论文标题

功能在功能上的线性回归模型的平滑拉索估计器

Smooth Lasso Estimator for the Function-on-Function Linear Regression Model

论文作者

Centofanti, Fabio, Fontana, Matteo, Lepore, Antonio, Vantini, Simone

论文摘要

提出了一个名为S-LASSO的新估计器,该估计值是针对功能在功能在功能上线性回归模型的系数函数的。 S-LASSO估计器可通过更好地定位系数函数为零的区域来提高模型的可解释性,并平稳估计系数函数的非零值。通过\ textIt {功能性拉索惩罚}确保估计器的稀疏性,该{功能性拉索惩罚}尖端向零缩小系数函数,而平滑度则由两个粗糙度惩罚提供,以惩罚最终估算器的曲率。事实证明,所得估计器是估计值,并且符号一致。通过广泛的蒙特卡洛模拟研究,S-LASSO估计器的估计和预测性能比以前已经在文献中已经提出的竞争估计器(或最坏的)更好。通过分析\ textIt {Canadian天气},\ textit {瑞典死亡率}和\ textit {ship co \ textSubscript {2}发射数据},可以说明S-Lasso估计器的实际优势。 S-lasso方法在\ textsf {r} package \ textsf {slasso}中实现,在cran上在线公开可用。

A new estimator, named S-LASSO, is proposed for the coefficient function of the Function-on-Function linear regression model. The S-LASSO estimator is shown to be able to increase the interpretability of the model, by better locating regions where the coefficient function is zero, and to smoothly estimate non-zero values of the coefficient function. The sparsity of the estimator is ensured by a \textit{functional LASSO penalty}, which pointwise shrinks toward zero the coefficient function, while the smoothness is provided by two roughness penalties that penalize the curvature of the final estimator. The resulting estimator is proved to be estimation and pointwise sign consistent. Via an extensive Monte Carlo simulation study, the estimation and predictive performance of the S-LASSO estimator are shown to be better than (or at worst comparable with) competing estimators already presented in the literature before. Practical advantages of the S-LASSO estimator are illustrated through the analysis of the \textit{Canadian weather}, \textit{Swedish mortality} and \textit{ship CO\textsubscript{2} emission data}. The S-LASSO method is implemented in the \textsf{R} package \textsf{slasso}, openly available online on CRAN.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源