Skip to main content
stat
Network Functional Varying Coefficient Model
Add to Calendar 2021-11-05T14:10:00 2021-11-05T15:00:00 UTC Network Functional Varying Coefficient Model 327 Thomas Building, University Park, PA
Start DateFri, Nov 05, 2021
10:10 AM
to
End DateFri, Nov 05, 2021
11:00 AM
Presented By
Yanyuan Ma
Event Series: SMAC Talks

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 net-work autoregression model and the functional regression models. To overcome the complexity caused by the network inter-dependence, we devise a special non-parametric 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 social network data to illustrate the powerfulness of the proposed procedure.