functional data
• A novel framework for joint sparse clustering and alignment of functional data
• Adaptive smoothing spline estimator for the function-on-function linear regression model
• Crop Yield Prediction Using Bayesian Spatially Varying Coefficient Models with Functional Predictors
• Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression
• On optimal regression trees to detect critical intervals for multivariate functional data
• Locally sparse quantile estimation for a partially functional interaction model
• Functional concurrent hidden Markov model
• Fréchet distance-based cluster analysis for multi-dimensional functional data
• Interpretable sparse SIR for functional data
• Locally Sparse Function-on-Function Regression
• Detecting changes in the functional linear regression model
• Variable selection in generalized functional linear models
• Hypothesis testing for points of impact in functional linear regression
• Functional mixtures-of-experts
• An informative prior distribution on functions with application to functional regression
• Locally sparse and robust partial least squares in scalar-on-function regression
• Simultaneous selection and inference for varying coefficients with zero regions: a soft-thresholding approach
• A mixture of experts regression model for functional response with functional covariates
• Locally sparse estimator of generalized varying coefficient model for asynchronous longitudinal data
• Instrumental variable approach to estimating the scalar-on-function regression model with measurement error with application to energy expenditure assessment in childhood obesity
• Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions
• Estimating functional single index models with compact support
• Time-varying feature selection for longitudinal analysis
• On some stable linear functional regression estimators based on random projections
• Functional data analysis: an introduction and recent developments
• Sparse functional varying-coefficient mixture regression
• Local Signal Detection on Irregular Domains with Generalized Varying Coefficient Models
• Coefficient Shape Alignment in Multiple Functional Linear Regression
• Locally sparse estimation for functional linear models with scalar response
• Scalar on shape regression using function data
• Low-rank modeling for functional linear regression with two-way functional predictor
• Hypothesis testing for functional linear models via bootstrapping
• Functional linear models for zero-inflated count data with application to modeling hospitalizations in patients on dialysis
• Penalized functional regression using R package PFLR
• Estimation of impact ranges for functional valued predictors
• An introduction with medical applications to functional data analysis
• Biomarker detection for disease classification in longitudinal microbiome data
• Bayesian functional region selection
• Functional regression models with functional response: a new approach and a comparative study
• Functional joint model for longitudinal and time-to-event data: an application to Alzheimer's disease

Describes a project that uses

Uses Software

• fda (R)
• PDCO
• Fahrmeir

This page was built for publication: Functional linear regression that's interpretable

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q834333)