Partially functional linear regression in reproducing kernel Hilbert spaces

Checking the adequacy of functional linear quantile regression model

We propose nonparametric methods for functional linear regression which are designed for sparse longitudinal data, where both the predictor and response are functions of a covariate such as time. Predictor and response processes have smooth random trajectories, and the data consist of a small number of noisy repeated measurements made at irregular times for a sample of subjects. In longitudinal studies, the number of repeated measurements per subject is often small and may be modeled as a discrete random number and, accordingly, only a finite and asymptotically nonincreasing number of measurements are available for each subject or experimental unit. We propose a functional regression approach for this situation, using functional principal component analysis, where we estimate the functional principal component scores through conditional expectations. This allows the prediction of an unobserved response trajectory from sparse measurements of a predictor trajectory. The resulting technique is flexible and allows for different patterns regarding the timing of the measurements obtained for predictor and response trajectories. Asymptotic properties for a sample of n subjects are investigated under mild conditions, as n→∞, and we obtain consistent estimation for the regression function. Besides convergence results for the components of functional linear regression, such as the regression parameter function, we construct asymptotic pointwise confidence bands for the predicted trajectories. A functional coefficient of determination as a measure of the variance explained by the functional regression model is introduced, extending the standard R2 to the functional case. The proposed methods are illustrated with a simulation study, longitudinal primary biliary liver cirrhosis data and an analysis of the longitudinal relationship between blood pressure and body mass index.

In this paper, we consider rank estimation for partial functional linear regression models based on functional principal component analysis. The proposed rank-based method is robust to outliers in the errors and highly efficient under a wide range of error distributions. The asymptotic properties of the resulting estimators are established under some regularity conditions. A simulation study conducted to investigate the finite sample performance of the proposed estimators shows that the proposed rank method performs well. Furthermore, the proposed methodology is illustrated by means of an analysis of the Berkeley growth data.

Inference in functional linear quantile regression

ABSTRACTMany scientific disciplines are faced with the challenge of extracting meaningful information from large, complex and highly structured datasets. A significant portion of contemporary statistical research is dedicated to developing tools for handling such data. This paper introduces a functional linear regression model specifically designed for 3D facial shapes, which are viewed as manifolds. We propose a comprehensive framework that includes converting 3D facial data into functional objects, employing a functional principal component analysis method and utilising a function‐on‐scalar regression model. This framework facilitates computation for high‐dimensional data and is employed to investigate how individual traits, such as age and genetic ancestry, impact the diversity of human facial features.

Functional linear regression models have been widely used in the gene association analysis of complex traits. These models retain all the genetic information in the data and take full advantage of spatial information in genetic variation data, which leads to brilliant detection power. However, the significant association signals identified by the high-power methods are not all the real causal SNPs, because it is easy to regard noise information as significant association signals, leading to a false association. In this paper, a method based on the sparse functional data association test (SFDAT) of gene region association analysis is developed based on a functional linear regression model with local sparse estimation. The evaluation indicators CSR and DL are defined to evaluate the feasibility and performance of the proposed method with other indicators. Simulation studies show that: (1) SFDAT performs well under both linkage equilibrium and linkage disequilibrium simulation; (2) SFDAT performs successfully for gene regions (including common variants, low-frequency variants, rare variants and mix variants); (3) With power and type I error rates comparable to OLS and Smooth, SFDAT has a better ability to handle the zero regions. The Oryza sativa data set is analyzed by SFDAT. It is shown that SFDAT can better perform gene association analysis and eliminate the false positive of gene localization. This study showed that SFDAT can lower the interference caused by noise while maintaining high power. SFDAT provides a new method for the association analysis between gene regions and phenotypic quantitative traits.

In this paper, we propose a generalized functional linear regression model for a binary outcome indicating the presence/absence of a cardiac disease with multivariate functional data among the relevant predictors. In particular, the motivating aim is the analysis of electrocardiographic traces of patients whose pre-hospital electrocardiogram (ECG) has been sent to 118 Dispatch Center of Milan (the Italian free-toll number for emergencies) by life support personnel of the basic rescue units. The statistical analysis starts with a preprocessing of ECGs treated as multivariate functional data. The signals are reconstructed from noisy observations. The biological variability is then removed by a nonlinear registration procedure based on landmarks. Thus, in order to perform a data-driven dimensional reduction, a multivariate functional principal component analysis is carried out on the variance-covariance matrix of the reconstructed and registered ECGs and their first derivatives. We use the scores of the Principal Components decomposition as covariates in a generalized linear model to predict the presence of the disease in a new patient. Hence, a new semi-automatic diagnostic procedure is proposed to estimate the risk of infarction (in the case of interest, the probability of being affected by Left Bundle Brunch Block). The performance of this classification method is evaluated and compared with other methods proposed in literature. Finally, the robustness of the procedure is checked via leave-j-out techniques.

Point process data have become increasingly popular these days. For example, many of the data captured in electronic health records (EHR) are in the format of point process data. It is of great interest to study the association between a point process predictor and a scalar response using generalized functional linear regression models. Various generalized functional linear regression models have been developed under different settings in the past decades. However, existing methods can only deal with functional or longitudinal predictors, not point process predictors. In this article, we propose a novel generalized functional linear regression model for a point process predictor. Our proposed model is based on the joint modeling framework, where we adopt a log-Gaussian Cox process model for the point process predictor and a generalized linear regression model for the outcome. We also develop a new algorithm for fast model estimation based on the Gaussian variational approximation method. We conduct extensive simulation studies to evaluate the performance of our proposed method and compare it to competing methods. The performance of our proposed method is further demonstrated on an EHR dataset of patients admitted into the intensive care units of the Beth Israel Deaconess Medical Center between 2001 and 2008.

This study examines the optimal selections of bandwidth and semi-metric for a functional partial linear model. Our proposed method begins by estimating the unknown error density using a kernel density estimator of residuals, where the regression function, consisting of parametric and nonparametric components, can be estimated by functional principal component and functional Nadayara-Watson estimators. The estimation accuracy of the regression function and error density crucially depends on the optimal estimations of bandwidth and semi-metric. A Bayesian method is utilized to simultaneously estimate the bandwidths in the regression function and kernel error density by minimizing the Kullback-Leibler divergence. For estimating the regression function and error density, a series of simulation studies demonstrate that the functional partial linear model gives improved estimation and forecast accuracies compared with the functional principal component regression and functional nonparametric regression. Using a spectroscopy dataset, the functional partial linear model yields better forecast accuracy than some commonly used functional regression models. As a by-product of the Bayesian method, a pointwise prediction interval can be obtained, and marginal likelihood can be used to select the optimal semi-metric.

Model checks for functional linear regression models based on projected empirical processes

On rates of convergence in functional linear regression

Functional clustering and linear regression for peak load forecasting

Functional linear regression model with randomly censored data: Predicting conversion time to Alzheimer ’s disease

BackgroundDSC is used to determine thermally-induced conformational changes of biomolecules within a blood plasma sample. Recent research has indicated that DSC curves (or thermograms) may have different characteristics based on disease status and, thus, may be useful as a monitoring and diagnostic tool for some diseases. Since thermograms are curves measured over a range of temperature values, they are considered functional data. In this paper we apply functional data analysis techniques to analyze differential scanning calorimetry (DSC) data from individuals from the Lupus Family Registry and Repository (LFRR). The aim was to assess the effect of lupus disease status as well as additional covariates on the thermogram profiles, and use FD analysis methods to create models for classifying lupus vs. control patients on the basis of the thermogram curves.MethodsThermograms were collected for 300 lupus patients and 300 controls without lupus who were matched with diseased individuals based on sex, race, and age. First, functional regression with a functional response (DSC) and categorical predictor (disease status) was used to determine how thermogram curve structure varied according to disease status and other covariates including sex, race, and year of birth. Next, functional logistic regression with disease status as the response and functional principal component analysis (FPCA) scores as the predictors was used to model the effect of thermogram structure on disease status prediction. The prediction accuracy for patients with Osteoarthritis and Rheumatoid Arthritis but without Lupus was also calculated to determine the ability of the classifier to differentiate between Lupus and other diseases. Data were divided 1000 times into separate 2/3 training and 1/3 test data for evaluation of predictions. Finally, derivatives of thermogram curves were included in the models to determine whether they aided in prediction of disease status.ResultsFunctional regression with thermogram as a functional response and disease status as predictor showed a clear separation in thermogram curve structure between cases and controls. The logistic regression model with FPCA scores as the predictors gave the most accurate results with a mean 79.22% correct classification rate with a mean sensitivity = 79.70%, and specificity = 81.48%. The model correctly classified OA and RA patients without Lupus as controls at a rate of 75.92% on average with a mean sensitivity = 79.70% and specificity = 77.6%. Regression models including FPCA scores for derivative curves did not perform as well, nor did regression models including covariates.ConclusionChanges in thermograms observed in the disease state likely reflect covalent modifications of plasma proteins or changes in large protein-protein interacting networks resulting in the stabilization of plasma proteins towards thermal denaturation. By relating functional principal components from thermograms to disease status, our Functional Principal Component Analysis model provides results that are more easily interpretable compared to prior studies. Further, the model could also potentially be coupled with other biomarkers to improve diagnostic classification for lupus.

Our work focuses on the functional linear model given by \(Y=\langle\theta,X\rangle+\epsilon,\) where Y and e are real random variables, X is a zero-mean random variable valued in a Hilbert space \((\mathcal{H},\langle\cdot,\cdot\rangle)\), and \(\theta\in\mathcal{H}\) is the fixed model parameter. Using an initial sample \(\{(X_i,Y_i)\}_{i=1}^n\), a bootstrap resampling \(Y_i^{*}=\langle\hat{\theta},X_i\rangle+\hat{\epsilon}_i^{*}\), \(i=1,\ldots,n\), is proposed, where \(\hat{\theta}\) is a general pilot estimator, and \(\hat{\epsilon}_i^{*}\) is a naive or wild bootstrap error. The obtained consistency of bootstrap allows us to calibrate distributions as \(P_X\{\sqrt{n}(\langle\hat{\theta},x\rangle-\langle\theta,x\rangle)\leq y\}\) for a fixed x, where P X is the probability conditionally on \(\{X_i\}_{i=1}^n\). Different applications illustrate the usefulness of bootstrap for testing different hypotheses related with θ, and a brief simulation study is also presented.