Estimation of Sparse Functional Additive Models with Adaptive Group LASSO

@article{Sang2020EstimationOS,
  title={Estimation of Sparse Functional Additive Models with Adaptive Group LASSO},
  author={Peijun Sang and Liangliang Wang and Jiguo Cao},
  journal={Statistica Sinica},
  year={2020}
}
We study a flexible model to address the lack of fit in conventional functional linear regression models. This model, called the sparse functional additive model, is used to characterize the relationship between a functional predictor and a scalar response of interest. The effect of the functional predictor is represented in a nonparametric additive form, where the arguments are the scaled functional principal component scores. Component selection and smoothing are considered when fitting the… 

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