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Nonparametric Functional Graphical Modeling Through Functional Additive Regression Operator

Nonparametric Functional Graphical Modeling Through Functional Additive Regression Operator

In this article, we develop a nonparametric graphical model for multivariate random functions. Most existing graphical models are restricted by the assumptions of multivariate Gaussian or copula Gaussian distributions, which also imply linear relations among the random variables or functions on different nodes. We relax those assumptions by building our …