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Functional principal components (FPC's) provide the most important and most extensively used tool for dimension reduction and inference for functional data. The selection of the number, d, of the FPC's to be used in a specific procedure has…

Statistics Theory · Mathematics 2013-02-26 Stefan Fremdt , Lajos Horváth , Piotr Kokoszka , Josef G. Steinebach

The advance of modern sensor technologies enables collection of multi-stream longitudinal data where multiple signals from different units are collected in real-time. In this article, we present a non-parametric approach to predict the…

Machine Learning · Statistics 2023-07-04 Seokhyun Chung , Raed Kontar

We introduce a novel statistical framework for the analysis of replicated point processes that allows for the study of point pattern variability at a population level. By treating point process realizations as random measures, we adopt a…

Statistics Theory · Mathematics 2025-11-05 Franck Picard , Vincent Rivoirard , Angelina Roche , Victor Panaretos

Functional data analysis (FDA) is a statistical framework that allows for the analysis of curves, images, or functions on higher dimensional domains. The goals of FDA, such as descriptive analyses, classification, and regression, are…

Methodology · Statistics 2023-12-12 Jan Gertheiss , David Rügamer , Bernard X. W. Liew , Sonja Greven

Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…

Machine Learning · Statistics 2019-08-21 Genevera I. Allen , Michael Weylandt

In the era of big data, reducing data dimensionality is critical in many areas of science. Widely used Principal Component Analysis (PCA) addresses this problem by computing a low dimensional data embedding that maximally explain variance…

Machine Learning · Statistics 2017-02-24 Soheil Feizi , David Tse

When considering functional principal component analysis for sparsely observed longitudinal data that take values on a nonlinear manifold, a major challenge is how to handle the sparse and irregular observations that are commonly…

Methodology · Statistics 2018-12-13 Xiongtao Dai , Zhenhua Lin , Hans-Georg Müller

Happ and Greven (2018) developed a methodology for principal components analysis of multivariate functional data observed on different dimensional domains. Their approach relies on an estimation of univariate functional principal components…

Methodology · Statistics 2025-01-28 Steven Golovkine , Edward Gunning , Andrew J. Simpkin , Norma Bargary

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

Functional data analysis offers a diverse toolkit of statistical methods tailored for analyzing samples of real-valued random functions. Recently, samples of time-varying random objects, such as time-varying networks, have been increasingly…

Methodology · Statistics 2025-03-10 Jiazhen Xu , Andrew T. A. Wood , Tao Zou

Principal component analysis and factor analysis are fundamental multivariate analysis methods. In this paper a unified framework to connect them is introduced. Under a general latent variable model, we present matrix optimization problems…

Methodology · Statistics 2024-05-31 Shifeng Xiong

As high-dimensional and high-frequency data are being collected on a large scale, the development of new statistical models is being pushed forward. Functional data analysis provides the required statistical methods to deal with large-scale…

Statistics Theory · Mathematics 2020-07-08 Israel Martínez-Hernández , Marc G. Genton

A set of curves or images of similar shape is an increasingly common functional data set collected in the sciences. Principal Component Analysis (PCA) is the most widely used technique to decompose variation in functional data. However, the…

Methodology · Statistics 2009-09-29 Rima Izem , J. S. Marron

Functional data is a powerful tool for capturing and analyzing complex patterns and relationships in a variety of fields, allowing for more precise modeling, visualization, and decision-making. For example, in healthcare, functional data…

Methodology · Statistics 2023-04-26 Xiyuan Gao , Jiayi Wang , Guanyu Hu , Jianguo Sun

We present a new method based on Functional Data Analysis (FDA) for detecting associations between one or more scalar covariates and a longitudinal response, while correcting for other variables. Our methods exploit the temporal structure…

Applications · Statistics 2014-04-30 Matthew Reimherr , Dan Nicolae

This paper examines robust functional data analysis for discretely observed data, where the underlying process encompasses various distributions, such as heavy tail, skewness, or contaminations. We propose a unified robust concept of…

Methodology · Statistics 2023-05-26 Lingxuan Shao , Fang Yao

We consider spatially dependent functional data collected under a geostatistics setting, where locations are sampled from a spatial point process. The functional response is the sum of a spatially dependent functional effect and a spatially…

Methodology · Statistics 2021-06-18 Haozhe Zhang , Yehua Li

In functional data analysis, replicate observations of a smooth functional process and its derivatives offer a unique opportunity to flexibly estimate continuous-time ordinary differential equation models. Ramsay (1996) first proposed to…

Methodology · Statistics 2024-06-27 Edward Gunning , Giles Hooker

Big data is transforming our world, revolutionizing operations and analytics everywhere, from financial engineering to biomedical sciences. The complexity of big data often makes dimension reduction techniques necessary before conducting…

Methodology · Statistics 2018-01-08 Jianqing Fan , Qiang Sun , Wen-Xin Zhou , Ziwei Zhu

Functional linear regression analysis aims to model regression relations which include a functional predictor. The analog of the regression parameter vector or matrix in conventional multivariate or multiple-response linear regression…

Statistics Theory · Mathematics 2011-02-28 Yichao Wu , Jianqing Fan , Hans-Georg Müller
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