Model Form Identification in High-Dimensional Functional Linear Regressions
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arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2026
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| _version_ | 1866915986703122432 |
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| author | Guo, Xingche Li, Yehua Du, Pang |
| author_facet | Guo, Xingche Li, Yehua Du, Pang |
| contents | High-dimensional functional data are becoming increasingly common in fields such as environmental monitoring and neuroimaging. This paper studies high-dimensional functional linear regression models that relate a scalar response to ultra-high-dimensional functional predictors, where each predictor is treated as a random element in an infinite-dimensional functional space. To address the dual challenges of high-dimensionality and model interpretability, we propose MoFI-FLR, a novel two-step estimation framework rooted in reproducing kernel Hilbert space (RKHS) theory. The first step employs a functional elastic-net penalty to screen out irrelevant covariates, while the second step decomposes each selected predictor's functional coefficient into an interpretable finite-dimensional simple component and an infinite-dimensional complementary complement. By penalizing only the complementary component, our method automatically distinguishes simple effects, which consist only of the simple component, from complex effects, which also include complementary deviations. Under mild regularity conditions, we establish non-asymptotic theoretical guarantees, demonstrating that MoFI-FLR consistently recovers the active covariates and accurately identifies their true functional forms. We develop a computationally efficient algorithm to implement the proposed method and evaluate its performance through comprehensive simulation studies and an application to Psychomotor Vigilance Task EEG data. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_05458 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Model Form Identification in High-Dimensional Functional Linear Regressions Guo, Xingche Li, Yehua Du, Pang Methodology High-dimensional functional data are becoming increasingly common in fields such as environmental monitoring and neuroimaging. This paper studies high-dimensional functional linear regression models that relate a scalar response to ultra-high-dimensional functional predictors, where each predictor is treated as a random element in an infinite-dimensional functional space. To address the dual challenges of high-dimensionality and model interpretability, we propose MoFI-FLR, a novel two-step estimation framework rooted in reproducing kernel Hilbert space (RKHS) theory. The first step employs a functional elastic-net penalty to screen out irrelevant covariates, while the second step decomposes each selected predictor's functional coefficient into an interpretable finite-dimensional simple component and an infinite-dimensional complementary complement. By penalizing only the complementary component, our method automatically distinguishes simple effects, which consist only of the simple component, from complex effects, which also include complementary deviations. Under mild regularity conditions, we establish non-asymptotic theoretical guarantees, demonstrating that MoFI-FLR consistently recovers the active covariates and accurately identifies their true functional forms. We develop a computationally efficient algorithm to implement the proposed method and evaluate its performance through comprehensive simulation studies and an application to Psychomotor Vigilance Task EEG data. |
| title | Model Form Identification in High-Dimensional Functional Linear Regressions |
| topic | Methodology |
| url | https://arxiv.org/abs/2605.05458 |