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Geodesic difference-in-differences

测地线双重差分

Summary Difference-in-differences (DID) is a widely used quasi-experimental design for causal inference, traditionally applied to scalar or Euclidean outcomes, while extensions to outcomes residing in non-Euclidean spaces remain limited. Existing methods for such outcomes have primarily focused on univariate distributions, leveraging linear operations in the space of quantile functions, but these approaches cannot be directly extended to outcomes in general metric spaces. In…

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Association and independence test for random objects

随机对象的关联度量与独立性检验

We develop a unified framework for testing independence and quantifying association between random objects that are located in general metric spaces. Special cases include functional and high-dimensional data as well as networks, covariance matrices and data on Riemannian manifolds, among other metric space-valued data. A key concept is the profile association, a measure based on distance profiles that intrinsically characterize the distributions of random objects in metric…

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Geodesic optimal transport regression

测地线最优传输回归

Summary Classical regression models do not cover non-Euclidean data that reside in a general metric space, while the current literature on non-Euclidean regression has, by and large, focused on scenarios where either predictors or responses are random objects, i.e., non-Euclidean, but not both. In this paper we propose geodesic optimal transport regression models for the case where both predictors and responses lie in a common geodesic metric space, and predictors may…

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Inference for Dispersion and Curvature of Random Objects

随机对象的离散程度与曲率推断

There are many open questions pertaining to the statistical analysis of random objects, which are increasingly encountered. A major challenge is the absence of linear operations in such spaces. A basic statistical task is to quantify statistical dispersion or spread. For two measures of dispersion for data objects in geodesic metric spaces, Fréchet variance and metric variance, we derive a central limit theorem (CLT) for their joint distribution. This analysis reveals that…

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Dynamic modelling of sparse longitudinal data and functional snippets with stochastic differential equations

利用随机微分方程动态建模稀疏纵向数据与函数片段

Abstract Sparse functional/longitudinal data have attracted widespread interest due to the prevalence of such data in social and life sciences. A prominent scenario where such data are routinely encountered are accelerated longitudinal studies, where subjects are enrolled in the study at a random time and are only tracked for a short amount of time relative to the domain of interest. The statistical analysis of such functional snippets is challenging since information for…

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Deep Fréchet Regression

深度 Fréchet 回归

Advancements in modern science have led to the increasing availability of non-Euclidean data in metric spaces. This paper addresses the challenge of modeling relationships between non-Euclidean responses and multivariate Euclidean predictors. We propose a flexible regression model capable of handling high-dimensional predictors without imposing parametric assumptions. Two primary challenges are addressed: the curse of dimensionality in nonparametric regression and the…

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Geodesic Mixed Effects Models for Repeatedly Observed/Longitudinal Random Objects

重复观测与纵向随机对象的测地线混合效应模型

Mixed effect modeling for longitudinal data is challenging when the observed data are random objects, which are complex data taking values in a general metric space without either global linear or local linear (Riemannian) structure. In such settings the classical additive error model and distributional assumptions are unattainable. Due to the rapid advancement of technology, longitudinal data containing complex random objects, such as covariance matrices, data on Riemannian…

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Conformal inference for random objects

随机对象的共形推断

We develop an inferential tool kit for analyzing object-valued responses, which correspond to data situated in general metric spaces, paired with Euclidean predictors within the conformal framework. To this end, we introduce conditional profile average transport costs, where we compare distance profiles that correspond to one-dimensional distributions of probability mass falling into balls of increasing radius through the optimal transport cost when moving from one distance…

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Gradient synchronization for multivariate functional data, with application to brain connectivity

多元函数型数据的梯度同步性及脑连接应用

Abstract Quantifying the association between components of multivariate random curves is of general interest and is a ubiquitous and basic problem that can be addressed with functional data analysis. An important application is the problem of assessing functional connectivity based on functional magnetic resonance imaging (fMRI), where one aims to determine the similarity of fMRI time courses that are recorded on anatomically separated brain regions. In the functional brain…

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Metric statistics: Exploration and inference for random objects with distance profiles

度量统计:利用距离剖面探索随机对象并进行推断

This article provides an overview on the statistical modeling of complex data as increasingly encountered in modern data analysis. It is argued that such data can often be described as elements of a metric space that satisfies certain structural conditions and features a probability measure. We refer to the random elements of such spaces as random objects and to the emerging field that deals with their statistical analysis as metric statistics. Metric statistics provides…

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Spherical autoregressive models, with application to distributional and compositional time series

球面自回归模型及其在分布与成分时间序列中的应用

We introduce a new class of autoregressive models for spherical time series. The dimension of the spheres on which the observations of the time series are situated may be finite-dimensional or infinite-dimensional, where in the latter case we consider the Hilbert sphere. Spherical time series arise in various settings. We focus here on distributional and compositional time series. Applying a square root transformation to the densities of the observations of a distributional…

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Single index Fréchet regression

单指标 Fréchet 回归

Single index models provide an effective dimension reduction tool in regression, especially for high-dimensional data, by projecting a general multivariate predictor onto a direction vector. We propose a novel single-index model for regression models where metric space-valued random object responses are coupled with multivariate Euclidean predictors. The responses in this regression model include complex, non-Euclidean data, including covariance matrices, graph Laplacians of…

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Autoregressive optimal transport models

自回归最优传输模型

Abstract Series of univariate distributions indexed by equally spaced time points are ubiquitous in applications and their analysis constitutes one of the challenges of the emerging field of distributional data analysis. To quantify such distributional time series, we propose a class of intrinsic autoregressive models that operate in the space of optimal transport maps. The autoregressive transport models that we introduce here are based on regressing optimal transport maps…

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Wasserstein Regression

Wasserstein 回归

The analysis of samples of random objects that do not lie in a vector space is gaining increasing attention in statistics. An important class of such object data is univariate probability measures defined on the real line. Adopting the Wasserstein metric, we develop a class of regression models for such data, where random distributions serve as predictors and the responses are either also distributions or scalars. To define this regression model, we use the geometry of…

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Variable Selection for Global Fréchet Regression

全局 Fréchet 回归的变量选择

Global Fréchet regression is an extension of linear regression to cover more general types of responses, such as distributions, networks, and manifolds, which are becoming more prevalent. In such models, predictors are Euclidean while responses are metric space valued. Predictor selection is of major relevance for regression modeling in the presence of multiple predictors but has not yet been addressed for Fréchet regression. Due to the metric space-valued nature of the…

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High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data

基于 Bootstrap 的高维多元方差分析及函数与稀疏计数数据应用

We propose a new approach to the problem of high-dimensional multivariate ANOVA via bootstrapping max statistics that involve the differences of sample mean vectors. The proposed method proceeds via the construction of simultaneous confidence regions for the differences of population mean vectors. It is suited to simultaneously test the equality of several pairs of mean vectors of potentially more than two populations. By exploiting the variance decay property that is a…

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Modeling Time-Varying Random Objects and Dynamic Networks

时变随机对象与动态网络的建模

Samples of dynamic or time-varying networks and other random object data such as time-varying probability distributions are increasingly encountered in modern data analysis. Common methods for time-varying data such as functional data analysis are infeasible when observations are time courses of networks or other complex non-Euclidean random objects that are elements of general metric spaces. In such spaces, only pairwise distances between the data objects are available and…

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Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories

局部弗雷歇回归的一致收敛及其在极值定位与时间配准中的应用

Local Fréchet regression is a nonparametric regression method for metric space valued responses and Euclidean predictors, which can be utilized to obtain estimates of smooth trajectories taking values in general metric spaces from noisy metric space valued random objects. We derive uniform rates of convergence, which so far have eluded theoretical analysis of this method, for both fixed and random target trajectories, where we utilize tools from empirical processes. These…

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Total variation regularized Fréchet regression for metric-space valued data

度量空间值数据的总变差正则化 Fréchet 回归

Non-Euclidean data that are indexed with a scalar predictor such as time are increasingly encountered in data applications, while statistical methodology and theory for such random objects are not well developed yet. To address the need for new methodology in this area, we develop a total variation regularization technique for nonparametric Fréchet regression, which refers to a regression setting where a response residing in a metric space is paired with a scalar predictor…

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Fréchet change-point detection

Fréchet 变点检测

We propose a method to infer the presence and location of change-points in the distribution of a sequence of independent data taking values in a general metric space, where change-points are viewed as locations at which the distribution of the data sequence changes abruptly in terms of either its Fréchet mean, Fréchet variance or both. The proposed method is based on comparisons of Fréchet variances before and after putative change-point locations and does not require a…

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Additive Functional Regression for Densities as Responses

以密度为响应的加性函数回归

We propose and investigate additive density regression, a novel additive functional regression model for situations where the responses are random distributions that can be viewed as random densities and the predictors are vectors. Data in the form of samples of densities or distributions are increasingly encountered in statistical analysis and there is a need for flexible regression models that accommodate random densities as responses. Such models are of special interest…

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Functional Models for Time-Varying Random Objects

时变随机对象的函数型模型

Summary Functional data analysis provides a popular toolbox of functional models for the analysis of samples of random functions that are real valued. In recent years, samples of time-varying object data such as time-varying networks that are not in a vector space have been increasingly collected. These data can be viewed as elements of a general metric space that lacks local or global linear structure and therefore common approaches that have been used with great success…

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Bootstrapping max statistics in high dimensions: Near-parametric rates under weak variance decay and application to functional and multinomial data

高维最大值统计量的自助法:弱方差衰减下的近参数速率及应用

In recent years, bootstrap methods have drawn attention for their ability to approximate the laws of “max statistics” in high-dimensional problems. A leading example of such a statistic is the coordinatewise maximum of a sample average of $n$ random vectors in $\mathbb{R}^{p}$. Existing results for this statistic show that the bootstrap can work when $n\ll p$, and rates of approximation (in Kolmogorov distance) have been obtained with only logarithmic dependence in $p$.…

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Fréchet analysis of variance for random objects

随机对象的Fréchet方差分析

Summary Fréchet mean and variance provide a way of obtaining a mean and variance for metric space-valued random variables, and can be used for statistical analysis of data objects that lie in abstract spaces devoid of algebraic structure and operations. Examples of such data objects include covariance matrices, graph Laplacians of networks and univariate probability distribution functions. We derive a central limit theorem for the Fréchet variance under mild regularity…

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