functional-data-analysis

Locally Sparse Functional Regression

Mauro Bernardi, Antonio Canale and Marco Stefanucci / 2023-10-09

In this post we present a new estimation procedure for functional linear regression useful when the regression surface – or curve – is supposed to be exactly zero within specific regions of its domain. Our approach involves regularization techniques, merging a B-spline representation of the unknown…

webinars

Nonparametric inference based on statistical depth

2022-10-03

Nonparametric inference based on statistical depth Monday, October 17th, 7:00 PT / 10:00 ET / 16:00 CET The notion of center of an object, be it a set of observations, a physical object or a random variable, is difficult to define. This motivated the development of general ways to measure centrality…

bayesian-statistics

Measuring dependence in the Wasserstein distance for Bayesian nonparametric models

Marta Catalano, Antonio Lijoi and Igor Prünster / 2022-01-17

Bayesian nonparametric (BNP) models are a prominent tool for performing flexible inference with a natural quantification of uncertainty. Traditionallly, flexible inference within a homogeneous sample is performed with exchangeable models of the type \(X_1,\dots, X_n|\tilde \mu \sim T(\tilde \mu)\),…

nonparametric-statistics

Optimal disclosure risk assessment

Federico Camerlenghi, Stefano Favaro, Zacharie Naulet and Francesca Panero / 2021-09-30

Protection against disclosure is a legal and ethical obligation for agencies releasing microdata files for public use. Consider a microdata sample \({X}_n=(X_{1},\ldots,X_{n})\) of size \(n\) from a finite population of size \(\bar{n}=n+\lambda n\), with \(\lambda>0\), such that each sample…

high-dimensional-data

Depth Quantile Functions

Gabriel Chandler and Wolfgang Polonik / 2021-07-01

Figure 1: Depth quantile functions for the wine data (d=13), class 2 vs class 3. Blue curves correspond to between class comparisons, red/pink correspond to within class comparisons. A common technique in modern statistics is the so-called kernel trick, where data is mapped into a (usually)…

webinars

Recent Advances in Functional Data Analysis

2021-04-29

The fourth “One World webinar” organized by YoungStatS will take place on June 30th, 2021. The topic of this webinar is on Functional Data Analysis. Selected young European researchers active in this area of research will present their contributions on spherical functional…