非欧几里得响应变量和预测变量的加性回归

Additive regression for non-Euclidean responses and predictors

Annals of Statistics · 2021
被引 24
ABS 4★

中文导读

研究了响应变量和预测变量均可为非欧几里得数据的加性回归模型,提出了适用于半度量空间预测变量的估计框架,并给出了希尔伯特空间和黎曼流形上的具体实现与理论性质。

Abstract

Additive regression is studied in a very general setting where both the response and predictors are allowed to be non-Euclidean. The response takes values in a general separable Hilbert space, whereas the predictors take values in general semimetric spaces, which covers a very wide range of nonstandard response variables and predictors. A general framework of estimating additive models is presented for semimetric space-valued predictors. In particular, full details of implementation and the corresponding theory are given for predictors taking values in Hilbert spaces and/or Riemannian manifolds. The existence of the estimators, convergence of a backfitting algorithm, rates of convergence and asymptotic distributions of the estimators are discussed. The finite sample performance of the estimators is investigated by means of two simulation studies. Finally, three data sets covering several types of non-Euclidean data are analyzed to illustrate the usefulness of the proposed general approach.

统计学非欧几里得数据分析加性模型希尔伯特空间半度量空间