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Activity Number: 324
Type: Contributed
Date/Time: Tuesday, August 2, 2016 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract #319429
Title: Optimal Estimation and Variable Selection for Multivariate Varying Coefficient Model with Functional Response
Author(s): Simeng Qu* and Xiao Wang
Companies: Purdue University and Purdue University
Keywords: Functional Response ; multivariate varying coefficient model ; simultaneous estimation and model selection ; high dimensions ; minimax rate

Multivariate varying coefficient model with functional response has become an important statistical tool for many neuroimaging studies. In this paper, we study estimation of varying coefficient functions and variable selection simultaneously. In the ultra-high dimensional setting, we investigate the minimax optimal rate and model selection property at the same time under both fixed and random designs. The algorithm based on the ADMM is developed to obtain the estimator. The finite-sample performance is demonstrated through both simulation and real data analysis.

Authors who are presenting talks have a * after their name.

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