Methodology and convergence rates for functional linear regression

DOI10.1214/009053606000000957MaRDI QIDQ997371zbMATH OpenOpenAlexFDO

Authors Joel Horowitz, Peter Hall

Publication date 23 July 2007

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

Full work available at URL https://arxiv.org/abs/0708.0466

zbMATH Keywords

dimension reductionsmoothingminimax optimalitynonparametricdeconvolutionprincipal components analysiseigenfunctioneigenvaluelinear operatorquadratic regularisation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

Abstract: In functional linear regression, the slope ``parameter is a function. Therefore, in a nonparametric context, it is determined by an infinite number of unknowns. Its estimation involves solving an ill-posed problem and has points of contact with a range of methodologies, including statistical smoothing and deconvolution. The standard approach to estimating the slope function is based explicitly on functional principal components analysis and, consequently, on spectral decomposition in terms of eigenvalues and eigenfunctions. We discuss this approach in detail and show that in certain circumstances, optimal convergence rates are achieved by the PCA technique. An alternative approach based on quadratic regularisation is suggested and shown to have advantages from some points of view.

Recommendations

• Prediction in functional linear regression
• On rates of convergence in functional linear regression
• Functional regression with repeated eigenvalues
• A reproducing kernel Hilbert space approach to functional linear regression
• On rate optimal local estimation in functional linear regression

Cites work

• scientific article; zbMATH DE number 1271134 (Why is no real title available?)
• scientific article; zbMATH DE number 918103 (Why is no real title available?)
• Adaptively local one-dimensional subproblems with application to a deconvolution problem
• Applied functional data analysis. Methods and case studies
• Asymptotic minimax rates for abstract linear estimators
• Deconvolving kernel density estimators
• Dimension fractale et estimation de la régression dans des espaces vectoriels semi-normés
• Error bounds for tikhonov regularization in hilbert scales
• Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
• Functional Quasi-Likelihood Regression Models with Smooth Random Effects
• Functional data analysis
• Instrumental Variable Estimation of Nonparametric Models
• Linear functional regression: The case of fixed design and functional response
• Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Nonparametric Regression Analysis of Longitudinal Data
• Nonparametric instrumental regression
• Nonparametric methods for inference in the presence of instrumental variables
• On inverse problems with unknown operators
• On the optimal rates of convergence for nonparametric deconvolution problems
• Oracle inequalities for inverse problems
• Perturbation of spectral subspaces and solution of linear operator equations
• Robust estimation of generalized linear models with measurement errors.
• Semiparametric Estimation of Regression Models for Panel Data
• Tikhonov regularisation for non-linear ill-posed problems: optimal convergence rates and finite-dimensional approximation

Cited in

(only showing first 100 items - show all)

• Functional principal component analysis for longitudinal data with informative dropout
• Series expansion for functional sufficient dimension reduction
• Estimation of the Sobol indices in a linear functional multidimensional model
• Principal components analysis for sparsely observed correlated functional data using a kernel smoothing approach
• Convergence rates of support vector machines regression for functional data
• Functional Time Series Prediction Under Partial Observation of the Future Curve
• Functional linear regression with Huber loss
• Functional polynomial multiple-index model
• Nonparametric quantile scalar-on-image regression
• Robust and adaptive functional logistic regression
• Wasserstein Regression
• Estimation for Functional Single Index Models with Unknown Link Functions
• Estimation and variable selection for partially functional linear models
• Prediction in functional regression with discretely observed and noisy covariates
• Robust functional principal component analysis based on a new regression framework
• Statistical inference in the partial functional linear expectile regression model
• On double-index dimension reduction for partially functional data
• Clusterwise functional linear regression models
• Estimation in functional single-index varying coefficient model
• Sparse functional principal component analysis in a new regression framework
• Robust exponential squared loss-based estimation in semi-functional linear regression models
• Functional variable selection via Gram–Schmidt orthogonalization for multiple functional linear regression
• Functional Finite Mixture Regression Models
• Partially Functional Linear Quantile Regression With Measurement Errors
• Recursive non-parametric kernel classification rule estimation for independent functional data
• Smooth LASSO estimator for the function-on-function linear regression model
• Estimation and inference in functional single-index models
• Faster convergence rate for functional linear regression in reproducing kernel Hilbert spaces
• Cross-validation approximation in functional linear regression
• Functional linear models for interval-valued data
• Measures of influence for the functional linear model with scalar response
• On rate optimal local estimation in functional linear regression
• Estimation and testing for partially functional linear errors-in-variables models
• A survey of functional principal component analysis
• Least absolute relative error estimation for functional quadratic multiplicative model
• A note on functional linear regression
• A comparison of parameter estimation in function-on-function regression
• Methods for Scalar‐on‐Function Regression
• Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function
• Robust estimation for a general functional single index model via quantile regression
• Random distributional response model based on spline method
• On the convergence of gradient descent for robust functional linear regression
• Functional linear quantile regression on a two-dimensional domain
• Partially Linear Additive Regression with a General Hilbertian Response
• Tree-based boosting with functional data
• Robust estimation with a modified Huber's loss for partial functional linear models based on splines
• Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression
• Recent advances in functional data analysis and high-dimensional statistics
• The spatial sign covariance operator: asymptotic results and applications
• Nonparametric time series forecasting with dynamic updating
• Robust hypothesis testing in functional linear models
• A note on the prediction error of principal component regression in high dimensions
• Robust estimation for partial functional linear regression model based on modal regression
• Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random
• Asymptotic equivalence of functional linear regression and a white noise inverse problem
• Interpretable dimension reduction for classifying functional data
• Varying-coefficient functional linear regression
• Relative perturbation bounds with applications to empirical covariance operators
• Model detection for functional polynomial regression
• Two-time-scale nonparametric recursive regression estimator for independent functional data
• Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces
• A block bootstrap for quasi-likelihood in sparse functional data
• Estimation for partial functional partially linear additive model
• \(L_1\)-penalization in functional linear regression with subgaussian design
• Hypothesis testing in partial functional linear spatial autoregressive model
• Penalized contrast estimation in functional linear models with circular data
• Multivariate functional principal component analysis for data observed on different (dimensional) domains
• An autocovariance-based learning framework for high-dimensional functional time series
• Functional data analysis with rough sample paths?
• On functional data analysis and related topics
• Robust estimation with modified Huber's function for functional linear models
• Robust functional regression based on principal components
• Optimal classification and nonparametric regression for functional data
• Functional lagged regression with sparse noisy observations
• Statistical inference for the slope parameter in functional linear regression
• Functional linear regression with truncated signatures
• Estimation and variable selection for partial functional linear regression
• A reproducing kernel Hilbert space approach to functional linear regression
• Adaptive global testing for functional linear models
• Functional feature construction for individualized treatment regimes
• Gaussian process models for non parametric functional regression with functional responses
• Ridge regression for the functional concurrent model
• Mixture inner product spaces and their application to functional data analysis
• Robust shrinkage estimation and selection for functional multiple linear model through LAD loss
• Function-on-function quadratic regression models
• Online gradient descent algorithms for functional data learning
• Variable selection for functional linear models with strong heredity constraint
• Bayesian robust estimation of partially functional linear regression models using heavy-tailed distributions
• Locally sparse and robust partial least squares in scalar-on-function regression
• Nonlinear manifold representations for functional data
• Adaptive estimation in circular functional linear models
• Testing for lack-of-fit in functional regression models against general alternatives
• Optimal rate for prediction when predictor and response are functions
• Optimal prediction for high-dimensional functional quantile regression in reproducing kernel Hilbert spaces
• Forecasting functional time series
• Nonparametric inference in generalized functional linear models
• Partially functional linear regression with quadratic regularization
• On consistency and sparsity for high-dimensional functional time series with application to autoregressions
• Inverse regression for spatially distributed functional data
• Non-asymptotic adaptive prediction in functional linear models

Describes a project that uses

Uses Software

• fda (R)

This page was built for publication: Methodology and convergence rates for functional linear regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q997371)