 Most-predictive design points for functional data predictorsF. Ferraty, P. Hall and P. Vieu Biometrika, 2010, vol. 97, issue 4, 807-824 Abstract: We suggest a way of reducing the very high dimension of a functional predictor, X, to a low number of dimensions chosen so as to give the best predictive performance. Specifically, if X is observed on a fine grid of design points t 1 ,…, t r , we propose a method for choosing a small subset of these, say t i 1 ,…, t i k , to optimize the prediction of a response variable, Y. The values t i j are referred to as the most predictive design points, or covariates, for a given value of k, and are computed using information contained in a set of independent observations (X i , Y i ) of (X, Y). The algorithm is based on local linear regression, and calculations can be accelerated using linear regression to preselect the design points. Boosting can be employed to further improve the predictive performance. We illustrate the usefulness of our ideas through simulations and examples drawn from chemometrics, and we develop theoretical arguments showing that the methodology can be applied successfully in a range of settings. Copyright 2010, Oxford University Press. Date: 2010 Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:oup:biomet:v:97:y:2010:i:4:p:807-824 Ordering information: This journal article can be ordered from Access Statistics for this article Biometrika is currently edited by Paul Fearnhead More articles in Biometrika from Biometrika Trust Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK. |
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