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)- Convergence rates of support vector machines regression for functional data
- Functional linear regression with Huber loss
- A Gradient Iteration Method for Functional Linear Regression in Reproducing Kernel Hilbert Spaces
- Regression models for functional data by reproducing kernel Hilbert spaces methods
- Faster convergence rate for functional linear regression in reproducing kernel Hilbert spaces
- 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
- Function-on-function quadratic regression models
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- Optimal prediction for high-dimensional functional quantile regression in reproducing kernel Hilbert spaces
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- Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces
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- Minimax and adaptive prediction for functional linear regression
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- Quantile trace regression via nuclear norm regularization
- Structured Functional Additive Regression in Reproducing Kernel Hilbert Spaces
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