Simultaneous variable selection, clustering, and smoothing in function-on-scalar regression

DOI10.1002/CJS.11668MaRDI QIDQ5094289zbMATH OpenOpenAlexFDO

Authors Suchit Mehrotra, Arnab Maity

Publication date 2 August 2022

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

Full work available at URL https://arxiv.org/abs/1906.10286

zbMATH Keywords

clusteringdimension reductionDirichlet processfunction-on-scalar regressionvariable selection

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear inference, regression (62J99) Applications of statistics to biology and medical sciences; meta analysis (62P10) Functional data analysis (62R10)

Abstract: We address the problem of multicollinearity in a function-on-scalar regression model by using a prior which simultaneously selects, clusters, and smooths functional effects. Our methodology groups effects of highly correlated predictors, performing dimension reduction without dropping relevant predictors from the model. We validate our approach via a simulation study, showing superior performance relative to existing dimension reduction approaches in the function-on-scalar literature. We also demonstrate the use of our model on a data set of age specific fertility rates from the United Nations Gender Information database.

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Cited in

(4)

• Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression
• Neural networks for scalar input and functional output
• Variable selection in function-on-scalar single-index model via the alternating direction method of multipliers
• Exponential L ^p -quantile estimation of function-on-scalar model with its applications in functional data analysis

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