Related papers: Principal Component Analysis for Functional Data o…
In a fully-Bayesian Functional Principal Components Analysis (FPCA) the principal components are treated as unknown infinite-dimensional parameters. By projecting the functional principal components on a rich orthonormal spline basis, we…
When measurements fall below or above a detection threshold, the resulting data are missing not at random (MNAR), posing challenges for statistical analysis. For example, in longitudinal biomarker studies, observations may be subject to…
We propose a new fast generalized functional principal components analysis (fast-GFPCA) algorithm for dimension reduction of non-Gaussian functional data. The method consists of: (1) binning the data within the functional domain; (2)…
Principal Component Analysis (PCA) is a fundamental tool for data visualization, denoising, and dimensionality reduction. It is widely popular in Statistics, Machine Learning, Computer Vision, and related fields. However, PCA is well-known…
Motivated by risk assessment of coastal flooding, we consider time-consuming simulators with a spatial output. The aim is to perform sensitivity analysis (SA), quantifying the influence of input parameters on the output. There are three…
In recent times, functional data analysis (FDA) has been successfully applied in the field of high dimensional data classification. In this paper, we present a novel classification framework using functional data and classwise Principal…
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…
This paper extends robust principal component analysis (RPCA) to nonlinear manifolds. Suppose that the observed data matrix is the sum of a sparse component and a component drawn from some low dimensional manifold. Is it possible to…
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…
Principal component analysis (PCA) is a popular tool for linear dimensionality reduction and feature extraction. Kernel PCA is the nonlinear form of PCA, which better exploits the complicated spatial structure of high-dimensional features.…
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…
The analysis of multivariate functional curves has the potential to yield important scientific discoveries in domains such as healthcare, medicine, economics and social sciences. However, it is common for real-world settings to present…
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…
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…
We provide a probabilistic and infinitesimal view of how the principal component analysis procedure (PCA) can be generalized to analysis of nonlinear manifold valued data. Starting with the probabilistic PCA interpretation of the Euclidean…
Functional Principal Components Analysis (FPCA) provides a parsimonious, semi-parametric model for multivariate, sparsely-observed functional data. Frequentist FPCA approaches estimate principal components (PCs) from the data, then…
In this work, we develop a novel principal component analysis (PCA) for semimartingales by introducing a suitable spectral analysis for the quadratic variation operator. Motivated by high-dimensional complex systems typically found in…
This paper presents a novel approach to functional principal component analysis (FPCA) in Bayes spaces in the setting where densities are the object of analysis, but only few individual samples from each density are observed. We use the…
Classical multivariate principal component analysis has been extended to functional data and termed functional principal component analysis (FPCA). Most existing FPCA approaches do not accommodate covariate information, and it is the goal…
Functional principal component analysis has become the most important dimension reduction technique in functional data analysis. Based on B-spline approximation, functional principal components (FPCs) can be efficiently estimated by the…