Multivariate functional group sparse regression: Functional predictor selection.
In this paper, we propose methods for functional predictor selection and the estimation of smooth functional coefficients simultaneously in a scalar-on-function regression problem under a high-dimensional multivariate functional data setting. In particular, we develop two methods for functional grou...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2022-01-01
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| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0265940 |
| _version_ | 1818272818953977856 |
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| author | Ali Mahzarnia Jun Song |
| author_facet | Ali Mahzarnia Jun Song |
| author_sort | Ali Mahzarnia |
| collection | DOAJ |
| description | In this paper, we propose methods for functional predictor selection and the estimation of smooth functional coefficients simultaneously in a scalar-on-function regression problem under a high-dimensional multivariate functional data setting. In particular, we develop two methods for functional group-sparse regression under a generic Hilbert space of infinite dimension. We show the convergence of algorithms and the consistency of the estimation and the selection (oracle property) under infinite-dimensional Hilbert spaces. Simulation studies show the effectiveness of the methods in both the selection and the estimation of functional coefficients. The applications to functional magnetic resonance imaging (fMRI) reveal the regions of the human brain related to ADHD and IQ. |
| first_indexed | 2024-12-12T21:48:07Z |
| format | Article |
| id | doaj.art-89b753d30a7d4d0cbc83c376741d8f32 |
| institution | Directory Open Access Journal |
| issn | 1932-6203 |
| language | English |
| last_indexed | 2024-12-12T21:48:07Z |
| publishDate | 2022-01-01 |
| publisher | Public Library of Science (PLoS) |
| record_format | Article |
| series | PLoS ONE |
| spelling | doaj.art-89b753d30a7d4d0cbc83c376741d8f322022-12-22T00:10:52ZengPublic Library of Science (PLoS)PLoS ONE1932-62032022-01-01174e026594010.1371/journal.pone.0265940Multivariate functional group sparse regression: Functional predictor selection.Ali MahzarniaJun SongIn this paper, we propose methods for functional predictor selection and the estimation of smooth functional coefficients simultaneously in a scalar-on-function regression problem under a high-dimensional multivariate functional data setting. In particular, we develop two methods for functional group-sparse regression under a generic Hilbert space of infinite dimension. We show the convergence of algorithms and the consistency of the estimation and the selection (oracle property) under infinite-dimensional Hilbert spaces. Simulation studies show the effectiveness of the methods in both the selection and the estimation of functional coefficients. The applications to functional magnetic resonance imaging (fMRI) reveal the regions of the human brain related to ADHD and IQ.https://doi.org/10.1371/journal.pone.0265940 |
| spellingShingle | Ali Mahzarnia Jun Song Multivariate functional group sparse regression: Functional predictor selection. PLoS ONE |
| title | Multivariate functional group sparse regression: Functional predictor selection. |
| title_full | Multivariate functional group sparse regression: Functional predictor selection. |
| title_fullStr | Multivariate functional group sparse regression: Functional predictor selection. |
| title_full_unstemmed | Multivariate functional group sparse regression: Functional predictor selection. |
| title_short | Multivariate functional group sparse regression: Functional predictor selection. |
| title_sort | multivariate functional group sparse regression functional predictor selection |
| url | https://doi.org/10.1371/journal.pone.0265940 |
| work_keys_str_mv | AT alimahzarnia multivariatefunctionalgroupsparseregressionfunctionalpredictorselection AT junsong multivariatefunctionalgroupsparseregressionfunctionalpredictorselection |