Delineating associations between images and covariates is a central aim of imaging studies. To tackle this problem, we propose a novel non-parametric approach in the framework of spatially varying coefficient models, where the spatially varying functions are estimated through deep neural networks. Our method incorporates spatial smoothness, handles subject heterogeneity, and provides straightforward interpretations. It is also highly flexible and accurate, making it ideal for capturing complex association patterns. We establish estimation and selection consistency and derive asymptotic error bounds. We demonstrate the method's advantages through intensive simulations and analyses of two functional magnetic resonance imaging data sets.
Keywords: deep neural networks; functional magnetic resonance imaging; high-dimensional inference; non-parametric regression; tensor regression; varying coefficient models.