Yichao Wu - Colloquium Speaker

TransUnion Professor, Department of Mathematics, Statistics, and Computer Science, University of Illinois at Chicago
Thursday, October 5, 2023 - 3:30pm
Colloquium Title: 
Partially-Global Fréchet Regression
Meet and Greet at 3:00 pm in 241 SH / Talk at 3:30 pm in 61 SH


We propose a partially-global Fréchet regression model by extending the profiling technique for the partially linear regression model (Severini and Wong 1992). This extension allows for the response to come from a generic metric space and can incorporate a combination of Euclidean predictors and a predictor which comes from another generic metric space. By melding together the local and global Fréchet regression models proposed by Petersen and Mueller (2019), we gain a model that is more flexible than global Fréchet regression and more accurate than local Fréchet regression when the data generating process relies on a non-Euclidean predictor or is truly “global (linear)” for some scalar predictors. In this paper, we provide theoretical support for partially-global Fréchet regression and demonstrate its competitive finite-sample performance when applied to both simulated data and to real data which is too complex for traditional statistical methods.