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Smoothing of noisy sample covariances is an important component in functional data analysis. We propose a novel covariance smoothing method based on penalized splines and associated software. The proposed method is a bivariate spline…

Methodology · Statistics 2017-04-07 Luo Xiao , Cai Li , William Checkley , Ciprian M. Crainiceanu

We propose a fast bivariate smoothing approach for symmetric surfaces that has a wide range of applications. We show how it can be applied to estimate the covariance function in longitudinal data as well as multiple additive covariances in…

Computation · Statistics 2016-09-23 Jona Cederbaum , Fabian Scheipl , Sonja Greven

Estimation of the mean and covariance parameters for functional data is a critical task, with local linear smoothing being a popular choice. In recent years, many scientific domains are producing multivariate functional data for which $p$,…

Statistics Theory · Mathematics 2024-09-24 Alexander Petersen

Covariance estimation is essential yet underdeveloped for analyzing multivariate functional data. We propose a fast covariance estimation method for multivariate sparse functional data using bivariate penalized splines. The tensor-product…

Methodology · Statistics 2019-06-11 Cai Li , Luo Xiao , Sheng Luo

Facial expressions recognition (FER) of 3D face scans has received a significant amount of attention in recent years. Most of the facial expression recognition methods have been proposed using mainly 2D images. These methods suffer from…

Computer Vision and Pattern Recognition · Computer Science 2021-05-13 Walid Hariri , Nadir Farah , Dinesh Kumar Vishwakarma

Covariance function estimation is a fundamental task in multivariate functional data analysis and arises in many applications. In this paper, we consider estimating sparse covariance functions for high-dimensional functional data, where the…

Statistics Theory · Mathematics 2022-07-15 Qin Fang , Shaojun Guo , Xinghao Qiao

We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a…

Econometrics · Economics 2024-01-15 Chenlei Leng , Degui Li , Hanlin Shang , Yingcun Xia

There is currently an increasing interest in large vector autoregressive (VAR) models. VARs are popular tools for macroeconomic forecasting and use of larger models has been demonstrated to often improve the forecasting ability compared to…

Econometrics · Economics 2019-07-03 Sebastian Ankargren , Paulina Jonéus

We consider inference problems for high-dimensional (HD) functional data with a dense number (T) of repeated measurements taken for a large number of p variables from a small number of n experimental units. The spatial and temporal…

Methodology · Statistics 2020-05-06 Shawn Santo , Ping-Shou Zhong

Face detection serves as a fundamental research topic for many applications like face recognition. Impressive progress has been made especially with the recent development of convolutional neural networks. However, the issue of large scale…

Computer Vision and Pattern Recognition · Computer Science 2018-04-24 Jianfeng Wang , Ye Yuan , Boxun Li , Gang Yu , Sun Jian

P-splines provide a flexible and computationally efficient smoothing framework and are commonly used for derivative estimation in functional data. Including an additive penalty term in P-splines has been shown to improve estimates of…

Methodology · Statistics 2026-02-24 Yueyun Zhu , Steven Golovkine , Norma Bargary , Andrew J. Simpkin

Convolutional neural network (CNN) based face detectors are inefficient in handling faces of diverse scales. They rely on either fitting a large single model to faces across a large scale range or multi-scale testing. Both are…

Computer Vision and Pattern Recognition · Computer Science 2017-06-30 Zekun Hao , Yu Liu , Hongwei Qin , Junjie Yan , Xiu Li , Xiaolin Hu

Forecast verification plays a crucial role in the development cycle of operational numerical weather prediction models. At the same time, verification remains a challenge as the traditionally used non-spatial forecast quality metrics…

Atmospheric and Oceanic Physics · Physics 2026-05-25 Gregor Skok , Katarina Kosovelj

We propose modeling raw functional data as a mixture of a smooth function and a highdimensional factor component. The conventional approach to retrieving the smooth function from the raw data is through various smoothing techniques.…

Methodology · Statistics 2021-02-05 Yuan Gao , Han Lin Shang , Yanrong Yang

Covariance estimation is ubiquitous in functional data analysis. Yet, the case of functional observations over multidimensional domains introduces computational and statistical challenges, rendering the standard methods effectively…

Methodology · Statistics 2022-11-02 Soham Sarkar , Victor M. Panaretos

Non-parametric inference for functional data over two-dimensional domains entails additional computational and statistical challenges, compared to the one-dimensional case. Separability of the covariance is commonly assumed to address these…

Methodology · Statistics 2021-03-19 Tomas Masak , Tomas Rubin , Victor Panaretos

In this paper, we propose a new approach for facial expression recognition using deep covariance descriptors. The solution is based on the idea of encoding local and global Deep Convolutional Neural Network (DCNN) features extracted from…

Computer Vision and Pattern Recognition · Computer Science 2019-12-05 Naima Otberdout , Anis Kacem , Mohamed Daoudi , Lahoucine Ballihi , Stefano Berretti

Functional data analysis finds widespread application across various fields. While functional data are intrinsically infinite-dimensional, in practice, they are observed only at a finite set of points, typically over a dense grid. As a…

Methodology · Statistics 2025-10-29 Ana Carolina da Cruz , Camila P. E. de Souza , Pedro H. T. O. Sousa

For high dimensional data, some of the standard statistical techniques do not work well. So modification or further development of statistical methods are necessary. In this paper, we explore these modifications. We start with the important…

Statistical Finance · Quantitative Finance 2024-05-29 Arnab Chakrabarti , Rituparna Sen

Large-scale association analysis between multivariate responses and predictors is of great practical importance, as exemplified by modern business applications including social media marketing and crisis management. Despite the rapid…

Methodology · Statistics 2020-11-18 Zemin Zheng , Yang Li , Jie Wu , Yuchen Wang
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