[HTML][HTML] An autocovariance-based learning framework for high-dimensional functional time series

J Chang, C Chen, X Qiao, Q Yao - Journal of Econometrics, 2024 - Elsevier
Many scientific and economic applications involve the statistical learning of high-
dimensional functional time series, where the number of functional variables is comparable …

Local linear estimate of the functional expectile regression

O Litimein, A Laksaci, B Mechab… - Statistics & Probability …, 2023 - Elsevier
This paper deals with the problem of the nonparametric estimation of the functional expectile
regression. We use the local linear approach to construct a new estimator of the studied …

Nonparametric regression on Lie groups with measurement errors

JM Jeon, BU Park, I Van Keilegom - The Annals of Statistics, 2022 - projecteuclid.org
Nonparametric regression on Lie groups with measurement errors Page 1 The Annals of
Statistics 2022, Vol. 50, No. 5, 2973–3008 https://doi.org/10.1214/22-AOS2218 © Institute of …

Error-in-variables modelling for operator learning

R Patel, I Manickam, M Lee… - … and Scientific Machine …, 2022 - proceedings.mlr.press
Deep operator learning has emerged as a promising tool for reduced-order modelling and
PDE model discovery. Leveraging the expressive power of deep neural networks, especially …

Deep functional factor models: forecasting high-dimensional functional time series via Bayesian nonparametric factorization

Y Liu, X Qiao, Y Pei, L Wang - Proceedings of Machine Learning …, 2024 - eprints.lse.ac.uk
This paper introduces the Deep Functional Factor Model (DF2M), a Bayesian nonparametric
model designed for analysis of high-dimensional functional time series. DF2M is built upon …

Linearized maximum rank correlation estimation when covariates are functional

W Xu, X Zhang, H Liang - Journal of Multivariate Analysis, 2024 - Elsevier
This paper extends the linearized maximum rank correlation (LMRC) estimation proposed
by Shen et al.(2023) to the setting where the covariate is a function. However, this extension …

Asymptotic normality of the local linear estimator of the functional expectile regression

O Litimein, A Laksaci, L Ait-Hennani, B Mechab… - Journal of Multivariate …, 2024 - Elsevier
We are concerned with the nonparametric estimation of the expectile functional regression.
More precisely, we build an estimator, by the local linear smoothing approach, of the …

A novel two-way functional linear model with applications in human mortality data analysis

X Yan, J Yu, W Ding, H Wang… - Journal of Applied Statistics, 2024 - Taylor & Francis
Recently, two-way or longitudinal functional data analysis has attracted much attention in
many fields. However, little is known on how to appropriately characterize the association …

Noise reduction for functional time series

C Diks, B Wouters - arXiv preprint arXiv:2307.02154, 2023 - arxiv.org
A novel method for noise reduction in the setting of curve time series with error
contamination is proposed, based on extending the framework of functional principal …

Sparsity learning via structured functional factor augmentation

H Ma, Z Shen, X Feng, X Liu - arXiv preprint arXiv:2501.02244, 2025 - arxiv.org
As one of the most powerful tools for examining the association between functional
covariates and a response, the functional regression model has been widely adopted in …