Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 2604.03284

FunctionalCalibration: an R package for estimation in aggregated functional data model

Alex Rodrigo dos Santos Sousa·Vitor Ribas Perrone
View original source ↗Read source document ↗Export metadata ↓

Abstract

Aggregated functional data arise in a variety of applications where only linear combinations of latent functional components are observed. A prominent example is found in chemometrics through the Beer-Lambert law. This paper introduces the FunctionalCalibration package for R, which provides tools for estimating constituent curves from aggregated functional observations under additive error models. The package implements calibration methods based on B-spline and wavelet basis expansions, allowing the recovery of smooth as well as locally irregular component functions. In addition, it includes simulation tools, visualization functions, and procedures for estimating weights in prediction problems. The package is illustrated through simulated and real datasets, demonstrating its flexibility and practical applicability in functional calibration problems.

Explore related subjects

stat.COstat.ME

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Alex Rodrigo dos Santos Sousa, Vitor Ribas Perrone. 2026-09-11. FunctionalCalibration: an R package for estimation in aggregated functional data model. https://arxiv.org/abs/2604.03284

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Delayed Acceptance Slice Sampling

Slice sampling is a well-established Markov chain Monte Carlo method for approximate sampling of target distributions which are only known up to a normalizing constant. The method is based on choosing a new state on a slice, i.e., a superlevel set of the given unnormalized target density (with respect to a reference measure). However, slice sampling algorithms usually require per step multiple evaluations of the target density, and thus can become computationally expensive. This is particularly the case for Bayesian inference with costly likelihoods. In this paper, we exploit deterministic approximations of the target density, which are relatively cheap to evaluate, and propose delayed acceptance versions of several common (hybrid) slice samplers. We show ergodicity of the resulting slice sampling methods, discuss the superiority of delayed acceptance (ideal) slice sampling over delayed acceptance Metropolis-Hastings algorithms, and illustrate the benefits of our novel approach in terms of improved computational efficiency in numerical experiments.

stat.CO↗
arXiv2026

Repulsive normalizing flow mixtures for adaptive importance sampling: reliability analysis of complex systems

Accurate rare-event estimation can be computationally expensive. Classical adaptive importance sampling (IS) schemes often rely on restrictive proposal families and can struggle under multiple failure modes. We propose FAMIS, a flow-based multiple importance sampling (MIS) framework that learns a nonuniform mixture of normalizing flow proposals for rare event estimation. The method does not require presampled failure data or prior knowledge of the number, location, or geometry of the failure modes. Instead, it adaptively learns the mixture through sequential evaluations of the limit state function. To guide training toward the failure domain, FAMIS uses a smooth rare-event surrogate and a tempered target sequence. A defensive exploration mixture improves early-stage coverage, a Rao Blackwellized update adapts the mixture weights, and a Jensen-Shannon repulsion term promotes separation and diversity among the base components. The final failure probability is computed with a deterministic-mixture MIS estimator. Numerical experiments demonstrate that FAMIS accurately approximates quasi-optimal IS densities with fewer training samples and model evaluations, providing stable variance reduction across complex reliability problems.

stat.CO↗
arXiv2026

Scentree: a framework for generating scenario trees for multistage stochastic programming

We present scentree, an open-source Python package for constructing a scenario fan and a scenario tree for multistage stochastic programming from historical data. It combines machine learning and multivariate time series models to obtain a scenario fan that captures inter-stage dependencies in the stochastic processes. This scenario fan is subsequently transformed into a scenario tree suitable for multistage stochastic optimization, providing a flexible and extensible framework for uncertainty modeling. A key contribution is the automation of the complete workflow, including model selection, parameter estimation, scenario fan generation, and scenario tree construction. Scentree does not rely on assumptions about the underlying data distribution, reducing the statistical expertise required to produce a scenario tree. Furthermore, it is agnostic to the specific multistage stochastic problem to be solved.

stat.CO↗