منابع مشابه
Functional Generalized Additive Models.
We introduce the functional generalized additive model (FGAM), a novel regression model for association studies between a scalar response and a functional predictor. We model the link-transformed mean response as the integral with respect to t of F{X(t), t} where F(·,·) is an unknown regression function and X(t) is a functional covariate. Rather than having an additive model in a finite number ...
متن کاملGeneralized additive functional inequalities in Banach algebras
Using the Hyers-Ulam-Rassias stability method, weinvestigate isomorphisms in Banach algebras and derivations onBanach algebras associated with the following generalized additivefunctional inequalitybegin{eqnarray}|af(x)+bf(y)+cf(z)| le |f(alpha x+ beta y+gamma z)| .end{eqnarray}Moreover, we prove the Hyers-Ulam-Rassias stability of homomorphismsin Banach algebras and of derivations on Banach ...
متن کاملBayesian Functional Generalized Additive Models with Sparsely Observed Covariates
The functional generalized additive model (FGAM) was recently proposed in McLean et al. (2012) as a more flexible alternative to the common functional linear model (FLM) for regressing a scalar on functional covariates. In this paper, we develop a Bayesian version of FGAM for the case of Gaussian errors with identity link function. Our approach allows the functional covariates to be sparsely ob...
متن کاملgeneralized additive functional inequalities in banach algebras
using the hyers-ulam-rassias stability method, weinvestigate isomorphisms in banach algebras and derivations onbanach algebras associated with the following generalized additivefunctional inequalitybegin{eqnarray}|af(x)+bf(y)+cf(z)| le |f(alpha x+ beta y+gamma z)| .end{eqnarray}moreover, we prove the hyers-ulam-rassias stability of homomorphismsin banach algebras and of derivations on banach ...
متن کاملMarkov-switching generalized additive models
We consider Markov-switching regression models, i.e. models for time series regression analyses where the functional relationship between covariates and response is subject to regime switching controlled by an unobservable Markov chain. Building on the powerful hidden Markov model machinery and the methods for penalized B-splines routinely used in regression analyses, we develop a framework for...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2014
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2012.729985