Abstract:We propose a multivariate functional response low-rank regression model with possible high-dimensional functional responses and scalar covariates. By expanding the slope functions on a set of sieve bases, we reconstruct the basis coefficients as a matrix. To estimate these coefficients, we propose an efficient procedure using nuclear norm regularization. We also derive error bounds for our estimates and evaluate our method using simulations. We further apply our method to the Human Connectome Project neuroimag… Show more
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