论文标题

功能在功能上的线性回归模型的自适应平滑样条估计器

Adaptive Smoothing Spline Estimator for the Function-on-Function Linear Regression Model

论文作者

Centofanti, Fabio, Lepore, Antonio, Menafoglio, Alessandra, Palumbo, Biagio, Vantini, Simone

论文摘要

在本文中,我们为在功能在功能上的线性回归模型中提出了一个自适应平滑样条(ADASS)估计器,其中响应的每个值在任何域点上都取决于预测变量的完整轨迹。根据回归系数函数的部分衍生物的初步估计,通过优化具有两个空间自适应惩罚的目标函数来获得ADASS估计器。这使提出的估计器可以在大曲率的区域更容易地适应真正的系数函数,并且不得在域的其余部分上平滑。一种新型的进化算法是临时开发的,以获得优化调谐参数。已经进行了广泛的蒙特卡洛模拟,以将ADASS估计量与以前出现在文献中出现的竞争对手进行比较。结果表明,我们的提案大多在估计和预测准确性方面胜过竞争对手。最后,在两个真实数据基准示例上也说明了这些优势。

In this paper, we propose an adaptive smoothing spline (AdaSS) estimator for the function-on-function linear regression model where each value of the response, at any domain point, depends on the full trajectory of the predictor. The AdaSS estimator is obtained by the optimization of an objective function with two spatially adaptive penalties, based on initial estimates of the partial derivatives of the regression coefficient function. This allows the proposed estimator to adapt more easily to the true coefficient function over regions of large curvature and not to be undersmoothed over the remaining part of the domain. A novel evolutionary algorithm is developed ad hoc to obtain the optimization tuning parameters. Extensive Monte Carlo simulations have been carried out to compare the AdaSS estimator with competitors that have already appeared in the literature before. The results show that our proposal mostly outperforms the competitor in terms of estimation and prediction accuracy. Lastly, those advantages are illustrated also on two real-data benchmark examples.

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