惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

J
Java Code Geeks
G
Google Developers Blog
人人都是产品经理
人人都是产品经理
U
Unit 42
爱范儿
爱范儿
Hugging Face - Blog
Hugging Face - Blog
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
WordPress大学
WordPress大学
B
Blog RSS Feed
The Cloudflare Blog
D
Docker
A
About on SuperTechFans
IT之家
IT之家
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
Y
Y Combinator Blog
月光博客
月光博客
云风的 BLOG
云风的 BLOG
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
MongoDB | Blog
MongoDB | Blog
Google DeepMind News
Google DeepMind News
The GitHub Blog
The GitHub Blog
博客园_首页
Stack Overflow Blog
Stack Overflow Blog

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Functional linear regression that's interpretable
Gareth M. James, Jing Wang, Ji Zhu · 2009-08-20 · via math.ST updates on arXiv.org

Regression models to relate a scalar $Y$ to a functional predictor $X(t)$ are becoming increasingly common. Work in this area has concentrated on estimating a coefficient function, $β(t)$, with $Y$ related to $X(t)$ through $\intβ(t)X(t) dt$. Regions where $β(t)\ne0$ correspond to places where there is a relationship between $X(t)$ and $Y$. Alternatively, points where $β(t)=0$ indicate no relationship. Hence, for interpretation purposes, it is desirable for a regression procedure to be capable of producing estimates of $β(t)$ that are exactly zero over regions with no apparent relationship and have simple structures over the remaining regions. Unfortunately, most fitting procedures result in an estimate for $β(t)$ that is rarely exactly zero and has unnatural wiggles making the curve hard to interpret. In this article we introduce a new approach which uses variable selection ideas, applied to various derivatives of $β(t)$, to produce estimates that are both interpretable, flexible and accurate. We call our method "Functional Linear Regression That's Interpretable" (FLiRTI) and demonstrate it on simulated and real-world data sets. In addition, non-asymptotic theoretical bounds on the estimation error are presented. The bounds provide strong theoretical motivation for our approach.