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Functional Partial Least-Squares: Adaptive Estimation and Inference

Andrii Babii, Marine Carrasco, Idriss Tsafack

arXiv 16 Feb 2024 · Mathematics — Statistics Theory · publishedJournal of the American Statistical Association (2025) · 1 citations (OpenAlex)

arXiv:2402.11134 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We study the functional linear regression model with a scalar response and a Hilbert space-valued predictor, a canonical example of an ill-posed inverse problem. We show that the functional partial least squares (PLS) estimator attains nearly minimax-optimal convergence rates over a class of ellipsoids and propose an adaptive early stopping procedure for selecting the number of PLS components. In addition, we develop new test that can detect local alternatives converging at the parametric rate which can be inverted to construct confidence sets. Simulation results demonstrate that the estimator performs favorably relative to several existing methods and the proposed test exhibits good power properties. We apply our methodology to evaluate the nonlinear effects of temperature on corn and soybean yields.

Citation extraction

52
references
103
in-text mentions
52
distinct cited
3
self-citations
20,138
main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Heinz Werner Engl, Martin Hanke, and Andreas Neubauer (1996) Regularization of inverse problems, volume 3751.00095100%
2Aurore Delaigle and Peter Hall (2012) Methodology and theory for partial least squares applied to functional data1.00064100%
3Martin Hanke (1995) Conjugate gradient type methods for linear ill-posed problems1.00064100%
4Wolfram Schlenker and Michael J Roberts (2009) Nonlinear temperature effects indicate severe damages to us crop yields under climate change0.87472100%
5T Tony Cai and Ming Yuan (2012) Minimax and adaptive prediction for functional linear regression0.84333100%
6Naveen Gupta, S Sivananthan, and Bharath K Sriperumbudur (2023) Convergence analysis of kernel conjugate gradient for functional linear regression0.84333100%
7Christophe Crambes, Alois Kneip, and Pascal Sarda (2009) Smoothing splines estimators for functional linear regression0.81142100%
8Peter Hall and Joel L Horowitz (2007) Methodology and convergence rates for functional linear regression0.73732100%
9Ming Yuan and T Tony Cai (2010) A reproducing kernel hilbert space approach to functional linear regression0.73732100%
10Alexandre B Tsybakov (2009) Introduction to nonparametric estimation0.64441100%

Showing the top 10 of 52 scored citations.