Penalized spline estimation of principal components for sparse functional data: rates of convergence
Fuente:
arXiv
Saved in:
| Main Authors: | He, Shiyuan, Huang, Jianhua Z., He, Kejun |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Asymptotic properties of adaptive group Lasso for sparse reduced rank regression
by: He, Kejun, et al.
Published: (2016)
by: He, Kejun, et al.
Published: (2016)
New M-estimator of the leading principal component
by: Virta, Joni, et al.
Published: (2025)
by: Virta, Joni, et al.
Published: (2025)
Gaussian and bootstrap approximations for functional principal component regression
by: Yeon, Hyemin
Published: (2026)
by: Yeon, Hyemin
Published: (2026)
logitFD: an R package for functional principal component logit regression
by: Escabias, Manuel, et al.
Published: (2024)
by: Escabias, Manuel, et al.
Published: (2024)
Two-sample inference for sparse functional data
by: Zhang, Chi, et al.
Published: (2023)
by: Zhang, Chi, et al.
Published: (2023)
Asymptotically faster estimation of high‐dimensional additive models using subspace learning
by: Kejun He, et al.
Published: (2024)
by: Kejun He, et al.
Published: (2024)
Optimal rates for estimating the covariance kernel from synchronously sampled functional data
by: Berger, Max, et al.
Published: (2024)
by: Berger, Max, et al.
Published: (2024)
A Bayesian decision-theoretic approach to sparse estimation
by: Li, Aihua, et al.
Published: (2025)
by: Li, Aihua, et al.
Published: (2025)
On unbiased estimators for functions of the rate parameter of the exponential distribution
by: Vila, Roberto, et al.
Published: (2025)
by: Vila, Roberto, et al.
Published: (2025)
Structural adaptation and rate accelerated estimation in bivariate functional data
by: Kassi, Omar, et al.
Published: (2024)
by: Kassi, Omar, et al.
Published: (2024)
Censored Graphical Horseshoe: Bayesian sparse precision matrix estimation with censored and missing data
by: Mai, The Tien, et al.
Published: (2026)
by: Mai, The Tien, et al.
Published: (2026)
Estimation and convergence rates in the distributional single index model
by: Balabdaoui, Fadoua, et al.
Published: (2023)
by: Balabdaoui, Fadoua, et al.
Published: (2023)
Optimal estimation in private distributed functional data analysis
by: Xue, Gengyu, et al.
Published: (2024)
by: Xue, Gengyu, et al.
Published: (2024)
Limiting laws and consistent estimation criteria for fixed and diverging number of spiked eigenvalues
by: Hu, Jianwei, et al.
Published: (2020)
by: Hu, Jianwei, et al.
Published: (2020)
From sparse to dense functional time series: phase transitions of detecting structural breaks and beyond
by: Cai, Leheng, et al.
Published: (2024)
by: Cai, Leheng, et al.
Published: (2024)
Censored and extreme losses: functional convergence and applications to tail goodness-of-fit
by: Bladt, Martin, et al.
Published: (2024)
by: Bladt, Martin, et al.
Published: (2024)
An unbiased estimator of the case fatality rate
by: Alvarez, Agustín, et al.
Published: (2021)
by: Alvarez, Agustín, et al.
Published: (2021)
Partial identification of principal causal effects under violations of principal ignorability
by: Wu, Minxuan, et al.
Published: (2024)
by: Wu, Minxuan, et al.
Published: (2024)
On estimation and order selection for multivariate extremes via clustering
by: Deng, Shiyuan, et al.
Published: (2024)
by: Deng, Shiyuan, et al.
Published: (2024)
Efficient estimation and data fusion under general semiparametric restrictions on outcome mean functions
by: Li, Harrison H.
Published: (2024)
by: Li, Harrison H.
Published: (2024)
Marked point processes intensity estimation using sparse group Lasso method applied to locations of lucrative and cooperative banks in mainland France
by: Artis, Amélie, et al.
Published: (2025)
by: Artis, Amélie, et al.
Published: (2025)
Nonparametric, tuning-free estimation of S-shaped functions
by: Feng, Oliver Y., et al.
Published: (2021)
by: Feng, Oliver Y., et al.
Published: (2021)
Adaptive functional principal components analysis
by: Wang, Sunny G. W., et al.
Published: (2023)
by: Wang, Sunny G. W., et al.
Published: (2023)
Local estimation of transition rates of jump processes through discretization
by: Bladt, Martin, et al.
Published: (2026)
by: Bladt, Martin, et al.
Published: (2026)
Doubly robust estimation with functional outcomes missing at random
by: Liu, Xijia, et al.
Published: (2024)
by: Liu, Xijia, et al.
Published: (2024)
Degrees of Freedom in Penalized Regression: Model Selection with Adaptive Penalties
by: Bernardi, Mauro, et al.
Published: (2025)
by: Bernardi, Mauro, et al.
Published: (2025)
Higher-criticism for sparse multi-stream change-point detection
by: Gong, Tingnan, et al.
Published: (2024)
by: Gong, Tingnan, et al.
Published: (2024)
Penalized GEE for Complex Carry-Over in Repeated-Measures Crossover Designs
by: Cruz, N. A., et al.
Published: (2024)
by: Cruz, N. A., et al.
Published: (2024)
Hypothesis Testing for Penalized Estimating Equations with Cross-Fitted Covariance Calibration
by: Zhou, Jing, et al.
Published: (2026)
by: Zhou, Jing, et al.
Published: (2026)
Empirical Bayes inference in sparse high-dimensional generalized linear models
by: Tang, Yiqi, et al.
Published: (2023)
by: Tang, Yiqi, et al.
Published: (2023)
On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference
by: Ding, Xiucai, et al.
Published: (2024)
by: Ding, Xiucai, et al.
Published: (2024)
Strong Oracle Guarantees for Partial Penalized Tests of High Dimensional Generalized Linear Models
by: Jacobson, Tate
Published: (2024)
by: Jacobson, Tate
Published: (2024)
Detection and inference of changes in high-dimensional linear regression with non-sparse structures
by: Cho, Haeran, et al.
Published: (2024)
by: Cho, Haeran, et al.
Published: (2024)
Sampling depth trade-off in function estimation under a two-level design
by: Horiguchi, Akira, et al.
Published: (2023)
by: Horiguchi, Akira, et al.
Published: (2023)
Fitting sparse high-dimensional varying-coefficient models with Bayesian regression tree ensembles
by: Ghosh, Soham, et al.
Published: (2025)
by: Ghosh, Soham, et al.
Published: (2025)
Efficient estimation with incomplete data via generalised ANOVA decompositions
by: Berrett, Thomas B.
Published: (2024)
by: Berrett, Thomas B.
Published: (2024)
Spatial modeling of extremes and an angular component
by: Tamagny, Gaspard, et al.
Published: (2023)
by: Tamagny, Gaspard, et al.
Published: (2023)
Fusion regression methods with repeated functional data
by: Moindjié, Issam-Ali, et al.
Published: (2023)
by: Moindjié, Issam-Ali, et al.
Published: (2023)
Dimension estimation in PCA model using high-dimensional data augmentation
by: Radojicic, Una, et al.
Published: (2025)
by: Radojicic, Una, et al.
Published: (2025)
A structural nested rate model for estimating the effects of time-varying exposure on recurrent event outcomes in the presence of death
by: Mork, Daniel, et al.
Published: (2025)
by: Mork, Daniel, et al.
Published: (2025)
Similar Items
-
Asymptotic properties of adaptive group Lasso for sparse reduced rank regression
by: He, Kejun, et al.
Published: (2016) -
New M-estimator of the leading principal component
by: Virta, Joni, et al.
Published: (2025) -
Gaussian and bootstrap approximations for functional principal component regression
by: Yeon, Hyemin
Published: (2026) -
logitFD: an R package for functional principal component logit regression
by: Escabias, Manuel, et al.
Published: (2024) -
Two-sample inference for sparse functional data
by: Zhang, Chi, et al.
Published: (2023)