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SUMMARY:Average derivative projection pursuit regression - Frédéric Ferr
 aty\, Toulouse
DTSTART:20141114T160000Z
DTEND:20141114T170000Z
UID:TALK54673@talks.cam.ac.uk
CONTACT:20082
DESCRIPTION:In this talk one proposes a general framework for projection P
 ursuit Regression (PPR) that can deal with an explanatory random function 
 X = {X(t)\; t ∈ I} and a scalar response Y. In doing so we introduce wha
 t we call the average derivative operator of the regression. We show that 
 the unknown directions involved in the functional PPR can be viewed as the
  eigenfunctions of the average derivative operator. This new characterizat
 ion of the directional parameters greatly simplifies the estimation proble
 m\, offers new interpretation of the directional parameters in PPR and sol
 ves identifiability issues inherent in such models.\n\nMotivated by recent
  works focusing on the nonparametric estimation of the directional derivat
 ives of a regression operator\, a nonparametric estimator of the average d
 erivative operator is constructed. Asymptotic properties of the introduced
  estimators are studied and numerical examples are used to illustrate the 
 method and to assess finite sample performance.
LOCATION:MR12\,  Centre for Mathematical Sciences\, Wilberforce Road\, Cam
 bridge
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