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Functional Principal Component Analysis (FPCA) has become a widely-used dimension reduction tool for functional data analysis. When additional covariates are available, existing FPCA models integrate them either in the mean function or in…

Methodology · Statistics 2022-04-13 Ci-Ren Jiang , Eardi Lila , John AD Aston , Jane-Ling Wang

Incorporating covariates into functional principal component analysis (PCA) can substantially improve the representation efficiency of the principal components and predictive performance. However, many existing functional PCA methods do not…

Methodology · Statistics 2023-08-22 Fei Ding , Shiyuan He , David E. Jones , Jianhua Z. Huang

Functional principal component analysis (FPCA) is a key tool in the study of functional data, driving both exploratory analyses and feature construction for use in formal modeling and testing procedures. However, existing methods for FPCA…

Methodology · Statistics 2026-03-24 Caitrin Murphy , Eric Laber , Rhonda Merwin , Brian Reich , Jake Koerner

We propose generalized conditional functional principal components analysis (GC-FPCA) for the joint modeling of the fixed and random effects of non-Gaussian functional outcomes. The method scales up to very large functional data sets by…

Methodology · Statistics 2024-11-18 Yu Lu , Xinkai Zhou , Erjia Cui , Dustin Rogers , Ciprian M. Crainiceanu , Julia Wrobel , Andrew Leroux

In this paper we review existing methods for robust functional principal component analysis (FPCA) and propose a new method for FPCA that can be applied to longitudinal data where only a few observations per trajectory are available. This…

Methodology · Statistics 2020-12-04 Graciela Boente , Matias Salibian-Barrera

Functional principal component analysis (FPCA) has played an important role in the development of functional time series analysis. This note investigates how FPCA can be used to analyze cointegrated functional time series and proposes a…

Methodology · Statistics 2023-04-18 Won-Ki Seo

Functional principal component analysis (FPCA) is a widely used technique in functional data analysis for identifying the primary sources of variation in a sample of random curves. The eigenfunctions obtained from standard FPCA typically…

Methodology · Statistics 2025-06-04 Maria Laura Battagliola , Jan O. Bauer

Functional principal component analysis (FPCA) has been widely used to capture major modes of variation and reduce dimensions in functional data analysis. However, standard FPCA based on the sample covariance estimator does not work well in…

Methodology · Statistics 2021-01-19 Guangxing Wang , Sisheng Liu , Fang Han , Chongzhi Di

Multivariate functional principal component analysis (MFPCA) is a powerful dimension reduction technique for analyzing multiple functional variables simultaneously. However, existing MFPCA methods assume that all functional observations are…

Functional data analysis is concerned with the analysis of infinite-dimensional data functions. Functional principal component analysis (FPCA) is a key method to obtain finite-dimensional summaries. Consistency of FPCA has been…

Methodology · Statistics 2026-04-24 Tim Kutta , Nina Dörnemann , Piotr Kokoszka

With the advance of modern technology, more and more data are being recorded continuously during a time interval or intermittently at several discrete time points. They are both examples of "functional data", which have become a prevailing…

Methodology · Statistics 2015-07-21 Jane-Ling Wang , Jeng-Min Chiou , Hans-Georg Mueller

Functional principal component analysis (FPCA) is an important technique for dimension reduction in functional data analysis (FDA). Classical FPCA method is based on the Karhunen-Lo\`{e}ve expansion, which assumes a linear structure of the…

Methodology · Statistics 2023-06-27 Rou Zhong , Chunming Zhang , Jingxiao Zhang

In Structural Health Monitoring (SHM), sensor measurements and derived features such as eigenfrequencies often exhibit systematic daily patterns and can therefore be naturally represented as functional data. Furthermore, these patterns are…

Methodology · Statistics 2026-03-20 Philipp Wittenberg , Lizzie Neumann , Kristof Maes , Jan Gertheiss

We propose a Bayesian modeling framework for jointly analyzing multiple functional responses of different types (e.g. binary and continuous data). Our approach is based on a multivariate latent Gaussian process and models the dependence…

Methodology · Statistics 2016-01-12 Beth A. Tidemann-Miller , Brian J. Reich , Ana-Maria Staicu

Functional principal component analysis (FPCA) could become invalid when data involve non-Gaussian features. Therefore, we aim to develop a general FPCA method to adapt to such non-Gaussian cases. A Kenall's $\tau$ function, which possesses…

Methodology · Statistics 2021-08-18 Rou Zhong , Shishi Liu , Haocheng Li , Jingxiao Zhang

When functional data manifest amplitude and phase variations, a commonly-employed framework for analyzing them is to take away the phase variation through a function alignment and then to apply standard tools to the aligned functions. A…

Methodology · Statistics 2017-05-30 Sungwon Lee , Sungkyu Jung

Analyzing longitudinal data in health studies is challenging due to sparse and error-prone measurements, strong within-individual correlation, missing data and various trajectory shapes. While mixed-effect models (MM) effectively address…

Methodology · Statistics 2024-07-11 Corentin Ségalas , Catherine Helmer , Robin Genuer , Cécile Proust-Lima

Functional data analysis is an important research field in statistics which treats data as random functions drawn from some infinite-dimensional functional space, and functional principal component analysis (FPCA) based on…

Statistics Theory · Mathematics 2024-04-03 Hang Zhou , Dongyi Wei , Fang Yao

Functional Principal Components Analysis (FPCA) is a widely used analytic tool for dimension reduction of functional data. Traditional implementations of FPCA estimate the principal components from the data, then treat these estimates as…

Methodology · Statistics 2026-04-03 Joseph Sartini , Xinkai Zhou , Liz Selvin , Scott Zeger , Ciprian Crainiceanu

Modern mobile health (mHealth) assessment combines self-reported measures of participants' health experiences with passively collected health behavior data throughout the day. These data are collected across multiple measurement scales,…

Methodology · Statistics 2026-03-13 Debangan Dey , Rahul Ghosal , Kathleen Merikangas , Vadim Zipunnikov
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