Multivariate functional group sparse regression: Functional predictor selection

@article{Mahzarnia2022MultivariateFG,
  title={Multivariate functional group sparse regression: Functional predictor selection},
  author={Ali Mahzarnia and Jun Song},
  journal={PLoS ONE},
  year={2022},
  volume={17}
}
In this paper, we propose methods 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 two methods for functional group-sparse regression under a generic Hilbert space of infinite dimension. We show the convergence of algorithms and the consistency of the estimation and the selection (oracle property) under infinite… 

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