[Statlist] Research Seminar in Statistics | *FRIDAY 21 APRIL 2023* | GSEM, University of Geneva

[gsem-support-instituts]

Dear all,

We are pleased to invite you to our next Research Seminar, organized by Professor Sebastian Engelke on behalf of the Research Center for Statistics. (https://www.unige.ch/gsem/en/research/institutes/rcs/team/)

FRIDAY 21 APRIL 2023 at 11:15 am, Uni Mail M 3393 & Online
Zoom research webinar: https://unige.zoom.us/j/92924332087?pwd=U1U1NFk4dTFCRHBMeWYrSDBQcXBiQT09
Meeting ID: 929 2433 2087
Passcode: 399192


Network Functional Varying Coefficient Model
Yanyuan MA, The Pennsylvania State University, USA
https://science.psu.edu/stat/people/yzm63

ABSTRACT:
We consider functional responses with network dependence observed for each individual at irregular time points. To model both the inter-individual dependence as well as within-individual dynamic correlation, we propose a network functional varying coefficient (NFVC) model. The response of each individual is characterized by a linear combination of responses from its connected nodes and its own exogenous covariates. All the model coefficients are allowed to be time dependent.
The NFVC model adds to the richness of both the classical network autoregression model and the functional regression models. To overcome the complexity caused by the network inter-dependence, we devise a special nonparametric least squares type estimator, which is feasible when the responses are observed at irregular time points for different individuals. The estimator takes advantage of the sparsity of the network structure to reduce the computational burden.
To further conduct the functional principal component analysis, a novel within-individual covariance function estimation method is proposed and studied. Theoretical properties of our estimators are analyzed, which involve techniques related to empirical processes, nonparametrics, functional data analysis and various concentration inequalities. We analyze a social network data to illustrate the powerfulness of the proposed procedure.


> View the Research Seminar agenda: https://www.unige.ch/gsem/en/research/seminars/rcs/

Regards,


Marie-Madeleine

Marie-Madeleine Novo
Assistant to the Research Institutes
gsem-support-instituts using unige.ch