Minimax prediction for functional linear regression with functional responses in reproducing kernel Hilbert spaces
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Publication:495394
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.
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Cited in
(25)- Two-sample functional linear models with functional responses
- Faster convergence rate for functional linear regression in reproducing kernel Hilbert spaces
- Optimal Function-on-Function Regression With Interaction Between Functional Predictors
- Additive functional regression in reproducing kernel Hilbert spaces under smoothness condition
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- Regression models for functional data by reproducing kernel Hilbert spaces methods
- Minimax and adaptive prediction for functional linear regression
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- Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces
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- Optimal prediction for high-dimensional functional quantile regression in reproducing kernel Hilbert spaces
- Fast implementation of partial least squares for function-on-function regression
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