A0658
Title: Functional sparse group lasso
Authors: Jun Song - Korea University (Korea, South) [presenting]
Abstract: A method will be presented for functional predictor selection and the estimation of smooth functional coefficients simultaneously in a scalar-on-function regression problem under a high-dimensional multivariate functional data setting. In particular, we develop a method for functional group-sparse regression under a generic Hilbert space of infinite dimension. Then we show the convergence of algorithms and the consistency of the estimation and selection under infinite-dimensional Hilbert spaces. Simulation and fMRI data application will be presented at the end to show the effectiveness of the methods in both the selection and estimation of functional coefficients.
