Optimal estimation in functional linear regression for sparse noise-contaminated data

TL;DR

This paper introduces a new regularization-based method for functional linear regression with sparse, noisy, and irregularly sampled data, providing optimal convergence rates and demonstrating superior performance through simulations and real data application.

Contribution

It develops a novel estimation approach for functional linear regression with sparse, noisy, and irregular data, achieving minimax optimal convergence rates.

Findings

Estimator achieves minimax optimal rate under regularity conditions.

Simulation studies show improved accuracy over existing methods.

Application to AIDS data demonstrates practical utility.

Abstract

In this paper, we propose a novel approach to fit a functional linear regression in which both the response and the predictor are functions of a common variable such as time. We consider the case that the response and the predictor processes are both sparsely sampled on random time points and are contaminated with random errors. In addition, the random times are allowed to be different for the measurements of the predictor and the response functions. The aforementioned situation often occurs in the longitudinal data settings. To estimate the covariance and the cross-covariance functions we use a regularization method over a reproducing kernel Hilbert space. The estimate of the cross-covarinace function is used to obtain an estimate of the regression coefficient function and also functional singular components. We derive the convergence rates of the proposed cross-covariance, the regression coefficient and the singular component function estimators. Furthermore, we show that, under some regularity conditions, the estimator of the coefficient function has a minimax optimal rate. We conduct a simulation study and demonstrate merits of the proposed method by comparing it to some other existing methods in the literature. We illustrate the method by an example of an application to a well known multicenter AIDS Cohort Study.