Functional linear regression for discretely observed data: from ideal to reality
离散观测数据的函数型线性回归:从理想到现实
Summary Despite extensive studies on functional linear regression, there exists a fundamental gap in theory between the ideal estimation from fully observed covariate functions and the reality that one can only observe functional covariates discretely with noise. The challenge arises when deriving a sharp perturbation bound for the estimated eigenfunctions in the latter case, which renders existing techniques for functional linear regression not applicable. We use a pooling…