Fréchet single index models for object response regression

DOI10.1214/23-EJS2120arXiv2108.06058MaRDI QIDQ6158214FDOQ6158214

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Publication date: 31 May 2023

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: With the increasing availability of non-Euclidean data objects, statisticians are faced with the task of developing appropriate statistical methods for their analysis. For regression models in which the predictors lie in $mathbb{R}^p$ and the response variables are situated in a metric space, conditional Fr'echet means can be used to define the Fr'echet regression function. Global and local Fr'echet methods have recently been developed for modeling and estimating this regression function as extensions of multiple and local linear regression, respectively. This paper expands on these methodologies by proposing the Fr'echet Single Index model, in which the Fr'echet regression function is assumed to depend only on a scalar projection of the multivariate predictor. Estimation is performed by combining local Fr'echet along with M-estimation to estimate both the coefficient vector and the underlying regression function, and these estimators are shown to be consistent. The method is illustrated by simulations for response objects on the surface of the unit sphere and through an analysis of human mortality data in which lifetable data are represented by distributions of age-of-death, viewed as elements of the Wasserstein space of distributions.

Full work available at URL: https://arxiv.org/abs/2108.06058

zbMATH Keywords

random objectslocal smoothingFréchet regressionsingle-index mode

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02)

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Cited In (4)

• Single index Fréchet regression
• Medoid splits for efficient random forests in metric spaces
• Metric statistics: exploration and inference for random objects with distance profiles
• Fréchet regression for random objects with Euclidean predictors

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