Minimax prediction for functional linear regression with functional responses in reproducing kernel Hilbert spaces
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Publication:495394
DOI10.1016/J.JMVA.2015.06.005zbMATH Open1327.62216arXiv1211.4080OpenAlexW1575783240MaRDI QIDQ495394FDOQ495394
Authors: Heng Lian 
Publication date: 10 September 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Abstract: In this article, we consider convergence rates in functional linear regression with functional responses, where the linear coefficient lies in a reproducing kernel Hilbert space (RKHS). Without assuming that the reproducing kernel and the covariate covariance kernel are aligned, or assuming polynomial rate of decay of the eigenvalues of the covariance kernel, convergence rates in prediction risk are established. The corresponding lower bound in rates is derived by reducing to the scalar response case. Simulation studies and two benchmark datasets are used to illustrate that the proposed approach can significantly outperform the functional PCA approach in prediction.
Full work available at URL: https://arxiv.org/abs/1211.4080
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Cited In (24)
- Convergence rates of support vector machines regression for functional data
- Functional linear regression with Huber loss
- Faster convergence rate for functional linear regression in reproducing kernel Hilbert spaces
- Regression models for functional data by reproducing kernel Hilbert spaces methods
- M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space
- A reproducing kernel Hilbert space approach to functional linear regression
- Functional sliced inverse regression in a reproducing kernel Hilbert space: a theoretical connection to functional linear regression
- Function-on-function quadratic regression models
- Optimal rate for prediction when predictor and response are functions
- Optimal Penalized Function-on-Function Regression Under a Reproducing Kernel Hilbert Space Framework
- Optimal prediction for high-dimensional functional quantile regression in reproducing kernel Hilbert spaces
- Non-asymptotic error bound for optimal prediction of function-on-function regression by RKHS approach
- Partially functional linear regression in reproducing kernel Hilbert spaces
- Statistical inference for function-on-function linear regression
- Optimal Function-on-Function Regression With Interaction Between Functional Predictors
- Additive functional regression in reproducing kernel Hilbert spaces under smoothness condition
- Minimax and adaptive prediction for functional linear regression
- Reduced rank modeling for functional regression with functional responses
- Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces
- Fast implementation of partial least squares for function-on-function regression
- Two-sample functional linear models with functional responses
- PCA-based estimation for functional linear regression with functional responses
- Quantile trace regression via nuclear norm regularization
- Structured Functional Additive Regression in Reproducing Kernel Hilbert Spaces
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